Intern

R o l e Re spo n s i b i li t i e s
The role requires application of qualitative and quantitative techniques to analyse the drivers of market risk profile, related key risk metrics and work with Market risk managers to monitor and limit the risk.
Key responsibilities noted below:
Provide analytical support to Risk Managers to facilitate risk management / business decisions.
Analyse VaR/SVaR/Economic capital/ stress testing for respective businesses and/or at DB Group level and explain Day on Day, Week on Week and Month on Month drivers.
Apply data science techniques to improve current tools and processes used for risk analysis, opportunity to work with risk data available for millions of trades and draw insights for risk management.
Run processes and controls to check completeness, accuracy and timeliness for Historical Simulation VaR/SVaR process. Opportunity to gain understanding on implementation of new regulations such as FRTB.
Identify and remediate all Exceptions that are not being consumed in risk metrics like VaR – both at individual Asset Class level and at DB Group level
Ex p os u r e / S kil l s
Good understanding of statistical distributions
Excellent Communication skills and attention to detail
Strong analytical, problem solving and critical thinking skills
Advanced Excel and VBA skills
Knowledge of languages such as R, Python, SQL preferred
Most importantly, an interest in markets/ models/ financial products and a curiosity to understand how key market events impact trading and risk positioning
E d uca t ion / Ce r t i f icat io n/ Ski l ls
B.E. and M.Sc (all branches) with quantitative/statistics background
Our values define the working environment we strive to create – diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.
We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, ****** orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

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India
Maharashtra
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