Investment Risk - Risk Manager Deutsche Bank

4.0 - 9.0 years

8 - 13 Lacs

Pune

Work from Office

About DWS Investment Risk: The Chief Risk Office within DWS is an independent function responsible for protecting the business as well as being a trusted adviser and partner for supporting sustainable business growth. As part of the Chief Risk Office, the Investment Risk team is in charge of independent oversight of investment risk of DWS fiduciary portfolios. In this role, it designs and executes the risk programs to identify, measure, control and manage market, liquidity, sustainability, and counterparty risk of fiduciary portfolios. This includes the regular monitoring, analysis, and reporting of risk to portfolio management and DWS management boards. Your key responsibilities Conduct portfolio risk monitoring, analysis, and reporting across risk types (market risk, liquidity risk, and counterparty risk) and asset classes (e.g. equity, fixed income, and commodities) Support and execute data quality management and escalation processes of different risk metrics Develop and prepare reports, dashboards and memos on investment risk for management and other oversight bodies Review of new / existing product risk profiles and portfolio positions to identify potential sources of investment risk Support the development of systems and tools to automate and operationalize risk limitation, measurement, monitoring and escalation processes Contribute to global and local projects in the Liquid Investment Risk Management Team Your skills and experience University degree in Finance or quantitative field, Chartered Financial Analyst or Financial Risk Manager designations a plus At least 4 years of proven experience in the financial services industry, with experience in different risk functions (market, counterparty, credit, liquidity) preferably within a buy-side firm Proven experience analysing VaR metrics Proven experience with analytical models for financial instruments Previous experience with BlackRock Solutions Aladdin preferred Strong knowledge of risk management across a diverse set of instrument types, business mandates, and risk disciplines (market risk, liquidity risk, counterparty risk) Excellent verbal and written communications skills, with ability to communicate issues to management proactively and effectively Proactive mind-set to implement process improvements and new solutions Strong organizational skills and ability to manage competing priorities Strong working knowledge of MS Word, Excel, PowerPoint, SQL, and Python

Posted 1 month ago

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Lead Quantitative Analytics Specialist Quant Wells Fargo

5.0 - 10.0 years

7 - 17 Lacs

Bengaluru

Work from Office

Wells Fargo is seeking a Lead Quantitative Analytics Specialist. In this role, you will: Lead complex initiatives including creation, implementation, documentation, validation, articulation, and defense of highly statistical theory Qualify monitor markets and forecast credit and operational risks Strategize short and long-term objectives, and provide analytical support for a wide array of business initiatives Utilize stochastic, structured securities, spread analysis, with the expertise in the theory and mathematics behind the analysis Review and assess models inclusive of technical, audit, and market perspectives Identify structure and scope of review Enable decision making for product and marketing with broad impact and act as key participant to develop and document analytical models Collaborate and consult with regulators and auditors Present results of analysis and strategies Required Qualifications: 5+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: Strong mathematical, statistical, analytical and computational skills Good knowledge of financial mathematics and financial models Good verbal, written, presentation and interpersonal communication skills Strong programing skills and use of software packages such as Python, C++ Eagerness to contribute collaboratively on projects and discussions Job Expectations: Performing an extensive set of tests (including model performance monitoring) to ensure that Front Office models are robust, consistent and well-behaved under current and distressed market conditions. These activities are formally part of the model development process and should not be confused with testing that is performed as part of the independent model validation process. Work with front office IT team and trading team to resolve issue related to the front office libraries used in the pricing. Writing code (Python, C++) and refactoring code and unit test cases for quant library. Maintaining proper documentation of all processes and keeping the code up to date. Compiling and presenting results in a document which will be submitted to model risk teams for review. Participating in the production of formal summary and analysis documentation and reporting. Actively participating and contributing in team discussions on project specific areas/assignments Answering ad-hoc questions from various stakeholders including US Front Office Quants, Risk, Model Governance etc. by populating templates or creating new reports/extracts as requested by stakeholders. A Masters or PhD in a quantitative field such as math, statistics, engineering, physics, economics, computer sciences, etc 5 + years of experience in similar role with relevant skillset Computer programing skills (Python, VBA, C++) Writing documents using Microsoft Office tools, LaTeX or other word processing programs Ability to learn quickly and work collaboratively within a team in a dynamic and fast paced environment with multiple responsibilities but still following strict deadlines

Posted 2 months ago

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