Risk Senior Specialist, AVP

In Scope of Position-Based Promotions

Job Title: Risk Senior Specialist

Corporate Title: Assistant Vice President

Location: Mumbai, India

Role Description

• Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Bank s senior management. Market risk team manages Deutsche Bank s Market Risk position in an independent and neutral way.
• You will be a part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making for Rates asset class. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. The team has a global presence with staff located in London, New York, Berlin, Singapore, Mumbai and Bangalore.
• You will be exposed to risk management techniques viz. analysis/computation of VaR, SVaR, IRC, Backtesting, FRTB for a diverse range of derivative products. The team is also proficient in combining this risk knowledge with best in class automation and visualization skills including python/VBA/Tableau to provide value added analytical outputs to its stakeholders
• You will be expected to be proficient in automation tools (python essentially) with sufficient knowledge of risk to enhance the output of the team.

Your key responsibilities

This role is within the Rates Asset class team. The primary responsibilities are:

• Risk validation and ensure appropriate controls in place
• Review and understand the historical simulation VaR, FRTB and Backtesting(outlier analysis), including staying abreast of the development of this metric and related drivers
• Facilitating better risk analysis and automated reporting infrastructure to stakeholders using required programming tools(python/Tableau etc.) is a critical part of profile
• Perform deep dive analysis into concentrations of risk or emerging items of interest, providing high quality and accurate information at a level for senior management consumption
• Perform analytical analysis of our limit to generate proposals for limit changes and for new limits
• Support the analysis and communication of business portfolio level topics to senior management and their committees

Your skills and experience

• Experience in working with commodities especially Energy asset class is a must.
• Experience in working with python and tableau is a must.
• University degree in Economics, Mathematics or other quantitative subject.
• 5+ years experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, IPV will also be considered)
• Proficiency in Python/VBA, Tableau, MS Office tools is essential for the role
• Good understanding of other Market Risk measurement techniques e.g. VaR, RNIV, Economic Capital, IRC.
• 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
• Able to multi-task and deliver under tight deadlines
• A committed and motivated individual for self-development and growth
• Hands on coding skills(Python specifically) and Tableau skills will be a significant plus

Proven ability to leverage AI tools to enhance productivity, optimise workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs.

Disclaimer: This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.