Market Risk Analysis & Control

Job Description:

Job Title Market Risk Analysis & Control

Location London

Corporate Title Assistant Vice President

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.

What we'll offer you

A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That's why we are committed to providing an environment with your development and wellbeing at its centre.

You can expect:

• Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a Hybrid Working Model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them
• Competitive salary and non-contributory pension
• 30 days' holiday plus bank holidays, with the option to purchase additional days
• Life Assurance and Private Healthcare for you and your family
• A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
• The opportunity to support a wide-ranging CSR programme + 2 days' volunteering leave per year

Your key responsibilities

• 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.

Your skills and experience

• 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.

How we'll support you

• Training and development to help you excel in your career

• Flexible working to assist you balance your personal priorities

• A range of flexible benefits that you can tailor to suit your needs
• We value diversity and as an equal opportunities' employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (e.g. screen readers, assistive hearing devices, adapted keyboards)

About us

Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do.

Deutsche Bank in the UK is proud to have been named in The Times Top 50 Employers for Gender Equality 2024 for five consecutive years. Additionally, we have been awarded a Gold Award from Stonewall and named in their Top 100 Employers 2024 for our work supporting LGBTQ+ inclusion.

We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.

Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.

We welcome applications from all people and promote a positive, fair and inclusive work environment.