Model Risk Valuation Control Specialist, Avp

Deutsche Bank

Mumbai, India
Model reserve calculations
Fair value trade population analysis
Python scripting for calculations
Valuation Control manages risk and implementation topics to ensure integrity and control over the Bank's trading portfolios

Job Summary

  • Valuation Control manages risk and implementation topics to ensure integrity and control over the Bank's trading portfolios.
  • The role involves analyzing Fair Value trade populations, ensuring model reserve calculations align with approved methodologies, and reporting model limitations.
  • Deutsche Bank offers a flexible scheme with benefits like best-in-class leave, gender-neutral parental leaves, and comprehensive insurance.

Matching Summary

Valuation Control manages risk and implementation topics to ensure integrity and control over the Bank's trading portfolios.

Skills & Requirements

Must-have

  • Model reserve calculations
  • Fair Value trade population analysis
  • Python scripting for calculations
  • Big data analytics for model design
  • Independent validation of product names

Nice-to-have

  • Collaborating with senior stakeholders
  • Knowledge sharing and team support
  • Fast learner and curious mindset
  • Interest in problem solving

Key Requirements

  • Understanding of vanilla & exotic products
  • Experience with derivative models
  • Knowledge of front-to-back architecture
  • Programming experience in Python, Git, BitBucket

Work Rights

Not specified

Tailored Resume

Cover Letter