Risk Senior Specialist, Avp

Deutsche Bank

Mumbai, India
Market risk analysis and control
Rates asset class
Python
You will be part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making for Rates asset class

Job Summary

  • You will be part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making for Rates asset class.
  • You will be exposed to risk management techniques viz. analysis/computation of VaR, SVaR, IRC, Backtesting, FRTB for a diverse range of derivative products.
  • As part of our flexible scheme, here are just some of the benefits that you’ll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral).

Matching Summary

You will be part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making for Rates asset class.

Skills & Requirements

Must-have

  • Market Risk Analysis and Control
  • Rates asset class
  • Python
  • Tableau
  • VaR, SVaR, IRC, Backtesting, FRTB

Nice-to-have

  • Automation and visualization skills
  • Commercial thinking
  • Initiative
  • Collaborative working

Key Requirements

  • 5+ years experience in Market Risk
  • University degree in Economics, Mathematics or quantitative subject
  • Proficiency in Python/VBA, Tableau, MS Office tools

Work Rights

Not specified

Tailored Resume

Cover Letter