Market Risk Analysis & Control, Deutsche Bank
Office located in Moorfields, London
Investment bank and financial services company
Be an early applicant
Investment bank and financial services company
1001+ employees
Be an early applicant
Office located in Moorfields, London
1001+ employees
Company mission
To be the leading global provider of financial solutions for demanding clients, creating exceptional value for its shareholders and people.
Role
Who you are
- Broad financial markets knowledge and experience in a financial services organisation, preferably with expertise in Rates products
- Experience with programming languages (preferably Python) for analysis and risk management, along with excellent excel and data visualisation skills (Tableau is a plus)
- Excellent communication skills, fluent English speaking with ability to articulate technical and financial topics with global stakeholders
- Motivated team player with the soft and technical skills to understand and improve complex front to back processes as well as the desire to drive their self-development
- Keen interest in various risk frameworks
- Details-focused, numerically literate, ability to multi-task and deliver under tight deadlines
What the job involves
- Market & Valuation Risk Management is a second line function responsible for managing Deutsche Bank’s Market Risk exposure. The Market Risk Analysis and Control (MRAC) function is responsible for providing official market risk metrics and core analysis supporting risk management decision making. We have a global presence across London, New York, Singapore, Mumbai and Pune
- The MRAC Rates team is a small, highly skilled group with access to state-of-the-art risk management models. As part of the team, you will be developing automated risk reporting to efficiently manage market risk as well as delivering on key regulatory initiatives
- Assess and explain statistical model outputs including Value at Risk, Incremental Risk Charge, FRTB metrics, Risk Weighted Assets and Economic Capital
- Provide support to Market Risk Managers (MRMs) to facilitate risk management decisions including performing “What-if” impact analysis on statistical models, presenting and explaining results to MRM and Front Office traders
- Develop and automate reporting and analytics to facilitate robust risk management practices; this includes developing, maintaining and enhancing the python library and tableau dashboards
- Understand the current market risk management infrastructure and drive improvements in collaboration with Global Strategic Analytics (Strats) and IT teams
- Identify and resolve process issues in collaboration with other teams and suggest improvements for quick remediation
- Contribute to projects to increase Front to Back efficiency, improve controls, or satisfy regulatory requirements
Salary benchmarks
Our take
Despite its roots in the nineteenth century, Deutsche Bank has seen strategic transformation at countless stages to remain competitive. For example, it recently launched Vert, a new digital payments company for SMEs, in collaboration with Fiserv. As a result, the company successfully filled the gap in the market for a user-friendly, all in one solution which would enable merchants to accept payments and manage money.
The company continues to benefit from its scale and reputation. Despite ongoing criticisms, its strong European ties and a global network means Deutsche Bank is well placed to help clients navigate through geopolitical and macroeconomic shifts, something that can’t be said so confidently of its competitors. Today, it operates in circa 60 countries.
Moving forwards, the company is focused on aligning more closely to environmental, social and governance (ESG) criteria to facilitate over €500B in sustainable finance and investments between 2020 and 2025.
Freddie
Company Specialist at Welcome to the Jungle
Insights
Some candidates hear
back within 2 weeks
11% employee growth in 12 months
Company
Company benefits
- Home office flexible work time
- Annual leave & more
- Support & Counselling
- Health insurance
- Health Check & Eye Test
- Sick pay
- Rewards and everyday benefits
- Pensions
Company values
- Integrity
- Sustainable Performance
- Client Centricity
- Innovation
- Discipline
- Partnership
Company HQ
Westend-Süd, Frankfurt, Germany
Articles
Leadership
Christian Sewing
(CEO, not founder)Joined Deutsche Bank in 1989, serving in multiple positions including Chief Credit Officer. Became CEO in 2018.
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