Model Risk Valuation Control Specialist, Avp

Deutsche Bank UK

Mumbai, India
Understanding of vanilla and exotic derivatives
Experience with model reserve calculations
Knowledge of front-to-back banking architecture
The role involves analyzing fair value trade populations and ensuring model reserve calculations align with approved methodologies

Job Summary

  • The role involves analyzing fair value trade populations and ensuring model reserve calculations align with approved methodologies.
  • Candidates will manage big data analytics to support new model reserve designs and facilitate regulatory inspections.
  • The position offers comprehensive benefits including gender-neutral parental leave, childcare reimbursement, and sponsorship for industry certifications.

Matching Summary

The role involves analyzing fair value trade populations and ensuring model reserve calculations align with approved methodologies.

Skills & Requirements

Must-have

  • Understanding of vanilla and exotic derivatives
  • Experience with model reserve calculations
  • Knowledge of front-to-back banking architecture
  • Python programming and Git version control
  • Ability to validate trade booking features

Nice-to-have

  • Big data analytics experience
  • Strong stakeholder management skills
  • Interest in continuous professional development
  • Collaborative problem-solving mindset

Key Requirements

  • Degree holder required
  • Previous experience in product valuations
  • Exposure to derivative models and pricing

Work Rights

Not specified

Tailored Resume

Cover Letter