Model Risk Valuation Control Specialist, Avp

Deutsche Bank Group

Mumbai, India
Model reserve calculations
Fair value trade population analysis
Derivative product knowledge
Valuation Control manages risk and implementation to ensure integrity over the valuation of the Bank's trading portfolios

Job Summary

  • Valuation Control manages risk and implementation to ensure integrity over the valuation of the Bank's trading portfolios.
  • Responsibilities include analyzing fair value trades, ensuring model reserve calculations align with methodologies, and reporting model limitations.
  • The role offers a comprehensive benefits package including best-in-class leave, parental leaves, childcare assistance, and various insurance benefits.

Matching Summary

Valuation Control manages risk and implementation to ensure integrity over the valuation of the Bank's trading portfolios.

Skills & Requirements

Must-have

  • Model reserve calculations
  • Fair Value trade population analysis
  • Derivative product knowledge
  • Python scripting
  • Big data analytics

Nice-to-have

  • Independent validation experience
  • Collaborating with stakeholders
  • Knowledge sharing
  • Fast learner
  • Control focused

Key Requirements

  • Degree holder
  • Previous experience with valuations of products
  • Exposure to derivative Models
  • Understanding of pricing and valuation
  • Programming experience in Python, Git, BitBucket is an advantage

Work Rights

Not specified

Tailored Resume

Cover Letter