Risk Portfolio Analyst

As a Risk Portfolio Analyst at Deutsche Bank in Mumbai, India, you will be a part of the Market Risk Analysis and Control (MRAC) function within Market and Valuation Risk Management (MVRM). Your primary responsibility will be to provide official market risk metrics and core analysis for the Global Rates asset class. The team operates in a business/asset class and risk metric aligned organizational matrix with a global presence in various locations including London, New York, Berlin, Singapore, Mumbai, and Bangalore. You will gain exposure to risk management techniques such as VaR, SVaR, IRC, Backtesting, and FRTB for a diverse range of derivative products. Additionally, you will utilize programming languages like Python/SQL for handling large datasets for visualization and analysis. **Key Responsibilities:** - Review and understand historical simulation VaR, FRTB VaR, Expected shortfall, and DRC measures, including related Backtesting - Facilitate better risk analysis and automated reporting infrastructure using programming tools like python and Tableau - Perform deep dive analysis into concentrations of risk or emerging items of interest for senior management consumption - Analyze limits to generate proposals for limit changes and new limits - Support the analysis and communication of business portfolio level topics to senior management and committees **Qualification Required:** - University degree in Economics, Mathematics, or other quantitative subject - 0-2 years of experience in Market Risk within the Financial Market/Investment Banking industry - Proficiency in Python with hands-on experience in Pandas, NumPy, Data Frames for data analysis, and visualization tools like Matplotlib, Seaborn, and Tableau - Good understanding of Market Risk measurement techniques such as VaR, RNiV, Economic Capital, IRC - Excellent communication skills and ability to articulate technical and financial topics with global stakeholders - Strong team player with the motivation to work in a dynamic and diverse environment - Ability to multi-task and deliver under tight deadlines - Committed to self-development and growth Join Deutsche Bank and benefit from a range of perks including a best-in-class leave policy, gender-neutral parental leaves, childcare assistance, sponsorship for industry certifications, Employee Assistance Program, comprehensive insurance coverage, and more. You will receive training, coaching, and support to excel in your career within a culture of continuous learning and collaboration. Apply now and be a part of Deutsche Bank Group, where we strive for excellence and inclusivity in a positive work environment. Visit our website for more information: [Deutsche Bank](https://www.db.com/company/company.htm),