Deutsche Bank
Mumbai, Maharashtra, India Posted 2d ago
Deutsche Bank is seeking a Risk Specialist Associate to join the Counterparty Credit Risk and back testing team within Credit Risk Management. The role involves comprehensive pre-deal assessment of complex structured transactions using quantitative and qualitative risk management techniques.
Key Responsibilities
Perform analysis of credit risk of individual derivative trades, typically structured, across all products in the firm for transaction approval and counterparty portfolio assessment.
Review Advance Ratio calculation and initial margin methodologies for different asset classes and ensure ongoing methodological and technological improvements.
Perform and automate ad-hoc scenario analyses and stress tests across portfolios of counterparties and business lines.
Act as Credit Officer for SPV repack transactions, including risk assessment and formal transaction approval.
Foster effective engagement with key Credit Risk Management, Front Office, and Lending stakeholders.
Requirements
4+ years in Risk Management or related fields.
University degree in Finance, Economics, Mathematics, Engineering or Physics.
Strong background in regulatory Counterparty Credit Risk requirements for banks and product risk analysis.
Excellent knowledge of derivatives, funds, shares, bonds, structured notes and their risk profiles.
Good understanding and preferably working knowledge of Python.
Excellent knowledge of MS Office tools.
Preferred Qualifications
