Job Description
Position Overview
Job Title: Risk Analyst (VP)
Location: Pune
ERM (Enterprise Risk Management) & MVRM (Market & Valuation Risk Management) IT group are part of Technology Data and Innovation and own and deliver on the RiskFinder platform to multiple stakeholders and sponsors.
RiskFinder is the Bank’s Risk & Capital Management platform. It provides capability to calculate capital metrics, performs risk scenario analysis and portfolio risk analytics and related control functions across the Bank’s business lines. The system calculates over 600 billion scenarios per day on a high-performance compute grid, stores the results into a big data store and provides our end users the capability to aggregate, report and analyse the results.
RiskFinder integrates distributed high performance grid compute and big data technologies to deliver the execution and analytics at very large scale required to process the volumes of scenarios within the timeframes required. The platform leverages in house quantative analytics and inputs to our front office pricing models to deliver full revaluation-based capital metrics across a complex derivates portfolio.
Our technology stack includes Java, C, C++, PostGres, OracleDB, Lua, Python, Scala, and Spark plus other off-the-shelf products like caching solutions integrated into one platform, which offers great opportunity for technical development and personal growth in a domain with focus on engineering and Agile delivery practices.
What We’ll Offer You
Please be aware there are regional differences to DB benefits and you will need to check the correct package per advert.
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
Details of the Role and how it fits into the team
The role sits within the “Metric Owner” Group in Market Risk Information Technology and is part of the wider Analytics and Reporting Capability that is building out the strategic risk and capital analytics platform for the bank (RF-Labs).
The role would look at helping the user community across Market Risk, Credit Risk, Finance, Treasury, Methodology and FO Strats in enhancing the adoption of Labs.
This would entail:
• Participating in user working groups to prioritize analytics work, taking ownership of specific user requirements
• Working closely with end user to detail and understand the specific requirements
• Leveraging labs and its inherent capabilities in the area of python scripting, analytics and reporting to deliver the requirement
• Contributing to the build out and enhancement to Labs by proposing innovation and enhancements
• Skills and experience: Excellent understanding of the following areas within Credit Risk, Market Risk and Stress Testing Demonstrate In depth experience in at least 1 areas out of the below and at least high level understanding of rest:
• Market Risk measurement:
• VaR (any methodology)
• Full reval and sensi based
• FRTB:
• FRTB ES - VaR, DRC, P&L attribution, Back-testing
• FRTB SA calculations
• Market Risk Monitoring & Control:
• Limits Management & Utilization
• Market Risk Reporting
• Credit Risk Exposure models – PFE, EPE, Netting & Aggregation, Collateral Netting
• Default Risk & Recovery Rates
• Stress Testing:
• Scenario Design
• Scenario Expansion
• P&L calculation
• Aggregation, Reporting
• Regulatory Stress Testing
• Pricing: Demonstrate in-depth understanding
• Understating of pricing for a particular asset class (IR/FX/Credit/Commodities)
• Experience of model development or scripting using any of the financial modelling languages: python, R, Matlab, C/C++
• Software Dev: Demonstrate strong experience using any SDLC approach for all of the following,
• Project Feasibility
• Project Initiation
• Requirements Capture
• Validation
• Release & Support
Candidate is able to demonstrate ‘system thinking’ and a structured approach to problem solving.
• Stakeholder Management: Demonstrate Strong experience in all of the below
• Previous work experience in working with users in Risk Management, Quantitative Modelling, FO Strats
• Ability to engage in constructive conversations around user requirements vis a vi feasibility.
• Focus and attention to detail.
• Communicate effectively on milestones, deliveries.
Responsibilities
• Part taking in working groups and prioritizing implementation requirements, communicating on issues and blockers
• Reviewing individual use cases with end users and understanding and firming up the analytics needed
• Translating use case into pseudo code and structuring implementation around that
• Ability to structure and model the data for reporting
• Implement the use cases in python using Labs libraries whilst adhering to stability and security standards & controls
• Mentoring junior resources Labs usage, stakeholder engagement, communicating effectively
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
Please visit our company website for further information:
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.
Click here to find out more about diversity and inclusion at Deutsche Bank
Job Title: Risk Analyst (VP)
Location: Pune
ERM (Enterprise Risk Management) & MVRM (Market & Valuation Risk Management) IT group are part of Technology Data and Innovation and own and deliver on the RiskFinder platform to multiple stakeholders and sponsors.
RiskFinder is the Bank’s Risk & Capital Management platform. It provides capability to calculate capital metrics, performs risk scenario analysis and portfolio risk analytics and related control functions across the Bank’s business lines. The system calculates over 600 billion scenarios per day on a high-performance compute grid, stores the results into a big data store and provides our end users the capability to aggregate, report and analyse the results.
RiskFinder integrates distributed high performance grid compute and big data technologies to deliver the execution and analytics at very large scale required to process the volumes of scenarios within the timeframes required. The platform leverages in house quantative analytics and inputs to our front office pricing models to deliver full revaluation-based capital metrics across a complex derivates portfolio.
Our technology stack includes Java, C, C++, PostGres, OracleDB, Lua, Python, Scala, and Spark plus other off-the-shelf products like caching solutions integrated into one platform, which offers great opportunity for technical development and personal growth in a domain with focus on engineering and Agile delivery practices.
What We’ll Offer You
Please be aware there are regional differences to DB benefits and you will need to check the correct package per advert.
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
Details of the Role and how it fits into the team
The role sits within the “Metric Owner” Group in Market Risk Information Technology and is part of the wider Analytics and Reporting Capability that is building out the strategic risk and capital analytics platform for the bank (RF-Labs).
The role would look at helping the user community across Market Risk, Credit Risk, Finance, Treasury, Methodology and FO Strats in enhancing the adoption of Labs.
This would entail:
• Participating in user working groups to prioritize analytics work, taking ownership of specific user requirements
• Working closely with end user to detail and understand the specific requirements
• Leveraging labs and its inherent capabilities in the area of python scripting, analytics and reporting to deliver the requirement
• Contributing to the build out and enhancement to Labs by proposing innovation and enhancements
• Skills and experience: Excellent understanding of the following areas within Credit Risk, Market Risk and Stress Testing Demonstrate In depth experience in at least 1 areas out of the below and at least high level understanding of rest:
• Market Risk measurement:
• VaR (any methodology)
• Full reval and sensi based
• FRTB:
• FRTB ES - VaR, DRC, P&L attribution, Back-testing
• FRTB SA calculations
• Market Risk Monitoring & Control:
• Limits Management & Utilization
• Market Risk Reporting
• Credit Risk Exposure models – PFE, EPE, Netting & Aggregation, Collateral Netting
• Default Risk & Recovery Rates
• Stress Testing:
• Scenario Design
• Scenario Expansion
• P&L calculation
• Aggregation, Reporting
• Regulatory Stress Testing
• Pricing: Demonstrate in-depth understanding
• Understating of pricing for a particular asset class (IR/FX/Credit/Commodities)
• Experience of model development or scripting using any of the financial modelling languages: python, R, Matlab, C/C++
• Software Dev: Demonstrate strong experience using any SDLC approach for all of the following,
• Project Feasibility
• Project Initiation
• Requirements Capture
• Validation
• Release & Support
Candidate is able to demonstrate ‘system thinking’ and a structured approach to problem solving.
• Stakeholder Management: Demonstrate Strong experience in all of the below
• Previous work experience in working with users in Risk Management, Quantitative Modelling, FO Strats
• Ability to engage in constructive conversations around user requirements vis a vi feasibility.
• Focus and attention to detail.
• Communicate effectively on milestones, deliveries.
Responsibilities
• Part taking in working groups and prioritizing implementation requirements, communicating on issues and blockers
• Reviewing individual use cases with end users and understanding and firming up the analytics needed
• Translating use case into pseudo code and structuring implementation around that
• Ability to structure and model the data for reporting
• Implement the use cases in python using Labs libraries whilst adhering to stability and security standards & controls
• Mentoring junior resources Labs usage, stakeholder engagement, communicating effectively
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
Please visit our company website for further information:
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.
Click here to find out more about diversity and inclusion at Deutsche Bank
💡 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 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.
