Risk Analyst, NCT

Description

Market Risk Management (MRM) 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, 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 we’ll offer you

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

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 :

Your skills and experience

Benefits :

How we’ll support you