Market Risk And Portfolio Model Validation Specialist, As
2 weeks ago
Job Title Market Risk and Portfolio Model Validation Specialist AS Location Mumbai India Role Description The Risk division plays a critical role in identifying and managing a wide range of risks to which Deutsche Bank is exposed as part of its global operations from credit and market risks to non-financial risks As an integral part of this division Model Risk Management MoRM is tasked with performing independent model validation and actively managing model risk at a global level in line with Deutsche Bank s risk appetite Its teams are located in Mumbai Frankfurt Berlin London and New York Assigned to the Market Risk and Portfolio Model Validation unit in Mumbai you will focus on developing and maintaining a central modelling and validation service covering all risk model types and methodologies 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 Review and analyze Market Risk and Portfolio models like VaR ES EC RNIV RNIEC etc Understand the mathematical models and implementation methods used where appropriate verify models and numerical schemes Communicate outcomes of your review and analysis with key model stakeholders including risk managers validation leads and model development teams as necessary Your skills and experience Educated to Masters Doctor of Philosophy Ph D level or equivalent qualification relevant work experience in a quantitative subject such as Mathematics Physics Quantitative Finance or Quantitative Economics Experience in model validation or model development Excellent mathematical abilities and an understanding of Linear Algebra Calculus Partial Differential Equations Monte-Carlo Methods Historical Simulation Methods finite difference methods and numerical algorithms statistics or mathematical finance Strong programming skills Good knowledge about financial products derivatives and the financial risks related to them is essential Excellent communication skills both written and verbal Ability to author structured and concise validation reports Fluent in English written and spoken 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 We strive for a 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 Deutsche Bank
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Mumbai, Maharashtra, India Deutsche Bank Full timeJob DescriptionPosition OverviewJob Title: Market Risk and Portfolio Model Validation Specialist, ASLocation: Mumbai, IndiaRole Description- The Risk division plays a critical role in identifying and managing a wide range of risks to which Deutsche Bank is exposed as part of its global operations from credit and market risks to non-financial risks. As an...
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Mumbai, Maharashtra, India Deutsche Bank Full timeJob DescriptionMarket Risk and Portfolio Model Validation Specialist, ASPosition OverviewJob Title: Market Risk and Portfolio Model Validation Specialist, ASLocation: Mumbai, IndiaRole Description- The Risk division plays a critical role in identifying and managing a wide range of risks to which Deutsche Bank is exposed as part of its global operations -...
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Portfolio and Market Risk Specialist
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Mumbai, Maharashtra, India Deutsche Bank Full timeJob OverviewThe Portfolio and Market Risk Specialist will play a critical role in identifying and managing various risks to which Deutsche Bank is exposed. As part of this division, Model Risk Management (MoRM) performs independent model validation and actively manages model risk at a global level in line with Deutsche Bank's risk appetite.Your Key...
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Mumbai, Maharashtra, India Deutsche Bank Full timeJob DescriptionModel Validation Senior Specialist- Derivative Pricing, AVPPosition OverviewJob Title: Model Validation Senior Specialist- Derivative Pricing, AVPLocation: Mumbai, IndiaRole DescriptionModel Risk Management's mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for:-...
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