Model Risk Valuation Control Specialist, Avp

Deutsche Bank

Mumbai, India
Not specified; not specified; comprehensive hospit...
Understanding of vanilla and exotic derivatives
Python programming for reserve calculations
Experience with model risk control frameworks
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 develop Python scripts to deliver accurate reserve calculations while managing 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 analyzing fair value trade populations and ensuring model reserve calculations align with approved methodologies.

Salary

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

Skills & Requirements

Must-have

  • Understanding of vanilla and exotic derivatives
  • Python programming for reserve calculations
  • Experience with model risk control frameworks
  • Knowledge of bonds, swaps, and options pricing
  • Ability to manage big data analytics

Nice-to-have

  • Strong stakeholder management skills
  • Interest in continuous professional development
  • Collaborative team player mindset
  • Fast learner with problem-solving focus
  • Experience with Git and BitBucket tools

Key Requirements

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

Work Rights

Not specified

Tailored Resume

Cover Letter