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Market Risk Analyst - NCT
DWS Group & GmbH Co KgaA
posted 2mon ago
Job Role Insights
Flexible timing
Key skills for the job
Job Description
Market Risk Management (MRM) provides an independent view of market risks to Deutsche Bank s senior management and manages Deutsche Bank s 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
What we ll offer you
As part of our flexible 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
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 bank s 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 bank s 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
How we ll support you
- Training and development to help you excel in your career.
- Coaching and support from experts in your team.
- A culture of continuous learning to aid progression.
- A range of flexible benefits that you can tailor to suit your needs.
Employment Type: Full Time, Permanent
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based on 18 employees
Flexible timing
Monday to Friday
No travel
Day Shift
DWS Group & GmbH Co KgaA Benefits
Soft Skill Training 
International Relocation 
Job Training 
Free Transport 
Child care 
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