Market Risk Officer AVP/VP recruitment
A Passion to Perform. It's what drives us. More than a claim, this describes the way we do business. We're committed to being the best financial services provider in the world, balancing passion with precision to deliver superior solutions for our clients. This is made possible by our people: agile minds, able to see beyond the obvious and act effectively in an ever-changing global business landscape. As you'll discover, our culture supports this. Diverse, international and shaped by a variety of different perspectives, we're driven by a shared sense of purpose. At every level agile thinking is nurtured. And at every level agile minds are rewarded with competitive pay, support and opportunities to excel.
Key Responsibilities:
* Relationship Management in the Market Risk Operations function responsible for the review analysis of Market Risk exposures of the Corporate Investment Banking trading units.
* Calculation, analysis and reporting of VaR and market risk sensitivities (delta, gamma, vega, theta etc) for bank-wide trading activities.
* Liaison with Market Risk Managers, Trading desks, Finance to validate explain material risk moves in daily VaR sensitivities.
* Management of critical back testing control process, involving daily comparison of calculated VaR to PnL across all business lines.
* Calculation, analysis reporting of market risk stress tests and economic capital.
* Implementation VaR methodology projects in partnership with Market Risk Managers, Risk Analysis Instruments (RAI), and the Business.
* Compilation of historical market data time series to support VaR calculation process.
* The function is centred in London, supported by client facing teams in New York, Singapore, Tokyo Sydney. Additional support is provided by dedicated Risk Production and Market Data teams based in India.
You will have:
* Numerate degree or equivalent in Maths / Economics / Physics or related subject.
* Experience in a market risk environment and/or proven experience in a Risk Control function.
* Some management experience (preferred).
* Strong problem solving and communication skills, patience and attention to detail.
* Strong Microsoft skills in both Excel (ideally Visual Basic) PowerPoint.
* A strategic mindset to problem solving / issue resolution.
You will be:
* A highly motivated, analytical self-starter committed to getting the job done.
* Willing to question peers / management to improve understanding.
Deutsche Bank is an equal opportunity employer who seeks to recruit and appoint the best available person for a job regardless of marital / civil partnership status, sex (including pregnancy), age, religion, belief, race, nationality and ethnic or national origin, colour, sexual orientation or disability.
Please let us know if you require any adjustments to enable you to apply or attend an interview. If you would like to discuss your requirements, or have any concerns about the application process, please contact your recruiter. 