Model Risk Valuation Control Specialist, Avp

Deutsche Bank

Mumbai, India
Not specified; not specified; comprehensive hospit...
Python programming experience
Derivatives valuation knowledge
Model reserve calculation implementation
The role involves managing second-line controls for model reserves and ensuring the integrity of trading portfolio valuations

Job Summary

  • The role involves managing second-line controls for model reserves and ensuring the integrity of trading portfolio valuations.
  • Candidates will develop Python scripts to deliver accurate reserve calculations and manage big data analytics for regulatory inspections.
  • The position offers comprehensive benefits including gender-neutral parental leave, childcare assistance reimbursement, and sponsorship for industry certifications.

Matching Summary

The role involves managing second-line controls for model reserves and ensuring the integrity of trading portfolio valuations.

Salary

Not specified; Not specified; Comprehensive Hospitalization Insurance, Accident and Term life Insurance, Childcare assistance benefit

Skills & Requirements

Must-have

  • Python programming experience
  • Derivatives valuation knowledge
  • Model reserve calculation implementation
  • Vanilla and exotic product understanding
  • Big data analytics for risk

Nice-to-have

  • Fast learner with curiosity
  • Strong stakeholder collaboration skills
  • Interest in problem solving
  • High attention to detail
  • Deadline oriented team player

Key Requirements

  • Degree holder required
  • Experience with derivative models
  • Understanding of front-to-back architecture

Work Rights

Not specified

Tailored Resume

Cover Letter