Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Bank’s senior management
Job Summary
Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Bank’s senior management.
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.
Matching Summary
Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Bank’s senior management.
Skills & Requirements
Must-have
Market Risk Management
Rates asset class
Python programming
VaR computation
Backtesting analysis
FRTB analysis
Nice-to-have
Automation and visualization skills
Value added analytical outputs
Continuous learning culture
Collaborative work environment
Key Requirements
5+ years experience in Market Risk
University degree in quantitative subject
Proficiency in Python/VBA, Tableau, MS Office
Good understanding of Market Risk measurement techniques