Jobs

Interviews
Job Alerts
Tools

Upskill and Grow with AI

Mock Interview Practice interviews in realistic simulations

Coding Practice Improve your coding skills with challenges

Certification Earn certifications to validate your skills

AI Learning Get trained with AI expert sessions

Career Path AI insights for smarter career decisions

AI Job Match Score AI-Powered Job Match Against Your Resume and Optimize Your Resume

Career Tools and Resources

Resume Builder Build Professional Resume with Ease

ATS Friendliness Check Check Resume Friendliness for Applicant Tracking Systems

Auto Apply Apply to hundreds of jobs on any platform effortlessly

Co-Pilot (Chrome Extension) Your AI Assistant for Seamless Browsing Efficiency

Interview Questions Streamline interviews with ready-to-use questions

Salaries Discover market-driven salary insights across skillsets and geographies

Companies Explore leading companies actively hiring talent
For Employers

Home

Jobs

Home
>
Jobs in Mumbai
>
Deutsche Bank
>
MVRM Portfolio Stress Testing, VP

MVRM Portfolio Stress Testing, VP

Deutsche Bank

8 - 13 years

35 - 40 Lacs

Mumbai

Posted:7 hours ago| Platform:

Apply

Skills Required

sql market risk asset db pricing chemistry visualforce risk management python mathematics tutoring teaching dbms triggers apex salesforce jcl java data loader vba cobol vp data entry internet

Work Mode

Work from Office

Job Type

Full Time

Job Description

:
In Scope of Position based Promotions (INTERNAL only)
Job TitleMVRM Portfolio Stress Testing
Corporate TitleVice President
LocationMumbai, India
Role Description

Market & Valuation Risk Management (MVRM) provides an independent view of market risks to Deutsche Banks senior management and manages the Market Risk position in an independent and neutral way. MVRM strives to incentivize the trading businesses to implement better risk management practices. MVRM is thus an important partner for the trading business and its contribution is central to ensuring that the levels of risk-return ratios for the Bank are in line with the risk appetite of the bank.

Stress testing is a key risk management technique used to estimate the impact on Deutsche Banks earnings stability and capital resilience, of a set of specified changes in risk factors, corresponding to extreme but plausible events.

MVRM Portfolio Stress Testing provides a cross-asset top-down approach for senior management to understand the stress P&L for DB Group across a broad range of hypothetical and historical events. It is used extensively for business strategy, risk management and capital planning. The team works closely with Market Risk Managers covering all asset classes along with other key stakeholders across the enterprise.

The MVRM Portfolio Stress Testing team is looking for a strong technical candidate to be accountable for leading multiple deliverables such as Scenario Expansion, Future of Stress Testing, Regulatory Stress Testing etc. The role will also involve liaising with SMEs from Market Risk Management, Risk Methodology, Market risk & FO- IT to identify and resolve methodology / infrastructure issues impacting stress test results.

The candidate will ideally have strong understanding of Market Risk fundamentals and be fluent in Portfolio risk analysis. The candidate will also have strong IT skills (Python, SQL, etc) and willing to join a dynamic environment under high scrutiny.

What well offer you
,

100% reimbursement under childcare assistance benefit (gender neutral)

Sponsorship for Industry relevant certifications and education

Accident and Term life Insurance

Your key responsibilities

Drive and support various RTB and CTB initiatives across Regulatory Stress Test, Risk Appetite, IRRBB, Thematics Stress Test.

Drive the enhancement of scenario design framework and shock expansion for various use cases

Supporting the roll out of Future of Stress Testing for daily risk management

Lead the sub section of the Market Risk Stress Testing Mumbai team

Drive the stakeholder management across Methodology, MR IT, Strats etc

Your skills and experience

University degree preferably in Computer Science and/or Mathematics/Statistics with 8+ years' work experience.

Strong knowledge and working experience of DB Analytics pricing

Strong products knowledge in one or more asset classes.

IT skillsPython/Java, VBA for Excel & Access, SQL

Familiarity / experience with key regulatory deliverables and developments in stress testing.

Highly organized and motivated, with excellent communication and interpersonal skills.

Able to multitask, adapt and work well under pressure.

Able to do team management and stakeholder management

How well support you

About us and our teams
Please visit our company website for further information:https://www.db.com/company/company.htm
We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.We welcome applications from all people and promote a positive, fair and inclusive work environment.

More Jobs at Deutsche Bank

Sales Manager

Pune, Delhi, Mumbai (All Areas)

2 - 7 yrs

INR 2 - 7 Lacs

Regular Review Governance

Bengaluru, Karnataka

Experience: Not specified

Salary: Not disclosed

Non Technology Apprentice

Jaipur

Experience: Not specified

INR 0 - 0 Lacs

Controls Testing & Assurance Data Management, Metrics & Reporting -AVP

Bengaluru

8 - 13 yrs

INR 15 - 30 Lacs

Data Analytics AVP

Jaipur

8 - 13 yrs

INR 13 - 23 Lacs

Mock Interview

Practice Video Interview with JobPe AI

Start Sql Interview Now

Start Your Job Search Today

Browse through a variety of job opportunities tailored to your skills and preferences. Filter by location, experience, salary, and more to find your perfect fit.

Job Application AI Bot

Apply to 20+ Portals in one click

Download Now

Download the Mobile App

Instantly access job listings, apply easily, and track applications.

Enhance Your Python Skills

Practice Python coding challenges to boost your skills

Start Practicing Python Now

Deutsche Bank

Banking and Financial Services

Frankfurt

approximately 84,000 Employees

2623 Jobs

Key People

Christian Sewing

CEO
Karl von Rohr

President
Garth Ritchie

Former Head of Corporate & Investment Bank

Login to

Please Verify Your Phone or Email

Confirm Action

Search

Profile

Upskill and Grow with AI

MVRM Portfolio Stress Testing, VP