Role Description
Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Bank’s senior management. Market risk team manages Deutsche Bank’s Market Risk position in an independent and neutral way.
You will be a part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making for Rates asset class. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. The team has a global presence with staff located in London, Recent York, Berlin, Singapore, Mumbai and Bangalore.
You will be exposed to risk management techniques viz. analysis/computation of VaR, SVaR, IRC, Backtesting, FRTB for a diverse range of derivative products.
The team is also proficient in combining this risk knowledge with best in class automation and visualization skills including python/VBA/Tableau to provide value added analytical outputs to its stakeholders
You will be expected to be proficient in automation tools (python essentially) with sufficient knowledge of risk to enhance the output of the team.
What we’ll offer you
As part of our flexible scheme, here are just some of the perks that you’ll enjoy,
Best in class leave policy.
Gender neutral parental leaves
100% reimbursement under childcare assistance advantage (gender neutral)
Sponsorship for Industry relevant certifications and education
Employee Assistance Program for you and your family members
Comprehensive Hospitalization Insurance for you and your dependents
Accident and Term life Insurance
Complementary Health screening for 35 yrs. and above
Your key responsibilities
This role is within the Rates Asset class team. The primary responsibilities are:
Risk validation and ensure appropriate contr
📌 Risk Analyst, Avp Mumbai
🏢 Deutsche Bank
📍 Mumbai
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