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:
What we’ll offer you

As part of our versatile 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 perk (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
Creating, implementing and documenting quantitative risk models and enhancements for commodities / energy business to calculate market risk
Driving discussions and defining requirements with Strats, Risk Methodology and IT for generation of historical time-series for more exotic risk factors
Providing quantitative and qualitative justifications for modelling choices, assumptions made, data selection, reliability of model inputs such market data
Validating model choices by t

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