Us Rates - Rates Market Risk Manager - Vice President

Deutsche Bank UK

New York, NY, USA
Base: $125,000 to $222,500; bonus/equity: not spec...
Hybrid
Us rates market risk management experience
Understanding of repo treasuries swaps options
Daily p&l drivers and var exposure analysis
The role involves ensuring effective risk management and oversight for the US Rates business including Repo, Treasuries, Swaps, and Exotics

Job Summary

  • The role involves ensuring effective risk management and oversight for the US Rates business including Repo, Treasuries, Swaps, and Exotics.
  • Candidates will develop and implement new stress testing analyses to quantify basis risks while maintaining daily monitoring of Value-at-Risk exposures.
  • Deutsche Bank offers a hybrid working model, competitive compensation packages, and a diverse inclusive environment that embraces innovation.

Matching Summary

The role involves ensuring effective risk management and oversight for the US Rates business including Repo, Treasuries, Swaps, and Exotics.

Salary

Base: $125,000 to $222,500; Bonus/Equity: Not specified; Benefits: Health, retirement, parental leave, and volunteer programs included

Skills & Requirements

Must-have

  • US Rates market risk management experience
  • Understanding of Repo Treasuries Swaps Options
  • Daily P&L drivers and VaR exposure analysis
  • Stress testing framework development
  • Trading floor collaboration and communication

Nice-to-have

  • Strong interpersonal stakeholder relationship skills
  • Deep understanding of bank regulatory framework
  • Ability to challenge business constructively
  • Experience with RMBS and Muni products
  • Innovation in risk management processes

Key Requirements

  • Moderate experience in market risk management or trading
  • Critical thinking and ability to analyze large datasets
  • Experience working in fast-paced financial environments

Work Rights

Not specified

Tailored Resume

Cover Letter