The Strategic Production and Analytics of Risk function is principally responsible for daily analysis and control of various market and valuation risk metrics onboarded to bank’s strategic platforms
Job Summary
The Strategic Production and Analytics of Risk function is principally responsible for daily analysis and control of various market and valuation risk metrics onboarded to bank’s strategic platforms.
This role involves performing controls and checks to ensure completeness and accuracy of the metric in scope, requiring application of qualitative and quantitative techniques.
Deutsche Bank offers a comprehensive benefits package including best-in-class leave policy, gender-neutral parental leaves, and sponsorship for industry-relevant certifications.
Matching Summary
The Strategic Production and Analytics of Risk function is principally responsible for daily analysis and control of various market and valuation risk metrics onboarded to bank’s strategic platforms.
Skills & Requirements
Must-have
Market and Valuation Risk Metrics
Valuation Controls (IPV, FVA, Pruval)
Quantitative and Qualitative Analysis
Python programming language
Nice-to-have
Agile minds and innovative solutions
Continuous learning and development
Collaborative and inclusive work environment
Key Requirements
5+ years of experience in an international bank
MFE/MBA in Finance/Engineering/Mathematics/Quantitative Statistics
Derivatives and pricing knowledge in at least one asset class
Experience in valuation models and pricing techniques
Market risk, Middle office, Valuations or Product control background
Understanding of IPV, FVA, Pruval, Levelling & Day1 or FRTB regulations