Job Description
Job Title CCR Exposure Management: Pre-Deal Analyst
Location Mumbai
In an ever-changing financial landscape, the role of the Risk division has never been more important. A strong risk management culture helps to reinforce Deutsche Bank’s resilience. The function identifies, aggregates, manages and mitigates risk across the core activities of market risk management, operational risk management and credit risk management, supporting the bank’s strategies whilst protecting its capital and regulatory adherence.
The CCR Pre-Deal team is a core function within the Counterparty Credit Risk Exposure Management team of the overall Risk division. The global team is based in 3 locations - London, NY, and Mumbai. The group is responsible for analysing pre-deal credit exposures for the whole spectrum of derivative products. The group also performs analysis on counterparty portfolios, highlighting possible extreme movements in MtM driven by market factors and making Credit Risk Management aware of highly structured or highly sensitive transactions. Team’s mandate also includes management of the SPV repack portfolio.
The team performs comprehensive pre-deal assessment of complex / structured transactions using quantitative/qualitative risk management techniques such as VAR, Potential Future Exposure (PFE), back-testing, scenario / stress testing, dynamic credit hedging & other risk enhancements, and identification of other non-trivial risks (liquidity, wrong-way, dislocation, concentration risk, gap risk). Scope encompasses:
• all counterparty types
• all derivatives/financing products (rates, FX, equity, credit, commodity, emerging markets, structured products)
• all businesses (franchise, wealth management, prime brokerage, cleared, listed, repos, stock loan borrow)
This may involve working with existing spreadsheet tools or setting up customized tools which use the bank’s internal pricing models. We ensure consistency in approaches among the various locations.
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 child care assistance benefit (gender neutral)
• Flexible working arrangements
• 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
• Perform analysis of credit risk of individual derivative trades, typically structured, across all products in the firm - fixed income, equities, commodities, emerging markets, asset-backed and foreign exchange for transaction approval and counterparty portfolio assessment.
• Pre-deal trade level initial margin calculation for derivatives & collateral haircut calculation for complex financings
• Review portfolio based prime brokerage (Rates, FX, Equities, Credit), Wealth Management Advance Ratios, and clearing house (CCP) margining methodologies
• Daily interaction with credit officers and front office sales, structuring and trading to discuss trade structures
• Perform ad-hoc scenario analyses and stress tests across portfolios of counterparties and business lines.
• Participate in discussions of risk mitigation for large complex transactions.
• Active involvement with CCR Pre-Deal colleagues globally on transactions, methodology/tool development, and other strategic initiatives
Your skills and experience
• Masters in Mathematics / Statistics / Econometrics/ PGDM/ MBA
• Solid mathematical skills including probability and statistics
• Strong derivative product knowledge across all asset classes and knowledge of financial markets, traded products, and risk concepts
• Good understanding of counterparty credit risk both on trade and portfolio level
• Strong analytical skills and attention to details
• Excellent interpersonal and analytical skills & a team player
• Experienced in methodology development for financial products and ability to communicate technical documents to non-technical audiences
• Understanding of various pricing models
• Excellent communication skills, both written and oral
• Ability to multi-task and prioritize resources among various projects
• Strong mathematical and statistical background but able to simplify complex concepts for a non-technical audience
• Able to work under pressure and to a tight deadlines
• Programming skills using SAS / VBA / Python
How we’ll support you
• Training and development to help you excel in your career
• Flexible working to assist you balance your personal priorities
• 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
https://www.db.com/company/company.htm
.
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
Location Mumbai
In an ever-changing financial landscape, the role of the Risk division has never been more important. A strong risk management culture helps to reinforce Deutsche Bank’s resilience. The function identifies, aggregates, manages and mitigates risk across the core activities of market risk management, operational risk management and credit risk management, supporting the bank’s strategies whilst protecting its capital and regulatory adherence.
The CCR Pre-Deal team is a core function within the Counterparty Credit Risk Exposure Management team of the overall Risk division. The global team is based in 3 locations - London, NY, and Mumbai. The group is responsible for analysing pre-deal credit exposures for the whole spectrum of derivative products. The group also performs analysis on counterparty portfolios, highlighting possible extreme movements in MtM driven by market factors and making Credit Risk Management aware of highly structured or highly sensitive transactions. Team’s mandate also includes management of the SPV repack portfolio.
The team performs comprehensive pre-deal assessment of complex / structured transactions using quantitative/qualitative risk management techniques such as VAR, Potential Future Exposure (PFE), back-testing, scenario / stress testing, dynamic credit hedging & other risk enhancements, and identification of other non-trivial risks (liquidity, wrong-way, dislocation, concentration risk, gap risk). Scope encompasses:
• all counterparty types
• all derivatives/financing products (rates, FX, equity, credit, commodity, emerging markets, structured products)
• all businesses (franchise, wealth management, prime brokerage, cleared, listed, repos, stock loan borrow)
This may involve working with existing spreadsheet tools or setting up customized tools which use the bank’s internal pricing models. We ensure consistency in approaches among the various locations.
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 child care assistance benefit (gender neutral)
• Flexible working arrangements
• 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
• Perform analysis of credit risk of individual derivative trades, typically structured, across all products in the firm - fixed income, equities, commodities, emerging markets, asset-backed and foreign exchange for transaction approval and counterparty portfolio assessment.
• Pre-deal trade level initial margin calculation for derivatives & collateral haircut calculation for complex financings
• Review portfolio based prime brokerage (Rates, FX, Equities, Credit), Wealth Management Advance Ratios, and clearing house (CCP) margining methodologies
• Daily interaction with credit officers and front office sales, structuring and trading to discuss trade structures
• Perform ad-hoc scenario analyses and stress tests across portfolios of counterparties and business lines.
• Participate in discussions of risk mitigation for large complex transactions.
• Active involvement with CCR Pre-Deal colleagues globally on transactions, methodology/tool development, and other strategic initiatives
Your skills and experience
• Masters in Mathematics / Statistics / Econometrics/ PGDM/ MBA
• Solid mathematical skills including probability and statistics
• Strong derivative product knowledge across all asset classes and knowledge of financial markets, traded products, and risk concepts
• Good understanding of counterparty credit risk both on trade and portfolio level
• Strong analytical skills and attention to details
• Excellent interpersonal and analytical skills & a team player
• Experienced in methodology development for financial products and ability to communicate technical documents to non-technical audiences
• Understanding of various pricing models
• Excellent communication skills, both written and oral
• Ability to multi-task and prioritize resources among various projects
• Strong mathematical and statistical background but able to simplify complex concepts for a non-technical audience
• Able to work under pressure and to a tight deadlines
• Programming skills using SAS / VBA / Python
How we’ll support you
• Training and development to help you excel in your career
• Flexible working to assist you balance your personal priorities
• 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
https://www.db.com/company/company.htm
.
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
💡 Quick Summary
Seeking a career-building opportunity? The Risk Analyst position is now open for candidates interested in the Bank Jobs sector. This role in Mumbai, 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.
