Job Title: Market Risk - Market Data Risk Methodology Senior Specialist

Corporate Title: AVP

Location: Mumbai, India

Role Description
- Market Valuation and Risk Management (MVRM) is responsible for managing market risk and ensuring fair value assessment of Books Records within Deutsche Bank. The primary market risk objective is to ensure that business units of the bank optimize the risk-reward relationship and do not expose it to unacceptable losses. We work closely with risk takers, risk managers and control and support groups in the process to ensure these objectives can be met.
- Market Data Strategy and Analytics (MDSA) is a function within MVRM that is responsible and accountable for the procurement, analysis and governance of historical market data used as inputs in the key risk metric (eg Value at Risk, Economic Capital, Credit Counterparty Risk, Portfolio Stress Test).
- The core mandate of the team is split in three main groups:
- RtB operations, Governance and Optimization: Key responsibilities include procurement of historical market data,



perform data quality checks and remediation where required, generation of market data (DB Analytics) objects, Exposure Info and Pricing Info objects for Historical Simulation Full Revaluation, production of key KPIs governance, optimization of existing processes, face off to regulatory and audit engagements. Market Data Analytics: Key responsibilities include development of proxy methodologies where historical data does not exist (including recent risk factors introduced as a result of IBOR migration), development of approaches for enhanced data quality assessment, specify business requirements for FRTB from a market data perspective (including interplay of ES, NMRF RTPL), develop analytics supporting gap filling in historical time series and forecasting trends Market Data Strategy: Key responsibilities include driving discussions between FO, IT and MDSA to define the target market data strategy, both from an architect

📌 Market Risk Professional (Mumbai)
🏢 Deutsche Bank
📍 Mumbai