Job Description
Description
The Strategic Production and Analytics of Risk function within Group Strategic Analytics is principally responsible for daily analysis and control of various market risk metrics onboarded to bank’s strategic platforms.
The role involves analysis of various market risk metrics including VaR / SVaR, Economic Capital, Market Risk CCAR, charges under Standardised Approach, IMA Approach (Default Risk Charge and Risk Theoretical PnL) and Credit Valuation Adjustment (CVA) under FRTB regulations.
You will work with Market Risk Managers, FO Quants, Risk Methodology experts to enable accurate risk measurement and help set up processes for BAU implementation.
This role also involves performing controls and checks to ensure completeness and accuracy of risk metric. The role requires application of qualitative and quantitative techniques to analyse the data and a deep understanding of Market Risk Regulation.
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