Process Re-Engineering Lead - AVP

8 - 13 years

32 - 37 Lacs

Posted:1 day ago| Platform: Naukri logo

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Job Description


 
About The Role : 
In Scope of Position based Promotions (INTERNAL only)
Job TitleProcess Re-Engineering Lead - AVP
LocationMumbai, India
Role Description
  • Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Banks senior management. Market risk team manages Deutsche Banks 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 Global Foreign Exchange 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, Economic Capital, 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 well offer you
    ,
  • 100% reimbursement under childcare assistance benefit (gender neutral)
  • Sponsorship for Industry relevant certifications and education
  • Accident and Term life Insurance

  • Your key responsibilities
    This is a Lead role for the Capital Release Unit (CRU) and CPM covering primarily below responsibilities:
  • Manage the CRU Book of Work of the team, provide backup coverage for CPM business
  • Timely risk validation and sign-off by working closely with production team based out of Pune
  • Review and understand the historical simulation VaR, SVaR and other metrics such as Economic Capital (EC), FRTB and Backtesting (outlier analysis), including staying abreast of the development of this metric and related drivers
  • Ensure that all control checks are in place and followed by the team so that the reports generated have correct information
  • Understand Market Data time series and how to assess the impact of new time series on each metric
  • Facilitating better risk analysis by improving on existing process and standardizing wherever possible.
  • Tactically automating reporting infrastructure and work with IT teams for strategic automation
  • 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 Finance, Economics, Mathematics or other quantitative subjects
  • 7+ 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)
  • Working knowledge of Python/VBA, Tableau will be added advantage. A bent towards adoption of Artificial Intelligence will be a big plus
  • Good understanding of other Market Risk measurement techniques e.g. VaR, RNiV, Economic Capital, IRC
  • Current or previous work-ex in similar area (Credit/CPM/CVA)
  • Excellent stakeholder management skills and 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

  • How well support you
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    Deutsche Bank logo
    Deutsche Bank

    Banking and Financial Services

    Frankfurt

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