Risk Portfolio Analyst

Risk Portfolio Analyst

Job Title: Risk Portfolio Analyst

Location: Mumbai, India

Role Description

• Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Bank's senior management. The market risk team manages Deutsche Bank's Market Risk position in an independent and neutral way.
• You will be a part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making for Global Rates asset class. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. The team has a global presence with staff located in London, New York, Berlin, Singapore, Mumbai and Bangalore.
• You will be exposed to risk management techniques viz. analysis/computation of VaR, SVaR, IRC, Backtesting, FRTB for a diverse range of derivative products. The team is also proficient in combining this risk knowledge with best-in-class automation and visualization skills including python/VBA/Tableau to provide value added analytical outputs to its stakeholders
• You will be expected to have a good understanding of programming languages like Python/SQL and the ability to handle large data sets for visualization and analysis.

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 is within the Global Rates Asset class team. The primary responsibilities are:

• Review and understand the historical simulation VaR, FRTB VaR, Expected shortfall and DRC measures and related Backtesting (outlier analysis), including staying abreast of the development of this metric and related drivers
• Facilitating better risk analysis and automated reporting infrastructure to stakeholders using required programming tools (python/Tableau etc.) is a critical part of profile
• Perform deep dive analysis into concentrations of risk or emerging items of interest, providing high quality and accurate information at a level for senior management consumption
• Perform analytical analysis of our limit to generate proposals for limit changes and for new limits
• Support the analysis and communication of business portfolio level topics to senior management and their committees

Your skills and experience

• University degree in Economics, Mathematics or other quantitative subject.
• 0-2 years' experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, IPV will also be considered)
• Mandatory: Proficiency in python with strong hands-on experience in Pandas, NumPy and Data Frames for data analysis and transformation; skilled in data visualization (Matplotlib/Seaborn/Tableau) and working with large data sets
• Good understanding of other Market Risk measurement techniques e.g. VaR, RNiV, Economic Capital, IRC.
• 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
• Able to multi-task and deliver under tight deadlines
• A committed and motivated individual for self-development and growth

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 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.