JOB DESCRIPTION:

Job Title- Risk Specialist, AS

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).

What we’ll offer you

As part of our versatile scheme, here are just some of the advantages 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 (India)
🏢 Deutsche Bank
📍 India