Market Risk and Portfolio Model Validation Specialist Deutsche Bank

2.0 - 6.0 years

0 Lacs

maharashtra

On-site

The Market Risk and Portfolio Model Validation Specialist position in Mumbai, India, within the Risk division at Deutsche Bank involves managing a wide range of risks including credit, market, and non-financial risks. As part of the Model Risk Management (MoRM) team, you will be responsible for independent model validation and managing model risk globally in alignment with Deutsche Bank's risk appetite. The teams are spread across Mumbai, Frankfurt, Berlin, London, and New York. In this role, you will focus on developing and maintaining a central modelling and validation service for all risk model types and methodologies. You will review and analyze Market Risk and Portfolio models such as VaR, ES, EC, RNIV, RNIEC, among others. Furthermore, you will understand the mathematical models and implementation methods, verify models and numerical schemes, and communicate outcomes with key stakeholders including risk managers, validation leads, and model development teams. To qualify for this position, you should be educated to Masters/Ph.D. level or equivalent in a quantitative subject like Mathematics, Physics, Quantitative Finance, or Quantitative Economics. Experience in model validation or development is preferred. Strong mathematical abilities, programming skills, and knowledge of financial products, derivatives, and related financial risks are essential. Excellent communication skills, both written and verbal, are required, along with the ability to author structured and concise validation reports. Proficiency in English is a must. Deutsche Bank offers a range of benefits including a leave policy, parental leaves, childcare assistance, sponsorship for certifications, employee assistance program, hospitalization insurance, life insurance, health screenings, training and development opportunities, coaching from experts, and a culture of continuous learning. At Deutsche Bank, we promote a positive, fair, and inclusive work environment where all individuals are welcome. We encourage collaboration, responsibility, commercial thinking, and taking initiative to excel together every day. Visit our company website for more information: https://www.db.com/company/company.htm. Join us at Deutsche Bank Group to share and celebrate the successes of our people.,

Posted 2 weeks ago

Apply

Process Re-Engineering Lead - AVP Deutsche Bank

7.0 - 11.0 years

0 Lacs

maharashtra

On-site

The Process Re-Engineering Lead - AVP position based in Mumbai, India, falls under the Market and Valuation Risk Management (MVRM) unit at Deutsche Bank. As a member of the Market Risk Analysis and Control (MRAC) team within MVRM, you will play a crucial role in providing official market risk metrics and core analysis for the Global Foreign Exchange asset class. The team operates on a business/asset class and risk metric aligned organizational matrix, with a global presence across various locations. Your responsibilities will involve managing the Capital Release Unit (CRU) and CPM, including tasks such as timely risk validation, review of risk metrics like VaR, SVaR, Economic Capital, and Backtesting, ensuring control checks, and improving risk analysis processes. Additionally, you will be expected to automate reporting infrastructure and conduct in-depth risk analysis for senior management consumption. To excel in this role, you should possess a university degree in Finance, Economics, Mathematics, or related quantitative subjects, along with at least 7 years of experience in Market Risk within the Financial Market or Investment Banking industry. Proficiency in Python/VBA and Tableau, as well as a good understanding of Market Risk measurement techniques, will be advantageous. Strong stakeholder management and communication skills, ability to work under tight deadlines, and a commitment to self-development are essential qualities for this position. Deutsche Bank offers a comprehensive benefits package that includes a best-in-class leave policy, gender-neutral parental leaves, childcare assistance benefit, sponsorship for certifications, and various insurance coverage. The company promotes a culture of continuous learning and collaboration, empowering employees to excel together every day. For further information about Deutsche Bank and our values, please visit our company website at https://www.db.com/company/company.htm. We strive to create a positive, fair, and inclusive work environment and welcome applications from all individuals who share our commitment to excellence and teamwork.,

Posted 1 month ago

Apply

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.