Market Risk Analyst, NCT

Role Description

• This role focuses on a number of activities across Market RiskMetric Production and Analysis, Data Quality and Reporting for individual asset classes and Deutsche Bank as a whole.
• The role involved data validation and reporting and front to back process control of an asset class e.g. Equity, Credit, FX, Rates, Emerging Markets, and Treasury etc. The role includes market Risk Metric Production and Analysis using Historical Simulation, provision of analysis and explains across all relevant risk metrics. The role involves Run the Bank (RTB) Change Support through continuous improvement, business process reengineering, stability and process optimisation, test execution management. The role extends into Data Quality and Operational Governance - data standards, completeness and accuracy, BCBS compliance, governance, documentation (KOP).

Team / division overview

• Market Risk Management (MRM) provides an independent view of market risks to Deutsche Banks senior management and manages Deutsche Banks Market Risk position in an independent and neutral way.
• The Market Risk Analysis and Control (MRAC) function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the Market Risk Management department.
• The team has a global presence with staff located in London, New York, Singapore, Mumbai and Pune.

Your key responsibilities

As a Market Risk Analyst primary responsibilities will be:

• Risk feed validation, mapping and related control
• Running of daily, weekly and month risk metrics like VaR, SVaR, IRC etc
• Review of various risk metrics at a business & portfolio level
• Generation and review of critical risk reports across different risk metrics VaR/ SVaR, EC, PST, IRC
• Work closely with other Market Risk functions, MRMs and Finance teams for risk analysis and resolve issues around respective asset classes
• Collate and analyse data to help highlight the issues that are impacting the daily production process and contribute to initiatives to resolve them.
• Contribute to governance forums around BCBS239
• Support testing of the banks risk models e.g Stressed Period Selection etc.

Your skills and experience

• Grad/post-grad degree. Qualified in a numerate discipline (Engineering/Maths/Statistics) will be plus.
• Strong understanding of financial markets, products, derivative pricing, and methodology.
• Excellent communication skills ability to articulate technical and financial topics with global stakeholders
• A reliable team player with the motivation to work in a dynamic, international and diverse environment.
• A committed and motivated individual for self-development and growth
• Keen interest in various risk frameworks and how they are interconnected for banks capital
• Basic experience in using large datasets with experience in relevant software packages, e.g. MS Excel, MS Access, VBA, and SQL. Experience with additional programming languages is a plus, e.g. Python, Matlab, Sql
• Knowledge of coding in Python and Tableau exploration useful
• Able to multi-task and deliver under tight deadlines
• Able to work different shifts