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Risk Frameworks Specialist, AS

3-7 years

Pune

Risk Frameworks Specialist, AS

Deutsche Bank

posted 14d ago

Job Role Insights

Flexible timing

Job Description

Market Risk Management (MRM) provides an independent view of market risks to Deutsche Banks senior management and manages Deutsche Banks Market Risk position in an independent and neutral way.

The Market Risk Analysis and Control (MRAC) function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the Market Risk Management department.

The team has a global presence with staff located in London, New York, Singapore, Mumbai and Pune.

The team operates a business/asset class and risk metric aligned organisational matrix supported by central functions. Functionally the team is organised as follows:

  • Asset Class Teams own the front to back process for the asset class, infrastructure optimization, market data optimization, MRM management interface. This team is divided by business e.g. Equity, Credit, FX, Rates, Emerging Markets, and Treasury etc.
  • Metric Production and Analysis - risk position data validation, calculation and reporting of all official market risk exposures and metrics using Historical Simulation, provision of analysis and commentary across all relevant risk metrics
  • Strategic Production FRTB calculations, processes, controls and reporting
  • Run the Bank (RTB) Change - continuous improvement, business process reengineering, stability and process optimisation, test execution management
  • Data Quality and Operational Governance - data standards, completeness and accuracy, BCBS compliance, governance, documentation (KOP)
  • Reporting strategic reporting and related data requirements, optimisation of reporting inventory and production, branding and quality of key reports
  • COO organisational development, audit management, regulatory liaison

    Your key responsibilities

    This role focuses on a number of activities across Metric Production and Analysis, Data Quality and Reporting for individual asset classes and Deutsche Bank as a whole.

    The primary responsibilities will be:

    • Risk feed validation, mapping and related control
    • Running of daily, weekly and month risk metrics like VaR, SVaR, IRC etc
    • Review of various risk metrics at a business & portfolio level
    • Generation and review of critical risk reports across different risk metrics VaR/ SVaR, EC, PST, IRC/CVA
    • Work closely with other MRAC functions, MRMs and Finance teams for risk analysis and resolve issues around respective asset classes
    • Collate and analyse data to help highlight the issues that are impacting the daily production process and contribute to initiatives to resolve them.
    • Contribute to governance forums around BCBS239
    • Support testing of the banks risk models e.g Stressed Period Selection etc.

    Your skills and experience

    • Grad/post-grad degree. Qualified in a numerate discipline (Engineering/Maths/Statistics) will be plus.
    • Strong understanding of financial markets, products, derivative pricing, and methodology
    • Excellent communication skills ability to articulate technical and financial topics with global stakeholders
    • A reliable team player with the motivation to work in a dynamic, international and diverse environment.
    • A committed and motivated individual for self-development and growth
    • Keen interest in various risk frameworks and how they are interconnected for banks capital
    • Basic experience in using large datasets with experience in relevant software packages, e.g. MS Excel, MS Access, VBA, and SQL. Experience with additional programming languages is a plus, e.g. Python, Matlab, R, or C++.
    • Knowledge of coding in Python and SAS tool useful
    • Able to multi-task and deliver under tight deadlines
    • Able to work different shifts

    Benefits:

    • This is an exciting opportunity to work in a diversified role with exposure to global stakeholders and multiple business lines, including investment and commercial bank exposure.
    • The team is a small, highly skilled group with a flat and globally aligned hierarchy. As part of the Deutsche Bank Risk Division this team has access to the industrys state-of-the-art risk management models.

    Employment Type: Full Time, Permanent

    Read full job description

    Prepare for Specialist roles with real interview advice

    Top Deutsche Bank Specialist Interview Questions

    Q1. In a marathon, the each athlete is assigned a number, you see 5 of them with the following numbers: 2, 10, 40, 50, 200, 250……can you guess t ... read more
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    What people at Deutsche Bank are saying

    Specialist salary at Deutsche Bank

    reported by 3 employees with 5-8 years exp.
    ₹8.1 L/yr - ₹13 L/yr
    14% less than the average Specialist Salary in India
    View more details

    What Deutsche Bank employees are saying about work life

    based on 3.5k employees
    66%
    86%
    74%
    90%
    Flexible timing
    Monday to Friday
    No travel
    Day Shift
    View more insights

    Deutsche Bank Benefits

    Free Transport
    Cafeteria
    Health Insurance
    Work From Home
    Job Training
    Soft Skill Training +6 more
    View more benefits

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    Pune Office
    Business Bay, Wing 1, Jayprakash Nagar, Yerawada Pune Pune
    Maharashtra 411006

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