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 responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making for Rates asset class.
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 (gender neutral).
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 Analysis and Control
Rates asset class
Python/VBA/Tableau
VaR, SVaR, IRC, Backtesting, FRTB
Risk validation and controls
Nice-to-have
Automation and visualization skills
Continuous learning culture
Dynamic, international, diverse environment
Self-development and growth
Key Requirements
5+ years' experience in Market Risk
University degree in Economics, Mathematics or quantitative subject
Proficiency in Python/VBA, Tableau, MS Office tools
Good understanding of Market Risk measurement techniques