Market Risk Analyst, Associate

In Scope of Position based Promotions (INTERNAL only)

Job Title: Market Risk Analyst

Location: Pune, India

Corporate Title: Associate

Role Description

• This role focuses on a number of activities across Market Risk Metric Production and Analysis, Data Quality and Reporting for individual asset classes and Deutsche Bank as a whole.
• The role involved data validation and reporting and front to back process control of an asset class e.g. Equity, Credit, FX, Rates, Emerging Markets, and Treasury etc. 
• The role includes market Risk Metric Production and Analysis using Historical Simulation, provision of analysis and explains across all relevant risk metrics.
• The role involves Run the Bank (RTB) Change Support through continuous improvement, business process reengineering, stability and process optimisation, test execution management.
• The role extends into Data Quality and Operational Governance - data standards, completeness and accuracy, BCBS compliance, governance, documentation (KOP).

Team / division overview

• Market Risk Management (MRM) provides an independent view of market risks to Deutsche Bank's senior management and manages Deutsche Bank's Market Risk position in an independent and neutral way.
• The Market Risk Analysis and Control (MRAC) function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the Market Risk Management department.
• The team has a global presence with staff located in London, New York, Singapore, Mumbai and Pune.

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

As a Market Risk Analyst primary responsibilities will be:

• Risk feed validation, mapping and related control
• Running of daily, weekly and month risk metrics like VaR, SVaR, IRC etc
• Review of various risk metrics at a business & portfolio level
• Generation and review of critical risk reports across different risk metrics VaR/ SVaR, EC, PST, IRC
• Work closely with other Market Risk functions, MRMs and Finance teams for risk analysis and resolve issues around respective asset classes
• Collate and analyse data to help highlight the issues that are impacting the daily production process and contribute to initiatives to resolve them.
• Contribute to governance forums around BCBS239
• Support testing of the bank's risk models e.g Stressed Period Selection etc.

Your skills and experience

• Grad/post-grad degree. Qualified in a numerate discipline (Engineering/Maths/Statistics) will be plus.
• Strong understanding of financial markets, products, derivative pricing, and methodology.
• 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.
• A committed and motivated individual for self-development and growth
• Keen interest in various risk frameworks and how they are interconnected for bank's capital
• Basic experience in using large datasets with experience in relevant software packages, e.g. MS Excel, MS Access, VBA, and SQL. Experience with additional programming languages is a plus, e.g. Python, Matlab, Sql
• Knowledge of coding in Python and Tableau exploration useful
• Able to multi-task and deliver under tight deadlines
• Able to work different shifts

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.