In Scope of Position based Promotions.
Job Title- Risk Analyst, NCT
Location- Mumbai, India
Role Description
- Market Valuation and Risk Management (MVRM) is responsible for managing market risk and ensuring fair value assessment of Books & Records within Deutsche Bank. The primary market risk objective is to ensure that business units of the bank optimize the risk-reward relationship and do not expose it to unacceptable losses. We work closely with risk takers, risk managers and control and support groups in the process to ensure these objectives can be met.
- Market Data Strategy and Analytics (MDSA) is a function within MVRM that is responsible and accountable for the procurement, analysis and governance of historical market data used as inputs in the key risk metric (eg Value at Risk, Economic Capital, Credit Counterparty Risk, Portfolio Stress Test).
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
- Applying experience and subject matter expertise to perform RTB tasks such as VaR/SVaR impact analysis for both Hist Sim Sensi Based and Hist Sim Full Reval, continuous improvement of processes and coordination of changes in market data.
- Perform data quality checks to ensure the completeness and accuracy of EOD data / time series are at par to use for risk calculations.
- Manage weekly market data releases within SLAs for VaR/SVaR/FRTB/Economic capital calculation and ensure timely escalation.
- Analyzing impacts of time-series changes on group level VaR and ability to communicate/coordinate effectively to stakeholders.
- Liaising with Market risk managers, FO quant, change teams and Methodology to perform deep dives on data challenges in new market risk models/methodology changes/RNIV and implementation of new regulations such as FRTB and IHC examination.
- Actively take apart in proxy decision making and come up with appropriate proxy choices for a time- series.
- Perform Stressed-period-selection and analyze results for accuracy and reliability.
- Help specify requirements and test functionality for new implementation and ability to coordinate with Risk-IT and Strats for seamless implementation of new data requirements and process enhancements.
Your skills and experience
- Experience in investment banking, Market Risk, specifically in controlled production environments.
- Good knowledge of financial instruments and understanding pricing of vanilla derivatives across all asset classes
- Strong understanding of global markets across asset classes and ability to connect macroeconomic events with impact to various market data points
- Demonstrated excellence in production activities for a financial institution with a strong control culture
- Experience of change management and implementation of new production processes
- Hands-on experience of using external data sources such as – Bloomberg, MarkIT & Reuters.
- Programming skills in Python is a must
Education | Certification (Recommended):
- Engineering or bachelor’s degree in finance from an accredited college or university with excellent project experience and grades in quantitative and numerical coursework.
- Certification in Financial Risk Management will be a plus.
Business Competencies:
- Communication - Experienced
- Industry Knowledge - Experienced
- Risk Management – Basic
- Innovation – Basic
- Managing Complexity - Basic
Technical Competencies:
- Risk Management – Experienced
- Financial Product Knowledge - Experienced
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.
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.
Skills Required
- Experience in investment banking and market risk within controlled production environments
- Knowledge of financial instruments and pricing of vanilla derivatives across asset classes
- Strong understanding of global markets across asset classes and macroeconomic impacts on market data
- Experience performing production activities in a financial institution with a strong control culture
- Experience with change management and implementation of new production processes
- Hands-on experience using Bloomberg, MarkIT, and Reuters
- Python programming skills
- Engineering or bachelor's degree in finance with strong quantitative and numerical coursework
- Financial Risk Management certification
- Ability to use AI tools responsibly to improve productivity and workflows
Deutsche Bank Compensation & Benefits Highlights
The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Deutsche Bank and has not been reviewed or approved by Deutsche Bank.
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Healthcare Strength — Health coverage is positioned as comprehensive, spanning multiple medical plan options along with dental, vision, prescription coverage, life insurance, and disability protection.
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Leave & Time Off Breadth — Time away is described as generous, including annual leave, sick leave, public holidays, wellbeing leave, volunteering leave in some regions, and expanded bereavement leave in certain locations.
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Retirement Support — Retirement support is presented as a matched savings plan (401(k)), reinforcing longer-term financial security as part of the rewards package.
Deutsche Bank Insights
What We Do
At Deutsche Bank, we give original thinkers the space and support they need to shine. Merging local knowledge with global vision, in-depth insight with industry-leading digital expertise, if you’re an innovator by nature, we can help you to unleash your potential. We see things differently at Deutsche Bank – and we’re proud of our fresh perspective. Today, we’re driving growth through our strong client franchise, investing heavily in digital technologies, prioritising long-term success over short term gains, and serving society with ambition and integrity. Wherever your interests lie – in investment banking, trading, private wealth, asset management, retail banking - or many of the infrastructure functions that support them – you’ll discover resources, training and opportunities designed to keep you ahead of the curve. Intelligence has no boundaries: we welcome high-achieving, talented individuals from any background. If you’re full of imagination, enjoy solving problems and respond positively to complex challenges, discover a career to look forward to and join us!
