Risk Analyst, AVP

Deutsche Bank; Mumbai Suburban; On-site; INR 4,000,000 - 7,500,000; Full time

Benefits offered by this job

Leave policy

Parental leave reimbursement

Industry certifications sponsorship

Employee assistance program

Hospitalisation insurance

Health screening 35+ yrs.

Term life insurance

Job summary

Deutsche Bank in Mumbai, India seeks an AVP Risk Analyst to join Market Risk Management. You will quantify risk, validate VaR/FRTB metrics and automate reporting using Python/Tableau for senior stakeholders. Strong communication and teamwork across global teams are essential.

The role requires a quantitative degree, 5+ years in market risk, and hands-on coding with Python. The team supports risk decisions for rates products with a global presence.

Qualifications

• University degree in Economics, Mathematics or other quantitative field.
• 5+ years' experience in Market Risk within Financial Markets/Investment Banking.
• Proficiency in Python/VBA, Tableau, MS Office tools.
• Strong understanding of VaR, RNIV, Economic Capital, IRC.

Responsibilities

• Risk validation and ensure appropriate controls in place.
• Review and understand historical simulation VaR, FRTB and Backtesting (outlier analysis).
• Facilitate better risk analysis and automated reporting infrastructure using programming tools (Python/Tableau).
• Perform deep-dive analysis into concentrations of risk for senior management.
• Propose limit changes and new limits based on analytical review of the portfolio.
• Support analysis and communication of business portfolio topics to senior management.

Skills

Risk analysis

Communication

Multi-tasking

Team player

Self-development

Education

Bachelor's degree in Economics or Mathematics

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. 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 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

• 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.

Equal Opportunity

We welcome applications from all people and promote a positive, fair and inclusive work environment.