Risk Analyst (m/f/x) – Market Risk Analysis & Control – Asset Class Risk Analyst (m/f/x) – Market Risk Analysis &  …

Deutsche Bank AG
in Berlin, Deutschland
Festanstellung, Vollzeit
Letzte Bewerbung, 20 Okt 21
Competitive
Deutsche Bank AG
in Berlin, Deutschland
Festanstellung, Vollzeit
Letzte Bewerbung, 20 Okt 21
Competitive
Deutsche Bank AG

Job Description:

MVRM & Risk Methodology owns the market risk management framework with mandate to identify, analyze, 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 primary objective of MVRM is to ensure that Business units of the Bank optimize the risk-reward relationship and do not expose it to unacceptable losses. This objective drives all of the activities conducted within MVRM and we work closely with risk takers, risk managers, Control and Support groups in the process to ensure these objectives can be met. The Market Risk Analysis & Control (MRAC) team is responsible for the production of all official market risk metrics on behalf of the Market & Valuation Risk Management & Risk Methodology department.

The role of the MRAC Asset Class team is to use risk profile and calculation methodologies to produce high quality and dependable analysis to explain the risk metrics at the DB Group Level. This includes VaR, SVaR, RWA, EC and Stress Testing metrics. The position is based in Berlin and the candidate will work with Deutsche Bank colleagues globally and with colleagues in other risk teams locally in Berlin.

Responsibilities:

Task: Analysis and evaluation

  • Quantitative analysis of key market risk metrics such as Economic Capital & VaR
  • Development of processes or analyses as well as improvements
  • Documentation of tools, model and process changes

Data processing: Collecting information and processing it ready for decision-making

  • Production of regular market risk reports & presentations
  • Conduct of stress tests on trading portfolios

Complex process analysis as well as improvements

  • Market data time series, financial products & their sensitivities
  • Analysis of key market risk exposures across various asset classes including the data inputs to the models

Management of large-scale (partial) projects (cross-divisionally/on an international scale) in line with the assigned tasks

  • Accompanying IT implementation of the methodology/model changes

Relationship management with SMEs and colleagues

  • Build relationships with MVRM colleagues in New York, London, Frankfurt and Mumbai to integrate into Global MVRM

Relationship with stakeholders and business associates, internal & external

  • Support for dealing with internal and external audit requests

Requirements:

Education and Experience:

  • Relevant university degree in Science, Computer Science, Mathematics, Finance, Economics or comparable subject (Master)
  • Relevant professional experience helpful

Competencies:

  • Particular specialist know-how/ methodological expertise necessary
  • IT skills including proficiency in Python and VBA programming required
  • Interest in international financial markets and financial products
  • Analytical skills including Statistics and Financial Mathematics
  • Key risk measures (e.g. duration, PV01, CS01, Greeks, VaR etc.)
  • Able to manage large datasets
  • Sound knowledge of English language (fluent in written and spoken)

Personal characteristics:

  • Excellent writing and communication skills and ability to work independently and flexibly within intra or inter-departmental groups

Our values define the working environment we strive to create – diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.

We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

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