Description
Deutsche Bank is a client-centric global universal bank. One that is leading change and innovation in the industry - championing integrity, sustainable performance and innovation with our clients, and redefining our culture and relationships with each other.
Overview
Market Risk Management (MRM) is responsible for managing market or fair value risk within Deutsche Bank. MRM carries out this responsibility in an independent and neutral way, providing a comprehensive and independent view of market risks to Senior Management.
The primary objective of Market Risk Management (MRM) is to ensure that Business units of the Bank optimise the risk-reward relationship and do not expose it to unacceptable losses.
As a Risk Analyst you will be an integral member of the global Market Risk Management team (MRM) sitting in the Chief Operating Officer (COO) Special Projects Team; the Special Projects Team operates within the Market and Counterparty Risk Frameworks.
Key Responsibilities
- Providing insight and guidance to the counterparty risk teams
- Providing strategic support to projects in particular those involving mainly International Monetary Market (IMM), regulatory and accounting, Credit Valuation Adjustment (CVA) and Margin Models
- Building consensus on the strategic development requirement within Deutsche Bank and providing the necessary supporting analysis
You will have:
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Counterparty Risk experience including writing business requirements
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Knowledge of the current regulatory International Monetary Market (IMM) environment
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Knowledge of Monte Carlo simulations, calibration of processes, netting, haircut calculation and exposure calculation
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Excellent communication, conceptual thinking and presentation skills to allow concise and clear specification
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Proven experience in implementing regulatory changes
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Quantitative, analytical and problem solving capabilities
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Excellent communication and consensus building skills
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Additional expertise in the areas of Credit Valuation Adjustment (CVA) and Margin Modelling would be advantageous
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A good working knowledge of Excel, PowerPoint, Word, Access and used to working with bespoke systems
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A knowledge of Matlab (Matrix Laboratory) and/or other analytical software
You will be:
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A strategic thinker with the ability to see the big picture
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Able to work autonomously or as part of team
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Able to cope well under pressure and tight deadlines
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Comfortable working and facing off with team members and key stakeholders across all risk departments including Front Office, methodology, production, regulation, risk managers and Information Technology (IT)
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.
Please note that for the duration of this assignment you will be working as an external resource engaged by Resource Solutions based on site at Deutsche Bank.