* 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).
What we’ll offer you
As part of our versatile scheme, here are just some of the benefits that you’ll
enjoy
* Best in class leave policy
* Gender neutral parental leaves
* 100% reimbursement under childcare assistance benefit (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
* Applying experience and subject matter expertise to perform RTB tasks such as
VaR/SVaR impact analysis for both Hist Sim Sensi Based and Hist Sim Full
Reval, continuous improvement of processes and coordination of changes in
market data.
* Perform data quality checks to ensure the completeness and accuracy of EOD
data / time series are at par to use for risk calculations.
* Manage weekly market data releases within SLAs for VaR/SVaR/FRTB/Economic
capital calculation and ensure timely escalation.
* Analyzing impacts of time-series changes on group level VaR and ability t
📌 Risk Specialist, Associate (Mumbai)
🏢 Deutsche Bank
📍 Mumbai
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