Für Recruiter

Risk Specialist (m/f) - Market Risk Analysis & Control - Corporate Bank

Deutsche Bank AG
Berlin, Deutschland
Gepostet vor 6 Tagen Im Büro Permanent Competitive
Position Overview

Description of field of activity

Market & Valuation Risk Management & Risk Methodology 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 primary objective of MVRM is to ensure that Business units of the Bank optimise 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 and 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 Risk Management & Risk Methodology division.
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:

Complex analysis, evaluation & decision-making
  • Quantitative analysis of key market risk metrics such as Economic Capital, VaR & Stress Test, including analysis of scenario data, model inputs & outputs
  • Development, improvement and documentation of tools for quantitative of analysis
Complex market risk processes
  • Production of regular market risk reports & presentations
  • Collecting & processing complex data, including market data time series, financial products & key market risk exposures across asset classes, and extraction of information relevant for decision-making
Management of large-scale (partial) projects in line with the assigned tasks
  • Accompanying IT implementation of methodology/model changes (cross-divisionally/on an international scale)
Relationship management
  • Support for dealing with internal and external audit requests
  • Build relationships with MVRM colleagues in New York, London, Frankfurt, Mumbai and Asia
Requirements - Education and Experience:
  • Relevant university degree (Master) or equivalent and several years relevant professional experience required
Competencies:
  • Particular specialist know-how/methodological expertise necessary
    • International financial markets and financial products
    • Analytical skills including Statistics and Financial Mathematics
    • Knowledge of key risk measures (e.g. duration, PV01, CS01, Greeks, VaR etc.) and Regulatory and Economic Capital models
    • Programming skills including proficiency in Excel, VBA and ideally Matlab, R or Phyton programming
  • Sound knowledge of English language (fluent in written and spoken)
Personal characteristics:
  • Ability to take essential complex decisions on the basis of information made available
  • Ability to work independently and flexibly within intra or inter-departmental groups
What we will offer you:

As the benefits may vary marginally from location to location, it is advisable to use the link to our career page:
https://careers.db.com/explore-the-bank/working-environment/benefits-wellbeing/

In case of any recruitment related questions, please get in touch with Andreas Vogel.

Contact Andreas Vogel: +49 (0)151 - 277 27513

Unsere Werte bestimmen das Arbeitsumfeld, welches wir schaffen möchten - vielfältig, wertschätzend und offen für verschiedene Meinungen. Nur eine Unternehmenskultur, die eine Vielzahl von Perspektiven, sowie kulturellen und gesellschaftlichen Hintergründen vereint, fördert Innovation. Wir setzten auf vielfältige Teams, in welchen die Menschen ihr volles Potential entfalten können - denn das Zusammenführen verschiedener Talente und Ideen spielt eine entscheidende Rolle für den geschäftlichen Erfolg der Deutschen Bank.

Unsere Unternehmenskultur setzt hohe ethische Standards und fördert ein gutes Miteinander. Unabhängig von kulturellem Hintergrund, Nationalität, ethnischer Zugehörigkeit, geschlechtlicher und sexueller Identität, körperlichen Fähigkeiten, Religion und Generation freuen wir uns über Bewerbungen talentierter Menschen.
Sprechen Sie uns an: Wir bieten flexible Arbeitszeitmodelle und weitere Zusatzleistungen, um Sie in Ihrem Berufsleben zu unterstützen.

Klicken Sie hier für weitere Informationen zu Vielfalt und Teilhabe in der Deutschen Bank.

Job ID  R0208278
ÜBER DAS UNTERNEHMEN
Frankfurt am Main, Germany
85000 Angestellte Corporate Banking
Die Deutsche Bank verändert die Welt des Bankings. Wir verbinden neue Fähigkeiten und unterschiedliche Blickwinkel, um einen positiven Unterschied zu ...
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