Market Risk Analyst, NCT

In Scope of Position based Promotions (INTERNAL only)

Job Title: Market Risk Analyst, NCT

Location: Pune, India

Role Description

This role will be part of Data Quality and Operational Governance teamresponsible for improving data quality within the firm and assisting the team in implementing a global, data-led strategy and governance process around it.

Market & Valuation Risk Management (MVRM) is a department within the Risk Division. As a second line of defence function, MVRM acts independently of business management and is responsible for oversight across all aspects of market risk, risk analysis, limit setting and model validation for liquidity risk, exposure measurement for counterparty credit risk and credit model development including rating methodologies and risk & capital models.

Specifically in the context of market risk, MVRM owns the market risk management framework with mandate to identify, analyse, measure, control and manage all market risks within DB, whether in trading book, banking book or off balance sheet and ensuring they are pursuant to the risk appetite of the bank.

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 MVRM department.

The team has a global presence with staff located in London, New York, Berlin, Singapore, Mumbai and Bangalore.

The team operates a business/asset class and risk metric aligned organisational matrix supported by central functions. Functionally the team is organised as follows:

• Asset Class Teams – own the front to back process for the asset class, infrastructure optimization, market data optimization, MRM management interface. This team is divided by business e.g. Equity, Credit, FX, Rates, Emerging Markets, and Treasury etc.
• Metric Production and Analysis - risk position data validation, calculation and reporting of all official market risk exposures and metrics, provision of analysis and commentary across all relevant risk metrics
• Strategic Production – implementation of Historical Simulation and FRTB calculations, processes, controls and reporting
• Run the Bank (RTB) Change - continuous improvement, business process reengineering, stability and process optimisation, test execution management
• Data Quality and Operational Governance - data standards, completeness and accuracy, HV Governance framework, BCBS compliance, governance, documentation (KOP)
• Reporting – strategic reporting and related data requirements, optimisation of reporting inventory and production, branding and quality of key reports
• COO –organisational development, audit management, regulatory liaison
• Market Data Strategy and analytics (MDS&A) - The Market Data Strategy & Analytics Team combines existing activities in the delivery of frameworks, models, processes and controls for market data used in the calculation of key risk metrics (e.g. VaR, PST, EC, EPE) across the other Market Risk functions.

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

• Monitoring Metric production activities to ensure compliance with run-books and to Capture and communicate production issues
• Design, Production, Monitoring & reporting of KPI’s across metrics towards ensuring a robust governance & control framework across processes
• Towards ensuring Compliance with BCBS-239 framework
• To Identify recurring issues to ensure timely escalation and drive discussion around remediation and controls
• Data Quality management - identifying, reporting, analyzing and resolving any data quality issues through Department and Bank’s framework for Data quality management by collaborating across teams and stakeholders
• Developing Data quality best practice guidelines and providing user training
• Preparation of discussion material for various governance forums related to data quality, process optimization and KPI reviews
• Participate on Change projects towards automation of KPIs and Reports/dashboards by engagement on requirement gathering and testing

Your skills and experience

This is an exciting opportunity to work in a diversified role with exposure to global stakeholders and multiple business lines, including investment and commercial bank exposure.

The team is a small, highly skilled group with a flat and globally aligned hierarchy. As part of the Deutsche Bank Risk Division this team has access to the industry’s state-of-the-art risk management models.

• Grad/post-grad degree in Finance/Risk
• Excellent communication skills
• Ability to analyze and manage large volumes of data in MS excel. Experience in MS Access, VBA & Python would be an added advantage
• Flexibility 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:

https://www.db.com/company/company.htm

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.