Job Description
Full job description
Job Description:
In Scope of Position based Promotions (INTERNAL only)
Job Title: Market Risk Management
Corporate Title: NCT
Location: Pune, India
Role Description
About Market Risk Management:
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 Limits Management, Data Quality and Reporting for individual asset classes and Deutsche Bank as a whole.
The primary responsibilities will be:
Limits Management - Generation and reporting of daily, weekly and monthly risk Limit reports
Investigate risk limit threshold / breaches / near misses and prepare regular reviews of the exposure.
Ensuring compliance around the Limits framework by working with MRAC functions and MRMs. Resolving the issues, identification of enhancements in the framework and working closely with IT for development and UAT for the change requests.
Data Quality management - identifying, reporting, analyzing and resolving any data quality issues through Department and Bank’s framework for Data quality management by collaborating across teams and stakeholders
Monitoring Metric production activities to ensure compliance with run-books and to Capture and communicate production issues
Monitoring & reporting of KPI’s across metrics KPI’s across metrics towards ensuring a robust governance & control framework across processes
Work closely with other MRAC functions, MRMs and Finance teams for risk analysis and resolve issues around respective assetclasses
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
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 will be added advantage
Able to multi-task and deliver under tight deadlines
Able to work across 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.
About us and our teams
Please visit our company website for further information:
https://www.db.com/company/company.html
We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.
Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.
We welcome applications from all people and promote a positive, fair and inclusive work environment.
Job Description:
In Scope of Position based Promotions (INTERNAL only)
Job Title: Market Risk Management
Corporate Title: NCT
Location: Pune, India
Role Description
About Market Risk Management:
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 Limits Management, Data Quality and Reporting for individual asset classes and Deutsche Bank as a whole.
The primary responsibilities will be:
Limits Management - Generation and reporting of daily, weekly and monthly risk Limit reports
Investigate risk limit threshold / breaches / near misses and prepare regular reviews of the exposure.
Ensuring compliance around the Limits framework by working with MRAC functions and MRMs. Resolving the issues, identification of enhancements in the framework and working closely with IT for development and UAT for the change requests.
Data Quality management - identifying, reporting, analyzing and resolving any data quality issues through Department and Bank’s framework for Data quality management by collaborating across teams and stakeholders
Monitoring Metric production activities to ensure compliance with run-books and to Capture and communicate production issues
Monitoring & reporting of KPI’s across metrics KPI’s across metrics towards ensuring a robust governance & control framework across processes
Work closely with other MRAC functions, MRMs and Finance teams for risk analysis and resolve issues around respective assetclasses
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
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 will be added advantage
Able to multi-task and deliver under tight deadlines
Able to work across 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.
About us and our teams
Please visit our company website for further information:
https://www.db.com/company/company.html
We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.
Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.
We welcome applications from all people and promote a positive, fair and inclusive work environment.
💡 Quick Summary
Seeking a career-building opportunity? The Market Risk Management, NCT position is now open for candidates interested in the Bank Jobs sector. This role in Pune offers a professional environment and growth potential.
Requirement Snapshot: Candidates should possess basic communication skills, a proactive attitude, and the ability to work in a team. Experience in Bank Jobs is a plus.