Risk Portfolio Analyst (f / m / x)

Deutsche Bank; Milano; In loco; EUR 40.000 - 70.000; Tempo pieno

Descrizione del lavoro

A leading financial institution seeks a data scientist for its Enterprise Risk Management sector. The role involves supporting risk management activities, focusing on regulatory reporting and risk appetite framework setup. Candidates should have a strong analytical mindset and proficiency in statistical tools, with at least 3 years of experience in risk management within financial services.

Competenze

• Minimum 3 years in enterprise risk management within financial services or consultancy.
• Proficiency in English.

Mansioni

• Coordinate and deliver the subsidiary ICAAPs with a focus on economic capital and stress testing.
• Support the ongoing development and embedding of the enterprise risk management framework.
• Monitor and report on risk metrics, including data gathering and adherence monitoring.

Conoscenze

Python

SAS

SPSS

R

SQL

VBA

Analytical mindset

Flexibility

Expertise and technological application

Strumenti

Microsoft Word

Microsoft Excel

Microsoft PowerPoint

Descrizione del lavoro

For over 150 years, our dedication to being the best partner for our clients has been driven by our people – in around 60 countries and across more than 150 nationalities.

Their deep understanding, insights, expertise, and passion help our clients navigate an increasingly complex world – be it in our Corporate Bank, our Private Bank, our Investment Bank or our Asset Management division.

Together we can make a great impact for our clients at home and abroad, securing their lasting success and financial security.

The candidate will provide support within the Enterprise Risk Management & Methodology sector – Chief Risk Officer Function – as a data scientist to the risk management activities with particular focus on Regulatory Reporting, Risk Taxonomy deployment and maintenance over time, BCBS PII / PIII disclosure, and Risk Appetite Framework setup and monitoring.

Moreover, he / she will provide risk-related assistance to other departments supporting sound risk identification and aggregation / diversification in main strategic initiatives seeking a sound risk-reward function implementation in the direction of value creation. He / she will identify options and provide recommendations for the design and development of risk management monitoring processes, utilize data manipulation and spreadsheet capabilities to assist in identifying loss trends, and administer current methodological suite.

Responsibilities

1. Coordinate and deliver the subsidiary ICAAPs with a focus on economic capital and stress testing.
2. Coordinate and deliver the Recovery and Resolution Plan (RRP) at the Legal Entity Level and support BU consolidated exercises.
3. Support the ongoing development and embedding of the enterprise risk management framework, including the rollout of risk framework tools and training.
4. Provide continual improvements to RRPs to ensure they remain fit for purpose and aligned with regulatory changes.
5. Drive capital adequacy stress testing (Pillar 2B) and Reverse Stress Testing processes.
6. Draft and maintain risk policies related to risk governance, risk appetite, and capital management.
7. Consolidate risk information from various departments and prepare enterprise risk management reports for local and regional offices.
8. Monitor and report on risk metrics (risk appetite reporting), including data gathering, adherence monitoring, and timely reporting.
9. Assist in preparing ERM dashboards for the Board Enterprise Risk Committee quarterly.
10. Support and challenge the business in operating the risk management framework, including Top Risk Assessments, Emerging Risks, Risk & Control Self Assessments, and Key Risk Indicators.
11. Collaborate with Internal Audit and Compliance to evaluate risks and incorporate audit findings into risk information, conducting risk assessments for projects and audits.

Skills

1. Advanced user of statistical tools (Python, SAS, SPSS, R, SQL, VBA).
2. Analytical mindset, flexibility, and intuition.
3. Expertise and technological application.
4. Minimum 3 years in enterprise risk management within financial services or consultancy.
5. Proficiency in Microsoft Word, Excel, PowerPoint.
6. Proficiency in English.

We are committed to providing an environment focused on your development and wellbeing, supporting mental and physical health, fostering social connection, and ensuring financial security. We promote a positive, fair, and inclusive work environment and welcome applications from all individuals.