Model Risk Valuation Control Specialist, Avp

Deutsche Bank

Mumbai, India
Model reserve calculations
Valuation of derivative products
Python programming experience
Valuation Control manages risk and ensures integrity over the valuation of the Bank's trading portfolios through model risk control and product validation

Job Summary

  • Valuation Control manages risk and ensures integrity over the valuation of the Bank's trading portfolios through model risk control and product validation.
  • The role involves analysing fair value trades, implementing model reserve calculations, reporting model limitations, and collaborating with global stakeholders.
  • Deutsche Bank offers best in class leave policies, sponsorship for industry certifications, comprehensive insurance benefits, and a culture of continuous learning and support.

Matching Summary

Valuation Control manages risk and ensures integrity over the valuation of the Bank's trading portfolios through model risk control and product validation.

Skills & Requirements

Must-have

  • model reserve calculations
  • valuation of derivative products
  • python programming experience
  • big data analytics
  • valuation control framework
  • reporting of model usage and exceptions

Nice-to-have

  • collaborative problem solving
  • continuous learning culture
  • stakeholder management across regions
  • fast learner and self motivated
  • team player with high attention to detail

Key Requirements

  • degree holder
  • experience in valuation of derivative products
  • knowledge of front-to-back investment bank architecture
  • programming experience in Python
  • exposure to independent validations

Work Rights

Not specified

Sponsorship: available

Tailored Resume

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