130 Var Jobs - Page 3

: In Scope of Position based Promotions (INTERNAL only) Job Title- Associate - Market Risk Control Location- Mumbai, 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). The core mandate of the team is split in three main groups: RtB operations, Governance and OptimizationKey responsibilities include procurement of historical market data, perform data quality checks and remediation where required, generation of market data (DB Analytics) objects, Exposure Info and Pricing Info objects for Historical Simulation Full Revaluation, production of key KPIs & governance, optimization of existing processes, face off to regulatory and audit engagements. Market Data AnalyticsKey responsibilities include development of proxy methodologies where historical data does not exist (including new risk factors introduced as a result of IBOR migration), development of approaches for enhanced data quality assessment, specify business requirements for FRTB from a market data perspective (including interplay of ES, NMRF & RTPL), develop analytics supporting gap filling in historical time series and forecasting trends Market Data StrategyKey responsibilities include driving discussions between FO, IT and MDSA to define the target market data strategy, both from an architectural and functional perspective, Streamline various market data tools/applications in strategic infrastructure and drive the build out of a central market data utility for multiple users/models, ensure data alignment between FO/GVG and Risk, search for synergies with GVG and FO to drive cost efficiency 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 Creating, implementing and documenting quantitative risk models and enhancements for accurate market risk capture in risk models Driving discussions and defining requirements with Strats, Risk Methodology and IT for generation of historical time-series for more exotic risk factors Providing quantitative and qualitative justifications for modelling choices, assumptions made, data selection, reliability of model inputs such market data Validating model choices by theoretical proof and support them with empirical evidence (e.g. statistical analysis of historical market data or back-testing) Recalibration of model parameters which are used in the internal risk and capital models for market risk, in particular for Value-at-Risk models Develop reports or analytical tools to facilitate robust testing process, including automation in order to drive down costs and improve process. Business & Functional testing skillsability to write runbooks; Ability to present the results data and any variances clearly to Risk Managers Ensuring production stability and responding to queries on timeseries from market risk managers Your skills and experience Engineering, Economics, Statistics or other numerate discipline with excellent project experience and grades in quantitative and numerical coursework Excellent quantitative and analytical abilities as demonstrated by grades in mathematics/physics/statistics/engineering mathematics, Knowledge of financial pricing models, risk models would be desirable Good high level programming skills for ex. Matlab, Python and experience in numerical coding is good to have 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

As a Business Analyst, you will understand our business, customers, strategic goals and how the teams operate in order to support the realisation of the desired outcome by the team. You will be working in continuous close collaboration with the business and the feature team, making sure that the vision and requirements are transparent. We will look to you to work across teams and stakeholders to capture, validate and document business and system requirements, making sure they are in line with key strategic principles, and translated from business operations, business objectives, or from external requirements. You will also be: Interacting with customers, key stakeholders and the team to obtain and document functional and non-functional needs Supporting the team to analyse business requirements and technical specifications to see how they can be developed into small testable and releasable elements Supporting the feature team in creating and executing test scenarios and test scripts, identifying and supporting cut-over and implementation tasks Facilitating UAT as well as supporting platform and feature teams in executing the UAT Supporting innovation by contributing to the design of high quality solutions which focus on providing demonstrable value to the business in a regular and timely manner The skills you will need To take on this role, you will need an appropriate business analyst certification, alongside a good understanding of Agile values, principles and methodologies with experience of working within an Agile environment. You will also need: Understanding of Counterparty Credit Risk, VaR, PFE, EPE, Financial Accounting and RWA management Understanding of models for factor and sensitivity based and Monte Carlo risk calculators along with knowledge of CVA and XVA concepts Good understanding of regulatory rules like BCBS, Collateral and Margin

Project description We've been engaged by a large Australian financial institution to provide resources to their upcoming Murex Binary Upgrade project. This Bank is considering moving from Current Murex version 42 to latest higher version ( V56 or 58) to include changes Majorly impacting the Collateral / Market Risk / Credit Risk/ Ops and settlement functionalities and modules. There are also some impacts in MX technical areas, Reporting and EODs. We require an experienced Murex FO Consultant as a part of this upgrade project. Responsibilities Understand the Murex system set up at the client, organization of the support teams, end-of-day procedures, and the report delivery process Analyse the DataMart setup and the table structures for the purpose of identifying redundant objects, minimizing the execution time of batches, and seeking the possibility of reuse of objects Collect and provide detailed technical specifications/business requirement specifications Develop new reports and/or update existing reports based on client requirements. Execute processing scripts and batches manually or through the use of a scheduling tool like Control-M Reconcile report extraction output with the onscreen / report output Analyse differences caused by adding or removing some filter conditions / dynamic table flags/launcher flags Create and maintain a report delivery plan with relevant traceability Skills Must have 8+ years of Murex Development experience Minimum 4 MxML and 2 Years of Murex DataMart experience on Murex 3.1 Expert understanding of Murex DataModel, Dynamic Tables, and Viewers Strong understanding of Murex DataMart best practices and solution design Good exposure to Unix shell scripting on Solaris Experience in applying MX.3 DataMart and SQL optimization techniques Experience in MX.3 DataMart batch creation and scheduling Experience in creating test cases for SIT and UAT Testing Experience in DataMart/EOD solution design and effort estimation with limited support required There will be close interaction with business stakeholders. You would be expected to work largely independently as part of a Luxoft-managed team in an Agile/story point-based environment. Write transformation logic for source data format to Murex understandable format (MxML) Create MxML import and export workflows using MXML Exchange Build a reconciliation process across source and destination Configure Messaging queues for real-time interfacing Document Functional, Technical Specifications, and Test Cases for integration Produce exception reports for failures Configure and build Murex Reports for report-based interfaces Build custom tasks in MxML Exchange for specific processing not available through the standard task library Nice to have Functional understanding of capital markets Experience in other Murex modules Other Languages EnglishC1 Advanced Seniority Senior

Project description A large Indian Bank has engaged LUXOFT for providing Murex BAU Support (L2/L3), enhancement & development services. We are looking to onboard a Datamart Consultant LUXOFT team will be working like leads for managing Murex BAU with assistance from the bank's internal team. LUXOFT resources will be covering all the aspects of BAU from Murex application perspective ranging from Front office, Workflow, Interface, VaR, MLC, Accounting, Liquidation, Market Data Interface, Reporting, Technical support, and Non-Prod Environment management. The team will be working on enhancements, change requests and providing L2/L3 support for Production issues Responsibilities Understand the Murex system set up at the client, organization of the support teams, end-of-day procedures, and the report delivery process Collect and provide detailed technical specifications/business requirement specifications. Participates in peer review of requirements, technical and/or testing documentation, and assists mentor's junior members with same. Analyze DataMart setup and the table structures to minimize the execution time of batches, and to seek the possibility of reuse of objects. Develop a generic data model and then create DataMart objects as required for the reports. Execute processing scripts and batches manually or through the use of a scheduling tool like Control-M. Reconcile report extraction output with the onscreen output. Create and maintain a report delivery plan with relevant traceability Skills Must have Mandatory Skills: 5+ years of experience on MX3.1 Datamart Understanding of the Murex system as a whole Good understanding of capital market products In-depth understanding of MX reporting architecture, MX data model, and MX Datamart configuration Familiarity with mxres configuration files, and launcher flags Thorough knowledge of Datamart objects dynamic tables, feeders, a batch of feeders, scanner templates, etc. Experience with Simulation and VaR Experience with RDBMS, e.g. Oracle, Sybase Excellent SQL programming skills Unix experience necessary; shell programming experience highly desirable; Product knowledge (Any one or more, FX mandatory) FX, IRD, FI, EQD, CRDTechnical skillsVery good knowledge of SQL (Sybase and Oracle), Basic unix commandsDesired ExperienceMurex knowledge around Pricing, Trade repository, Trade validation, MDCS, MxML exchange, and workflowsTechnical skillsPL/SQL, Shell scripting, Java, Excel VBA Nice to have Good Functional Knowledge on FXD, IRD OtherLanguagesEnglishC2 Proficient SeniorityRegular

Project description We require an experienced cross-skilled MxML developer with strong knowledge of Murex, experience in MxML solution design, and broad exposure to financial markets. You will be working as a subject matter expert in a team of Murex Developers on a variety of tasks. This is the ideal role for someone multi-skilled across DM and MxML looking to gain more exposure to either of these technologies. This is also an opportunity to learn about Cloud (AWS) and DevOps tooling since these are heavily used by our clients. Responsibilities Murex Responsibility: Multi-skilled across DM and MxML. not necessarily very experienced and general skillset Write transformation logic for source data format to Murex understandable format (MxML) Create MxML import and export workflows using MXML Exchange Update and Create Datamart Reports including managing EOD changes Build a reconciliation process across source and destination Configure Messaging queues for real-time interfacing Document Functional, Technical Specifications and Test Cases for integration Skills Must have Murex Knowledge of around 5+ years on Murex/MxML Exchange, Contract, or Deliverable workflows Good exposure to writing/coding MXML Formulae Has previously developed interfaces (Deals, Static Data) via Murex (both upstream and Downstream) Has Knowledge of XML Transformations, Document and template generation from MXML Has experience and knowledge of Datamart Report Development and EOD processing Has knowledge of various tasks in MxML and how they work Nice to have Murex Dev priority is MxML with exposure to Datamart. Mid/Senior level Knowledge around SWIFT message generation MT300, MT305, MT540 , MT202 , MT103 DevOps on Murex experience (GIT, Jenkins, JIRA, etc) Technical solution design experience and start-to-end solution ownership Experience with Interest Rate Derivatives, FX Derivatives DataMart nice to have Other Languages EnglishC2 Proficient Seniority Senior

Project description We've been engaged by a large Australian financial institution to provide resources to their upcoming Murex Binary Upgrade project. This Bank is considering moving from Current Murex version 42 to latest higher version ( V56 or 58) to include changes Majorly impacting the Collateral / Market Risk / Credit Risk/ Ops and settlement functionalities and modules. There are also some impacts in MX technical areas, Reporting and EODs. We require an experienced Murex Senior Credit Risk Consultant as a part of this upgrade project. Responsibilities Work in Binary upgrade program and help in Analysis of Breaks Participate in various changes and projects for the Bank Participate in Requirement Analysis and Feasibility study for Accounting module implementation in Murex Engage with End users to capture and document the requirements Design and configure rules, filters, and formulas for the Accounting Rules Supporting in Day to day accounting related issues for product controllers Reconcile base and targeting accounting results sets to identify discrepancies and the possible causes Documenting the deliverables as per the Design council standards Skills Must have 6 to 8 years of relevant experience as Murex Accounting Developer Knowledge of Trade live cycle and events and how they are handled in Murex for FX Cash and Derivatives, Money Market, Commodity, Fixed income, and IRD Products Experience in setting up Accounting rules, accounts, filters, and formulas Experience in troubleshooting in Murex Trade Accounting, position accounting, and flow accounting modules Experience in Accounting configuration setup and Murex EOD Experience in Liquidation module of Murex Accounting Good understanding of the concept of Journal posting and balances generation in Murex Good understanding of Murex Functionality, Trade booking and Market operation, Trade event processing, Settlement, fixing, Netting, One Stop Processing Prior Experience in binary upgrade will be an advantage Nice to have NA Other Languages EnglishC1 Advanced Seniority Senior

Project description Our customer is a leading private bank in India that provides front-to-back integrated treasury solution. Bank is embarking upon first ever Murex upgrade (v3.1.38 to v3.1.6x) since implementation. Luxoft has been chosen as the System Integrator partner for this project and will have key roles across all the streams - Front Office, Back Office, Finance, Risk, Integration, Reporting, Test Management, Configuration & Environment management. We are looking for experienced & motivated Murex colleagues to join this exciting program and contribute towards the success of this engagement The candidate will be trained on Murex (for candidates with strong Capital Markets knowledge). Responsibilities You will be a Murex FO BA responsible for supporting Front office related work requests. The role requires an understanding of financial markets across various asset classes (FXC/FXD, IRD, Fixed Income, Commodities). You will work closely with the existing Luxoft delivery teams and interact with both business and client technology functions. Contributing to FO Requirement Analysis for various projects Contributing to understanding the business needs, identifying business solutions, and validating the pros and cons of technical solution options Interact with FO users and interface between Business and IT with respect to Murex. Validate Pricing, Valuation, Sensitivities and other financial data across range of products. Configure ( if required) eTradepad, Curves, simulation view, Pretrades, etc. Follow up with Murex as and when necessary to resolve bugs and issues. Skills Must have 1-2 years of experience as FO BA Knowledge of at least two asset classes FXC/FXD, FI, IRD, MM etc Good communication skills. Nice to have Murex product suite Murex migration/upgrade experience Strong analytical skills required (quantitative analysis ability is a plus) Preferred qualificationsCFA/FRM certification, CA, or a strong background in capital markets. Other Languages EnglishC2 Proficient Seniority Junior

Project description We've been engaged by a large Australian financial institution to provide resources to their upcoming Murex Binary Upgrade project. This Bank is considering moving from Current Murex version 42 to latest higher version ( V56 or 58) to include changes Majorly impacting the Collateral / Market Risk / Credit Risk/ Ops and settlement functionalities and modules. There are also some impacts in MX technical areas, Reporting and EODs. We require an experienced Murex FO Consultant as a part of this upgrade project. Responsibilities Contributing to Requirement Analysis in Front Office space for various projects (Upgrade, Regulatory, ..) Contributing to understanding the business needs, identifying business solutions, and validating the pros and cons of technical solution options Interact with Front Office user base and interface between Business and IT with respect to Murex Configure the application as part of the implementation. This can be related to Trade Insertion (etradepad, FDI, ..), Simulations, Curve setup, Product configuration (generators, indices, ...), etc Working with a Testing team to review test cases, coverage, and investigate any issues they encounter Follow up with Murex as and when necessary to resolve bugs, issues. Solution design for Front-Office area Understands P&L and can attribute differences between the two versions Skills Must have 7+ years of Murex Development experience 3+ years of relevant Murex (and/or other Primary Trading System) Front Office experience Good/Export knowledge of at least two asset classes (Risk and Pricing), including IRD, FI, Credit, FXD, FX Cash, and Commodities, of the Murex product suite. Experienced in dealing with Risk, Product Control or Front Office stakeholders in Markets or Treasury divisions Good hands-on knowledge of FO configurationinstruments, generators, curves, market data, market conventions, etc Good understanding of FO modulesSimulation screens, Simulation Viewer, eTradepad, P&L notepad, market operations, etc Good knowledge of how to analyze P&L and sensitivity issues within Murex Knowledge of organization setup and User Groups / Access Rights Nice to have MReport / Datamart, preTrade and postTrade workflows, and interfaces Deeper all-round knowledge of the Murex application Other Languages EnglishC1 Advanced Seniority Senior

Project description We've been engaged by a large Australian financial institution to provide resources against their different BAU change initiatives and ongoing programs. There is large and complex Credit Risk engine implemented in Murex to compute both the PFE and XVA, including real-time XVA analytics. Beyond functional enhancements, a key focus on that asset concerns the recoverability as well as overall performance requiring continual fine tuning. Responsibilities Has strong analytical and problem-solving skills, and excellent communication and interpersonal skills for interacting with business users and the vendor Works closely with Risk & MO users in understanding requirements to build new CR functionality Often works individually in resolving issues, and in coming up with and delivering solutions that meet Risk & MO requirements Analyses and resolves issues related to system configuration, Credit Risk, limits management, interfaces, etc Escalates identified issues/risks in a timely manner to IT and Business managers Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes/solutions Acts as an intermediary between business and vendor Is able to assist in resolving issues around general system configuration, User Groups, Access Rights, Portfolios, etc Provides training to business users and assists the business in adapting to the Murex environment Ensures documentation and deliverables are consistent with defined standardsHas the ability to work under pressure to resolve critical issues and meet project deliverables PFE/XVA configuration expertise Underlying Murex services and batch jobs optimizations Inbound/Outbound flows from Credit Risk engine maintenance Availability of Real-time engine on the FO date of MX. Checking the syncing static data like counterparty, currency, country, and portfolio. Skills Must have Murex Knowledge and 5+ years of experience around PFE/XVA, Credit Risk calculations in Murex Murex Knowledge and 5+ years of experience around MLC (Implementation or migration projects) Configuration/optimization experience of latest Murex PFE and XVA including Murex services and batch scheduling Deep level knowledge around Unix & SQL Murex Knowledge around MXML workflows, P&L, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations Nice to have Deeper understanding of financial markets from a non-Risk & MO perspective all-round knowledge of the Murex application Domain knowledge : Should possess an understanding of financial markets Basic knowledge on financial instruments such as Interest Rate Derivatives, Credit Derivatives, Currency Derivatives, Swaps, Futures, Options, FRA, etc. Other Languages EnglishC1 Advanced Seniority Senior

Project description We've been engaged by a large Australian financial institution to provide resources to their upcoming Murex Binary Upgrade project. This Bank is considering moving from Current Murex version 42 to latest higher version ( V56 or 58) to include changes Majorly impacting the Collateral / Market Risk / Credit Risk/ Ops and settlement functionalities and modules. There are also some impacts in MX technical areas , Reporting and EODs. We require an experienced Murex XVA Functional BA as a part of this upgrade project Responsibilities Co-ordinating model validation activities for credit risk/market risk Has strong analytical and problem-solving skills and excellent communication and interpersonal skills for interacting with business users and the vendor Works closely with Risk & MO users in understanding requirements to build new CR functionality Often works individually in resolving issues, and in coming up with and delivering solutions that meet Risk & MO requirements Analyses and resolves issues related to system configuration, Credit Risk, limits management, interfaces, etc Escalates identified issues / risks in a timely manner to IT and Business managers Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes / solutions Acts as an intermediary between business and vendor Is able to assist in resolving issues around general system configuration, User Groups, Access Rights, Portfolios, etc Provides training to business users and assists the business in adapting to the Murex environment Ensures documentation and deliverables are consistent with defined standardsHas the ability to work under pressure to resolve critical issues and meet project deliverables PFE configuration expertise Availability of Real-time engine on the FO date of MX. Checking the syncing static data like counterparty, currency , country, portfolio. Skills Must have Overall 5 8 years of working experience Murex Knowledge and 3+ years of experience around PFE/XVA, Credit Risk calculations Murex Knowledge and 3+ years of experience around MLC (Implementation or migration projects) Configuration / optimization experience of latest Murex PFE and XVADesired Skills: Working level knowledge around Unix & SQL Murex Knowledge around P&L, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations Nice to have Deeper understanding of financial markets from a non-Risk & MO perspective all-round knowledge of the Murex application Domain knowledge : Should possess an understanding of financial markets Basic knowledge on financial instruments such as Interest Rate Derivatives, Credit Derivatives, Currency Derivatives, Swaps, Futures, Options, FRA, etc. MBA (Finance) / Chartered Accountant / CFA / FRM / Other Bachelor Degree from reputed university OtherLanguagesEnglishC1 Advanced SenioritySenior

Project description We've been engaged by a large Australian financial institution to provide resources to their upcoming Murex Binary Upgrade project. This Bank is considering moving from Current Murex version 42 to latest higher version ( V56 or 58) to include changes Majorly impacting the Collateral / Market Risk / Credit Risk/ Ops and settlement functionalities and modules. There are also some impacts in MX technical areas, Reporting and EODs. We require an experienced Murex Senior Credit Risk Consultant as a part of this upgrade project. Responsibilities Work in Binary upgrade program and help in Analysis of Breaks Participate in various changes and projects for the Bank Participate in Requirement Analysis and Feasibility study for Accounting module implementation in Murex Engage with End users to capture and document the requirements Design and configure rules, filters, and formulas for the Accounting Rules Supporting in Day to day accounting related issues for product controllers Reconcile base and targeting accounting results sets to identify discrepancies and the possible causes Documenting the deliverables as per the Design council standards Skills Must have 5 to 8 years of relevant experience as Murex Accounting Developer Knowledge of Trade live cycle and events and how they are handled in Murex for FX Cash and Derivatives, Money Market, Commodity, Fixed income and IRD Products Experience in setting up Accounting rules, accounts, filters, and formulas Experience in troubleshooting in Murex Trade Accounting, position accounting and flow accounting modules Experience in Accounting configuration setup and Murex EOD Experience in Liquidation module of Murex Accounting Good understanding of the concept of Journal posting and balances generation in Murex Good understanding of Murex Functionality, Trade booking market operation, Trade event processing, Settlement, fixing, Netting, One Stop Processing Prior Experience in binary upgrade will be an advantage Nice to have NA Other Languages EnglishC1 Advanced Seniority Regular

Project description We have been engaged by a large European Bank to provide experienced professionals for their Murex Market Risk program. The program focuses on delivering a robust risk management platform for Treasury Front Office, TMO, and Risk teams to effectively manage the bank's funding and market risk exposures. Team members are expected to bring deep expertise, drive change initiatives, and work closely with business stakeholders to ensure seamless delivery of enhancements and new functionalities. Responsibilities Lead Market Risk enhancements and optimizations in the Murex platform Independently engage with end users to gather, clarify, and document business requirements Own and drive the implementation of Murex Market Risk configurations and optimizations Optimize existing risk methodologies and calculation formulas to improve performance and accuracy Conduct impact analysis and validation of Market Risk measures (e.g., VaR, PV01, CR01, PnL vectors) Drive functional validations for Market Risk metrics and coordinate testing with end users Troubleshoot, debug and resolve complex issues related to Market Risk computations Work closely with cross-functional teams including Risk, Front Office, and IT to ensure seamless integration of risk measures Provide guidance and mentorship to junior team members Contribute to process automation and continuous improvement of release cycles Skills Must have 8+ years of experience in Murex Market Risk module Deep expertise in Murex Market Risk Environment (MRE) module Proven ability to develop, configure, and optimize Market Risk calculations independently Experience in configuring and running risk computations including reval runs, normalized runs Strong business stakeholder management skills, with experience in running risk measure validations Deep understanding of asset classes including MM, Fixed Income, FX, and IR Derivatives Extensive hands-on experience in Market Risk functional validations (e.g., Interest Rate VaR, Stress Testing) Expertise in configuring and validating various Market Risk measures such as VaR, PV01, CR01, and PnL vectors Strong analytical skills to explain differences in VaR results between Murex and other risk systems Solid understanding of Oracle and/or SQL Server RDBMS, with strong SQL skills for data analysis and validation Nice to have Experience with Unix/Linux environments and scripting (Shell, Python, etc.) Exposure to GIT for version control Good knowledge of CI/CD methodologies and tools Development skills in MxML, DataMart, or other Murex modules Understanding of regulatory risk requirements (FRTB, Basel framework, etc.) Other Languages EnglishB2 Upper Intermediate Seniority Senior

Project description The company drives all Murex change work at Tier-1 Australia Bank. Currently, will look to take on all Murex functional, technical, and environments management support as well as new features implementation within a single globally distributed team (Sydney / London / Bangalore). Responsibilities Responsibilities: Day-to-day work involves: Understand xVA & Credit Risk Business requirements and interact with business stakeholders Design and develop Murex configurations and scripts around xVA & Credit Risk module including MLC component Contribute to improvements for the resiliency and performance of Murex xVA & Credit Risk module including Murex MLC component Perform MLC (Murex Limits Controller) configuration and development incl. MLC Datamart Reports, MLC Formula., LTS LRB Task Collaborate with other Murex engineering teams and group risk technology teams Skills Must have Overall 4+ years of Murex experience Good financial markets background across a range of asset classes (Interest rate derivatives, Foreign Exchange Derivatives, Credit Derivatives, etc) Good understanding of Murex Datamart, xVA (Valuation Adjustments), and Credit Risk Good knowledge of SQL (Oracle) and Unix commands Good in problem-solving and analytical skills Strong communication skills Nice to have If no prior experience in Credit Risk (Potential Future Exposures), Credit Valuation Adjustment (CVA) or SA-CCR, the ability and will to extend skills to this area will be important. Prior experience in scripting like Python, and Unix will be an advantage. Other Languages EnglishC2 Proficient Seniority Regular

Project description This role is for a Lead Consultant position with a leading European bank engaged in the implementation of risk and regulatory projects using Murex. The consultant will act as a key interface between IT and business teams, focusing on the delivery of market risk solutions. The project spans across various phases of the software development lifecycle including design, development, testing, and deployment of risk modules. Responsibilities Serve as a Risk Consultant on Murex-based market risk and regulatory implementation projects. Deliver and support functionalities across Scenario Definition, MRE, ERM, Datamart processes, and market data configurations. Develop scripts and tasks using SQL, shell scripting, ANT scripting, and job schedulers like Control-M or Autosys. Collaborate with cross-functional teams, including infrastructure and third-party system consultants, to deliver integrated solutions. Participate in all phases of the project lifecycledesign, build, unit testing, UAT, regression testing, and deployment. Maintain strong stakeholder relationships and manage expectations effectively. Troubleshoot and resolve system issues in coordination with other teams. Skills Must have 7+ years of experience in a similar role. Deep understanding and hands-on implementation experience of Value at Risk (VaR). Strong knowledge of market risk measures, including expected shortfall, stressed VaR, stress testing, and scenario analysis. Functional understanding of financial instruments such as IRS, CCS, and FX Forwards. Familiarity with regulatory frameworksBasel II, 2.5, III, and FRTB. Experience implementing market risk systems, preferably Murex, Calypso, or Finastra. Strong communication skills for effective interaction with business and technical stakeholders. Problem-solving aptitude with ability to debug and explore solutions independently. Nice to have Practical exposure to Murex-specific risk modules and configurations. Hands-on experience with Datamart processes and risk data integration within Murex. Experience working in Agile/iterative project environments. Prior exposure to large-scale transformation or regulatory reporting projects in banking. Knowledge of risk data governance and quality assurance practices. Other Languages EnglishB2 Upper Intermediate Seniority Senior

: Job TitleModel Validation Lead- Derivative Pricing Corporate TitleVP LocationMumbai, India Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Designing and recommending Model Risk Appetite; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Creating bank-wide Market Risk policies The Pricing Model Validation team as part of MoRM is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across the bank. 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 The role is to independently review and analyse derivative models for pricing and risk management across Rates, FX and Hybrids. The role as a Quantitative Analyst in Mumbai will work closely with the pricing validation team in London and Berlin to produce, analyse and document validation testing. Reviews and analysis require a good understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders includingFront Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers. Your skills and experience Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience. Experience coding in Python an advantage. Excellent communication skills both written and oral. Education/Qualifications Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics, Maths, Physics, Engineering) with a focus on application. 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.

: In Scope of Position based Promotions (INTERNAL only) Job TitleCredit Risk Officer LocationMumbai, India Role Description Chief Risk Office Vision is to provide industry-leading independent risk management capabilities in an innovative and efficient manner. Deutsche Bank is exposed to a wide range of risks every day. Credit losses, volatility of market prices, operational failures, infrastructure outages, liquidity shortages, and regulatory and legal matters can all have an impact on the banks capital and reputation. The CRO function has Group-wide, supra-divisional responsibility for the management/control of all credit, market, operational & liquidity risks and the continuing development of methods for risk measurement. In addition, CRO function is responsible for monitoring, analysing and reporting risk on a comprehensive basis. CRO function is structured along three core dimensionsbusiness aligned coverage; overarching regional risk management; and risk & control functions. This includes Credit Risk Management, Market & Valuation Risk Management, Liquidity Risk Management; Anti-Financial Crime, Compliance, Non-Financial Risk Management, Business Selection & Conflicts Office, Enterprise Risk Management, Group Strategic Analytics, and Chief Operating Office. About Credit Risk Management Function Credit Risk is a centralised risk-type function within the CRO function. The team is primarily responsible for setting limits and providing credit approvals for single name credit risk, as well as monitoring and managing against these in the context of the banks Enterprise Risk Management framework. Credit Risk enables CRO to strengthen, enhance and improve control of the banks credit risk. The team provides deep technical expertise to the business aligned risk functions and facilitates strategic business decision-making to improve overall use of the banks capital. 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 Credit Officer responsible for reviewing, recommending and approving complex/structured transactions across business units and wide spectrum of products. Support business units in driving strategy to drive optimum risk / return and in line with overall portfolio strategy and risk appetite. Maintain DBs high underwriting standards and drive resolution with business units and key stakeholders. Liaise with clients, interface directly with front office staff and other CRM units on credit approvals, credit requirements and relationship matters Effective resolution of conflicting views with Business in a constructive and professional manner, maintaining DBs underwriting standards, at the same time supporting the Business to achieve agreed targets Perform portfolio reviews to ensure risk are proactively assessed and managed. Drive audit and regulatory agenda as required. Your skills and experience Around 3-4 years of experience in credit / financial risk analysis for Corporates and FIs and at least working knowledge of relevant banking products. Good understanding of credit risk associated with corporate and investment banking products and business; product knowledge including Financing, Commercial Real Estate, Commercial Banking, Trade Finance and Derivative products Corporate and Financial Institution credit analysis skills with understanding of industry risk drivers; established negotiation skills to deal effectively with conflicting priorities & resources Ability to build strong relationships internally with divisional clients locally & globally, as well as internal stakeholders Technically strong, with a good understanding of global risk regulations Educated to Masters degree level or equivalent professional qualification/relevant work experience. Additional qualification in Risk management would be preferred. 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.

: Job Title- Risk Analyst, NCT Location- Mumbai, India Role Description 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. The team operates a business/asset class and risk metric aligned organisational matrix supported by central functions. Functionally the team is organised as follows: Asset Class Teams own the front to back process for the asset class, infrastructure optimization, market data optimization, MRM management interface. This team is divided by business e.g. Equity, Credit, FX, Rates, Emerging Markets, and Treasury etc. Metric Production and Analysis - risk position data validation, calculation and reporting of all official market risk exposures and metrics using Historical Simulation, provision of analysis and commentary across all relevant risk metrics Strategic Production FRTB calculations, processes, controls and reporting Run the Bank (RTB) Change - continuous improvement, business process reengineering, stability and process optimisation, test execution management Data Quality and Operational Governance - data standards, completeness and accuracy, BCBS compliance, governance, documentation (KOP) Reporting strategic reporting and related data requirements, optimisation of reporting inventory and production, branding and quality of key reports COO organisational development, audit management, regulatory liaison 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 This role focuses on a number of activities across Metric Production and Analysis , Data Quality and Reporting for individual asset classes and Deutsche Bank as a whole. The 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/CVA Work closely with other MRAC 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, R, or C++. Knowledge of coding in Python and SAS tool useful Able to multi-task and deliver under tight deadlines Able to work different shifts Benefits: This is an exciting opportunity to work in a diversified role with exposure to global stakeholders and multiple business lines, including investment and commercial bank exposure. The team is a small, highly skilled group with a flat and globally aligned hierarchy. As part of the Deutsche Bank Risk Division this team has access to the industrys state-of-the-art risk management models. 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.

: Job Title - Risk Portfolio Analyst, AS Location - Mumbai, India Role Description Market Risk Management (MRM) & Methodology provides an independent view of market risks to Deutsche Bank's senior management and manages Deutsche Bank's 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, Berlin, Singapore, Mumbai and Bangalore. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. The role is with the market risk portfolio team which is one of the central function teams. Portfolio Risk - Portfolio Risk provides a cross asset top-down view for senior management to understand the various market risks across the trading and banking landscape that DB Group is exposed to; including highlighting material risks whether they are driven by individual trades or caused by concentrations or market liquidity concerns. In collaboration with the Market Risk Managers the team designs the risk appetite and risk identification frameworks ensuring a consistent adoption of industry leading standards. The team works closely with Market Risk Managers covering all asset classes along with other key stakeholders across the enterprise. 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 Identify the top and emerging risks each week, including sourcing the relevant information from other teams in MRAC and the business MRMs. Review and understand the market risk RWA, including staying abreast of the development of this metric. Perform deep dive analysis into concentrations of risk or emerging items of interest, providing high quality and accurate information / commentary at a level for senior management consumption. Coordinate across business aligned market risk teams to understand changes in risk and impacts on capital and risk management metrics (VaR). Support ad hoc queries from senior management, regulator, auditor etc on movements in risk and historical trends. Prepare daily / weekly reports with appropriate commentaries on risk changes.Support the analysis and communication of portfolio level topics to senior management and their committees. Develop necessary tools to facilitate more efficient analysis of risk. Your skills and experience University degree in Economics, Mathematics or other quantitative subject. 3-6 years' experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, IPV will also be considered). In depth understanding of other Market Risk measurement techniques e.g. VaR, RNiV, Economic Capital, IRC, etc. Experience in implementation of FRTB (Fundamental Review of Trading Book) is a plus Conversant & interested in macroeconomic / geopolitical events, both current and historical A reliable team player with the motivation to work in a dynamic, international and diverse environment. Strong interpersonal skills and ability to build relationships across different stakeholder groups. MS Office proficient, especially Excel and PowerPoint. Python/ VBA / SQL skills would be advantageous. How well support you

: Job TitleTreasury Model Validation Specialist Corporate TitleAssistant Vice President LocationMumbai, India Role Description Model Risk Management (MoRM) is responsible for the management of model risk in DB Group. This includes the independent validation of risk models as well as the identification, monitoring & controlling of model risk. Our aim is to identify, aggregate, manage and mitigate model risk across all risk types (market, credit, liquidity, operational and business risk). MoRM is located in Frankfurt, London, New York, Berlin, Bonn and Mumbai. For our team Treasury Model Validation, being responsible for the validation of all models owned by Deutsche Bank Treasury and legal entities like BHW, which includes IRRBB (Interest Rate Risk in the Banking Book) and liquidity risk models, we are looking for a model validation specialist located in Mumbai. 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 Challenge, analyse, test, and independently validate mathematical and statistical risk models used by DB Treasury (mainly interest rate risk and liquidity models). Design and implementation of challenger models. Creation of validation reports and communication of validation results in various fora. Collaborating in the development and maintenance of an internal Python library to improve the efficiency of testing and documentation. Engaging with the due diligence aspects of the New Product Approval Process, and oversight of model governance for Treasury products. Your skills and experience Graduate degree in mathematics or mathematical finance, statistics, physics, or a comparable education or equivalent qualification (PhD or equivalent is not required but would be beneficial). At least 3 years of experience for AVP in model validation, other quantitative risk management role or Front Office quantitative discipline or experience in academic research. Strong understanding in financial markets (especially of risk management models, methodologies, and regulations for banking book), demonstrated by qualifications and experience. Prior experience with Interest Rate Risk / Liquidity risk will be very useful. Strong analytical skills & proven ability to structure and solve problems independently. Experience with programming languages and using related tools (e.g. Python, LaTeX). The ability to explain complex mathematical concepts and results to stakeholders. Self-motivated and solution-oriented team player. Excellent written and verbal skills in English. 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.

: Job Title- Market Risk Analysis and Control, AVP Location- Pune, India Role Description Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Banks senior management. Market risk team manages Deutsche Banks Market Risk position in an independent and neutral way. The Market Risk Analysis and Control (MRAC) Production 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. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. Functionally the team is organized as follows: Asset Class Teams own the front to back process for the asset class, infrastructure optimization, market data optimization, MRM management interface. This team is divided by business e.g. Equity, Credit, FX, Rates, Emerging Markets, and Treasury etc. Metric Production and Analysis - risk position data validation, calculation and reporting of all official market risk exposures and metrics, provision of analysis and commentary across all relevant risk metrics Strategic Production implementation of FRTB calculations, processes, controls and reporting Run the Bank (RTB) Change - continuous improvement, business process reengineering, stability and process optimisation, test execution management Data Quality and Operational Governance - data standards, completeness and accuracy, BCBS compliance, governance, documentation (KOP) Reporting strategic reporting and related data requirements, optimisation of reporting inventory and production, branding and quality of key reports COO organisational development, audit management, regulatory liaison You will be exposed to risk management techniques viz. analysis/computation of VaR, SVaR, IRC, Backtesting for a diverse range of derivative products. The team is also proficient in combining this risk knowledge with best in class automation and visualization skills including python/VBA/Tableau to provide value added analytical outputs to its stakeholders 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 This role is within Market Risk Analysis and Control Pune to focus on a number of activities across Metric Production and Analysis, Data Quality and Reporting for individual asset classes and Deutsche Bank as a whole. You will be a part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the VaR Production team which operates at a business/asset class and risk metric aligned organizational matrix supported by central functions. The primary responsibilities will be: Manage the team of Risk & VaR validation, mapping and related control along with hands-on involvement in production where necessary. Enabling the team in Running of daily, weekly and month risk metrics like VaR, SVaR, IRC etc Review of various risk metrics at a business & portfolio level and control on KPI Generation and review of critical risk reports across different risk metrics VaR/ SVaR, PST, IRC/CVA Work closely with other MRAC 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. Support the analysis and communication of business portfolio level topics to senior management and their committees Your skills and experience University degree in Finance, Economics, Mathematics or other quantitative subject. More than 10 years experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, IPV will also be considered) Proficiency in Python/VBA, Tableau, MS Office tools is desired for the role Good understanding of Market Risk workflows e.g. VaR, RNiV, Economic Capital, IRC. Excellent communication skills; ability to articulate technical and financial topics with global stakeholders and the team A reliable team player with the motivation to work in a dynamic, international and diverse environment Able to multi-task and deliver under tight deadlines A committed and motivated individual for self-development and growth Manage expectations of the team and groom the team to achieve departmental objectives alongside personal development. How well support you

: In Scope of Position based Promotions (INTERNAL only) Job Title Risk Portfolio Analyst Location Mumbai, India Corporate Title Associate Role Description 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 across the globe. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. The role is with the market risk portfolio team which is one of the central function teams. Team / division overview Portfolio Risk - Portfolio Risk provides a cross asset top-down view for senior management to understand the various market risks across the trading and banking landscape that DB Group is exposed to; including highlighting material risks whether they are driven by individual trades or caused by concentrations or market liquidity concerns. In collaboration with the Market Risk Managers the team designs the risk appetite and risk identification frameworks ensuring a consistent adoption of industry leading standards. The team works closely with Market Risk Managers covering all asset classes along with other key stakeholders across the enterprise. 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 As a Risk Portfolio Analyst, you will: Identify the top and emerging risks each week, including sourcing the relevant information from other teams in MRAC and the business MRMs. Review and understand the market risk RWA, including staying abreast of the development of this metric. Understanding of market risk FRTB RWA regulations. Perform deep dive analysis into concentrations of risk or emerging items of interest, providing high quality and accurate information / commentary at a level for senior management consumption. Coordinate across business aligned market risk teams to understand changes in risk and impacts on capital and risk management metrics (VaR). Support ad hoc queries from senior management, regulator, auditor etc on movements in risk and historical trends. Prepare daily / weekly reports with appropriate commentaries on risk changes. Support the analysis and communication of portfolio level topics to senior management and their committees. Develop necessary tools to facilitate more efficient analysis of risk. Your skills and experience University degree in Economics, Mathematics or another quantitative subject. 4-8 years' experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, IPV will also be considered). In depth understanding of other Market Risk measurement techniques e.g. VaR, RNiV, Economic Capital, IRC, etc. Conversant & interested in macroeconomic / geopolitical events, both current and historical A reliable team player with the motivation to work in a dynamic, international, and diverse environment. Strong interpersonal skills and ability to build relationships across different stakeholder groups. MS Office proficient, especially Excel and PowerPoint. Python/ VBA / SQL skills would be advantageous. 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.

: In Scope of Position based Promotions (INTERNAL only) Job TitleRisk Senior Specialist, AVP LocationMumbai, India Role Description Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Banks senior management. Market risk team manages Deutsche Banks Market Risk position in an independent and neutral way. You will be a part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making for Global Foreign Exchange asset class. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. The team has a global presence with staff located in London, New York, Berlin, Singapore, Mumbai and Pune. You will be exposed to risk management techniques viz. analysis/computation of VaR, SVaR, Economic Capital, IRC, Backtesting, FRTB for a diverse range of derivative products. The team is also proficient in combining this risk knowledge with best in class automation and visualization skills including python/VBA/Tableau to provide value added analytical outputs to its stakeholders You will be expected to be proficient in automation tools (python essentially) with sufficient knowledge of risk to enhance the output of the team. 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 This is a Lead role in the Credit Asset Class team covering the CVA/XVA/CPM and Credit Trading business. Primary responsibilities would include: Manage the CVA/CPM and Credit Trading Book of Work of the team Risk validation by working closely with production team based out of Pune Review and understand the historical simulation VaR, SVaR and other metrics such as Economic Capital (EC), FRTB and Backtesting(outlier analysis), including staying abreast of the development of this metric and related drivers Facilitating better risk analysis and automated reporting infrastructure to stakeholders using required programming tools (python/Tableau etc.) is a critical part of profile Perform deep dive analysis into concentrations of risk or emerging items of interest, providing high quality and accurate information at a level for senior management consumption Perform analytical analysis of our limit to generate proposals for limit changes and for new limits Support the analysis and communication of business portfolio level topics to senior management and their committees Work on automation projects that help improve efficiency and controls. Your skills and experience University degree in Finance, Economics, Mathematics or other quantitative subjects. 7+ years experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, IPV will also be considered) Working knowledge of Python/VBA, Tableau will be added advantage Good understanding of other Market Risk measurement techniques e.g. VaR, RNiV, Economic Capital, IRC. Current or previous work-ex in market risk covering similar businesses (CVA/XVA/Credit) will be a big plus Excellent stakeholder management skills and 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 Able to multi-task and deliver under tight deadlines A committed and motivated individual for self-development and growth 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.

: In Scope of Position based Promotions (INTERNAL only) Job Title Treasury Markets and Investments (TMI) Corporate TitleAssociate/AVP LocationMumbai, India Role Description The candidate will be part of the Pool desk (within TMI) in Mumbai. The Pool function in Treasury is vital to the Banks success. It acts as the gate keeper of the Banks short term unsecured funding. The pools aim is to fund the structural gap between assets and liabilities after issuance. Pool raises short term funding via money markets. It aims to fund the working capital of the bank as cheaply as possible given regulatory & internal requirements. Further, Pool risk manages and hedges IR and FX risks across Treasury and is responsible for external derivatives execution on behalf of Treasury. Pool is operating in & covering all DB locations and LEs globally. Pool also contains the Benchmarks Team which oversees the submission of the Banks contributions to global interest rate calculations. The current role is part of the Treasury Office in DIPL Mumbai. 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 Deliver comprehensive risk management and analytics support to the desk. Functional involvement is within Treasury Markets and Investments (TMI) but may also require close coordination with other Treasury areas such as Liquidity Management, Funds Transfer Pricing, Treasury Regulation, Capital Management and Balance Sheet Management. Work with local pool managers to analyze drivers of net interest income in the respective pool and work on adjustments to FTP, liquidity deployment and evaluate various funding options, while meeting regulatory constraints Independently help analyze Risk and P&L for Local Pools Assist local pool managers in regional roll outs of new infrastructure systems and treasury change projects. Help automate certain ticketing processes and the production of currently manually produced reports. Work on relevant Treasury projects within the region/globally. Work in close cooperation with business and internal stakeholders such as Markets, Risk and Finance to drive key Treasury initiatives/agenda. Preparation of Treasury inputs and supporting Treasury participation in forums or meetings. Your skills and experience University degree with a quantitative focus (Economics, Finance, Mathematics, Computer Science, etc.) At least 2 years of professional experience in dealing with quantitative finance concepts, supporting a trading / structuring desk or a trading risk management function. Product knowledge in unsecured cash and derivative products; understanding of risk metrics such as PV01 and VAR Sound analytical and problem-solving skills. Strong written, verbal communication and presentation skills. 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.

Roles and Responsibilities Develop and maintain market risk framework, including VaR model validation, stress testing, and scenario analysis. Collaborate with trading desks to understand their activities and provide guidance on market risks. Prepare daily liquidity reports, monitor cash flows, and ensure compliance with regulatory requirements (LCR & NSRF). Conduct regular reviews of ALM systems and processes to identify areas for improvement. Provide insights into interest rate risk exposure through variance analysis. Desired Candidate Profile 4-9 years of experience in Market Risk management or related field. Strong understanding of Liquidity Reporting, Interest Rate Risk, VAR, Stress Testing concepts. Proficiency in Mid Office functions such as ALCO modeling.

Role & responsibilities Develop, support, and enhance statistical models to predict the risk of credit downgrade and default. Apply expertise in Fixed Income / Credit Risk, including Probability of Default (PD), Loss Given Default (LGD), and other credit risk measures. Analyse and interpret financial instruments, derivatives, and portfolio management principles to improve risk assessment. Utilize Python, SQL, and Excel to work on large datasets, extract insights, and automate data processing workflows. Develop automated processes and tools to improve efficiency and accuracy in data production and risk modelling. Lead Bottom-Up Data Production processes, ensuring effective planning, monitoring, and timely completion of deliverables. Collaborate with key stakeholders including Deal Teams, Execution, Technology, and Risk Reporting to enhance the Quant Credit Infrastructure. Utilize SQL to extract and manipulate data from large-scale databases, ensuring data integrity and accuracy. Manage and optimize project workflows using Asana/JIRA and other project management tools. Preferred candidate profile 5+ years of experience in a project/process management team within the finance domain. Strong knowledge of corporate accounting concepts and financial reporting. Solid understanding of credit risk concepts and downgrade risk assessment. Advanced proficiency in Microsoft Office (Excel, PowerPoint); VBA is a plus. Proven ability to implement Spreading Policy in corporate financials, particularly in SIP and Direct Lending. Strong organizational and analytical problem-solving skills. High attention to detail and persistence in ensuring data quality. Ability to work autonomously with minimal supervision. Intermediate/Advanced SQL skills for database management and data extraction. Python proficiency for automation and model development. Experience in project management tools like Asana, JIRA. Strong academic background with a business-related degree (MBA preferred) CFA certification is a plus.