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Risk Analyst, NCT

Risk Analyst, NCT

Deutsche Bank

1 - 2 years

7 - 11 Lacs

Pune

Posted:4 days ago| Platform:

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Skills Required

c++ python c investment banking market risk matlab risk management bloomberg var market data financial risk management risk analysis impact analysis derivatives data quality java valuation econometrics quantitative web technologies pricing

Work Mode

Work from Office

Job Type

Full Time

Job Description

:
In Scope of Position based Promotions (INTERNAL only)
Job TitleSenior Risk Analyst, NCT
LocationPune, India
Role Description

Market Valuation and Risk Management (MVRM) is responsible for managing market risk and ensuring fair value assessment of Books & Records within Deutsche Bank. The primary market risk objective is to ensure that business units of the bank optimize the risk-reward relationship and do not expose it to unacceptable losses. We work closely with risk takers, risk managers and control and support groups in the process to ensure these objectives can be met.

Market Data Strategy and Analytics (MDSA) is a function within MVRM that is responsible and accountable for the procurement, analysis and governance of historical market data used as inputs in the key risk metric (eg Value at Risk, Economic Capital, Credit Counterparty Risk, Portfolio Stress Test).

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

Applying experience and subject matter expertise to perform RTB tasks such as VaR/SVaR impact analysis for both Hist Sim Sensi Based and Hist Sim Full Reval, continuous improvement of processes and coordination of changes in market data.

Perform data quality checks to ensure the completeness and accuracy of EOD data / time series are at par to use for risk calculations.

Take part actively in weekly Scenario Set generation for VaR/SVaR/Economic capital calculation and ensure Scenario sets are released within the cut-off time.

Analyzing impacts of time-series changes on group level VaR/SVaR and ability to communicate/coordinate effectively to wider audiences.

Liaising with Market risk managers, FO quant, Change teams and Methodology to perform deep dives on data challenges in new market risk models/methodology changes/RNIV and implementation of new regulations such as FRTB and IHC examination.

Actively take apart in proxy decision making and come up with appropriate proxy choices for a time- series.

Perform Stressed-period-selection and analyze results for accuracy and reliability.

Help specify requirements and test functionality for new feed set up, processes and ability to coordinate with Risk-IT for seamless implementation of new data requirements and process enhancements.

Your skills and experience

1-2 years experience in investment banking, Market Risk, specifically in controlled production environments.

Good knowledge of financial instruments and markets across all asset classes

Strong analytical skills with basic knowledge of Numerical techniques and applied econometrics.

Basic knowledge of Derivatives Pricing & Risk calculation, VaR, PFE

Hands-on experience of using external data sources such as Bloomberg, MarkIT & Reuters.

Basic knowledge in Web-based technology will be a plus.

Programming skills in at least any one of C/C++, Java, Python, MatLab etc will be a plus.

Education | Certification (Recommended):

Engineering or bachelors degree in finance from an accredited college or university with excellent project experience and grades in quantitative and numerical coursework.

Certification in Financial Risk Management will be a plus.

Business Competencies:

Communication - Experienced

Industry Knowledge - Experienced

Risk Management Basic

Innovation Basic

Managing Complexity - Basic

Technical Competencies:

Risk Management Experienced

Financial Product Knowledge - Experienced

How well support you

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Risk Analyst, NCT