Senior Market Risk Lead – Securitization & Structured Credit

Deutsche Bank AG; New York (NY); Hybrid; USD 125,000 - 223,000; Full time

Benefits offered by this job

Hybrid working model

Competitive compensation packages

Retirement savings plans

Job summary

Deutsche Bank AG in New York, NY is seeking a Market Risk Manager at Vice President level to oversee market risk for fixed income and related activities. The role involves collaborating with traders, quants, and IT to monitor risk, set risk appetite, and optimize risk-reward within the firm’s framework.

The successful candidate will analyze VaR, stress tests, and capital efficiencies, contribute to CCAR reporting, and ensure governance policies are applied while working in a hybrid office/remote

Qualifications

• Moderate experience in market risk management, with exposure to structured finance.
• Ability to communicate and influence across traders, quants, and IT.
• Experience in challenging pricing and hedging based on market dynamics.

Responsibilities

• Set risk appetite for each business level and monitor risk in real time.
• Monitor daily limit utilizations and report exposures to front office and risk management.
• Analyze stress test scenarios and guide hedging strategies and capital allocations.
• Support CCAR reporting and assess portfolio RWA and stress utilization.

Skills

Market risk management

Communication

Hedging strategies

Credit risk analysis

AI tools

Team collaboration

Job description

Deutsche Bank AG in New York, NY is seeking a Market Risk Manager at Vice President level to oversee market risk for fixed income and related activities. The role involves collaborating with traders, quants, and IT to monitor risk, set risk appetite, and optimize risk-reward within the firm’s framework.

The successful candidate will analyze VaR, stress tests, and capital efficiencies, contribute to CCAR reporting, and ensure governance policies are applied while working in a hybrid office/remote