Risk Analyst

Deutsche Bank is seeking a Risk Analyst, AVP to join the Market Risk Analysis and Control (MRAC) function within Market and Valuation Risk Management (MVRM) for the Rates asset class in Mumbai.

Key Responsibilities

• Risk validation and ensuring appropriate controls are in place for the Rates asset class.

• Review and understand historical simulation VaR, FRTB and Backtesting, staying abreast of metric developments and related drivers.

• Facilitating better risk analysis and automated reporting infrastructure to stakeholders using required programming tools like python and Tableau.

• Perform deep dive analysis into concentrations of risk or emerging items of interest for senior management consumption.

• Perform analytical analysis of limits to generate proposals for limit changes and new limits.

Requirements

• University degree in Economics, Mathematics or other quantitative subject

• 5+ years experience in Market Risk within the Financial Market or Investment Banking industry

• Proficiency in Python, VBA, Tableau, and MS Office tools

• Good understanding of Market Risk measurement techniques such as VaR, RNIV, Economic Capital, and IRC

• Excellent communication skills with the ability to articulate technical and financial topics