Market Risk Analyst

Deutsche Bank

Pune, India
Market risk metric production
Data validation and reporting
Historical simulation
The role involves data validation and reporting and front to back process control of an asset class, focusing on Market Risk Metric Production and Analysis

Job Summary

  • The role involves data validation and reporting and front to back process control of an asset class, focusing on Market Risk Metric Production and Analysis.
  • Market Risk Management (MRM) provides an independent view of market risks to Deutsche Bank’s senior management and manages Deutsche Bank’s Market Risk position.
  • Deutsche Bank offers a flexible scheme with benefits including best in class leave policy, gender neutral parental leaves, and comprehensive hospitalization insurance.

Matching Summary

The role involves data validation and reporting and front to back process control of an asset class, focusing on Market Risk Metric Production and Analysis.

Skills & Requirements

Must-have

  • Market Risk Metric Production
  • Data Validation and Reporting
  • Historical Simulation
  • Run the Bank (RTB) Change Support
  • BCBS compliance
  • Risk feed validation
  • Risk metrics like VaR, SVaR, IRC

Nice-to-have

  • Continuous improvement
  • Business process reengineering
  • Process optimisation
  • Global stakeholders
  • Self-development and growth
  • Risk frameworks interconnectedness

Key Requirements

  • Grad/post-grad degree in a numerate discipline
  • Strong understanding of financial markets and products
  • Basic experience with MS Excel, MS Access, VBA, and SQL
  • Able to multi-task and deliver under tight deadlines
  • Able to work different shifts

Work Rights

Not specified

Tailored Resume

Cover Letter