Risk Portfolio Analyst, AS

 
: 
In Scope of Position based Promotions (INTERNAL only)
Job Title Risk Portfolio Analyst
Location Mumbai, India
Corporate Title Associate
Role Description
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 across the globe. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. The role is with the market risk portfolio team which is one of the central function teams.Team / division overview
Portfolio Risk - Portfolio Risk provides a cross asset top-down view for senior management to understand the various market risks across the trading and banking landscape that DB Group is exposed to; including highlighting material risks whether they are driven by individual trades or caused by concentrations or market liquidity concerns. In collaboration with the Market Risk Managers the team designs the risk appetite and risk identification frameworks ensuring a consistent adoption of industry leading standards. The team works closely with Market Risk Managers covering all asset classes along with other key stakeholders across the enterprise.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
As a Risk Portfolio Analyst, you will:

Identify the top and emerging risks each week, including sourcing the relevant information from other teams in MRAC and the business MRMs.

Review and understand the market risk RWA, including staying abreast of the development of this metric.

Understanding of market risk FRTB RWA regulations.

Perform deep dive analysis into concentrations of risk or emerging items of interest, providing high quality and accurate information / commentary at a level for senior management consumption.

Coordinate across business aligned market risk teams to understand changes in risk and impacts on capital and risk management metrics (VaR).

Support ad hoc queries from senior management, regulator, auditor etc on movements in risk and historical trends.

Prepare daily / weekly reports with appropriate commentaries on risk changes.

Support the analysis and communication of portfolio level topics to senior management and their committees.

Develop necessary tools to facilitate more efficient analysis of risk.

Your skills and experience

University degree in Economics, Mathematics or another quantitative subject.

4-8 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).

In depth understanding of other Market Risk measurement techniques e.g. VaR, RNiV, Economic Capital, IRC, etc.

Conversant & interested in macroeconomic / geopolitical events, both current and historical

A reliable team player with the motivation to work in a dynamic, international, and diverse environment.

Strong interpersonal skills and ability to build relationships across different stakeholder groups.

MS Office proficient, especially Excel and PowerPoint. Python/ VBA / SQL skills would be advantageous.

How well support you

.

.

.

About us and our teams
Please visit our company website for further information:https://www.db.com/company/company.htm
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.We welcome applications from all people and promote a positive, fair and inclusive work environment.