Risk Analyst, AVP

Deutsche Bank AG; Mumbai City; On-site; INR 1,200,000 - 1,800,000; Full time

Benefits offered by this job

Leave policy

Parental leave

Childcare assistance

Certifications sponsorship

Employee assistance

Hospitalization insurance

Term life insurance

Health screening

Job summary

Deutsche Bank AG in Mumbai, India seeks a Risk Analyst, AVP to support Market Risk Management for Rates asset class. You will validate risks, perform VaR/SVaR analyses, and contribute to automated reporting using Python/Tableau.

The role requires 5+ years in market risk, strong programming skills (Python/VBA), and ability to communicate complex risks to senior management across global teams. A dynamic, international environment is offered.

Qualifications

• University degree in Economics or quantitative field.
• 5+ years’ experience in Market Risk within the Financial Market/Investment Banking industry.
• Proficiency in Python/VBA, Tableau, MS Office tools.
• Good understanding of VaR, RNIV, Economic Capital, IRC.
• Excellent communication skills; ability to articulate technical topics with global stakeholders.

Responsibilities

• Risk validation and ensure appropriate controls in place.
• Review and understand historical VaR, FRTB, Backtesting and related drivers.
• Support automated reporting infrastructure using Python/Tableau; provide outputs to stakeholders.
• Deep-dive analysis into concentrations of risk for senior management consumption.
• Propose limit changes and new limits based on analytical findings.
• Communicate portfolio-level topics to senior management and committees.

Skills

Python programming

Tableau

VBA scripting

Communication skills

Risk analytics

Multi-tasking

Education

University degree in Economics/Quantitative field

Tools

Python

Tableau

VBA

MS Office

Job description

Job Description:

Job Title: Risk Analyst, AVP

Location: Mumbai, India

Role Description

• Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Bank’s senior management. Market risk team manages Deutsche Bank’s 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 Rates 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 Bangalore.

• You will be exposed to risk management techniques viz. analysis/computation of VaR, SVaR, 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

What we’ll offer you

As part of our flexible scheme, here are just some of the benefits that you’ll enjoy,

• Best in class leave policy.
• Gender neutral parental leaves
• 100% reimbursement under childcare assistance benefit (gender neutral)
• Sponsorship for Industry relevant certifications and education
• Employee Assistance Program for you and your family members
• Comprehensive Hospitalization Insurance for you and your dependents
• Accident and Term life Insurance
• Complementary Health screening for 35 yrs. and above

Your key responsibilities

This role is within the Rates Asset class team. The primary responsibilities are:

• Risk validation and ensure appropriate controls in place
• Review and understand the historical simulation VaR, 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

Your skills and experience

• University degree in Economics, Mathematics or other quantitative subject.
• 5+ 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 essential for the role
• Good understanding of other Market Risk measurement techniques e.g. VaR, RNIV, Economic Capital, IRC.
• 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
• Able to multi-task and deliver under tight deadlines
• A committed and motivated individual for self-development and growth
• Hands on coding skills(Python specifically) and Tableau skills will be a significant plus.

Proven ability to leverage AI tools to enhance productivity, optimise workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs.

How we’ll support you

• Training and development to help you excel in your career.
• Coaching and support from experts in your team.
• A culture of continuous learning to aid progression.
• A range of flexible benefits that you can tailor to suit your needs.

About us and our teams

Please visit our company website for further information:

https://www.db.com/company/company.html

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.