Risk Reporting Senior Specialist
Deutsche Bank
- Mumbai, Maharashtra
- Permanent
- Full-time
- Best in class leave policy
- Gender neutral parental leaves
- 100% reimbursement under child care assistance benefit (gender neutral)
- Flexible working arrangements
- Sponsorship for Industry relevant certifications and education
- Employee Assistance Program for you and your family members
- Comprehensive Hospitalization Insurance for you and your dependents
- Accident and Term life Insurance
- Complementary Health screening for 35 yrs. and above
- Manage the Credit Team (Commercial Real Estate) and associated Book of Work
- Daily risk validation by working closely with risk 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
- Facilitating better risk analysis and automated reporting infrastructure to stakeholders using required programming tools (python/Tableau etc.) is a critical part of profile
- 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
- Work on automation projects that help improve efficiency and controls.
- 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
- Good understanding of other Market Risk measurement techniques e.g. VaR, RNiV, Economic Capital, IRC.
- 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
- Training and development to help you excel in your career
- Coaching and support from experts in your team
- A culture of continuous learning to aid progression