Deutsche Bank
Financial Services
RiskPortfolioAnalyst,AS
“Risk Portfolio Analyst, AS at Deutsche Bank. Skills: Market Risk Management, Stress Testing, Portfolio risk analysis, Python, SQL. Drive and support various RTB and CTB initiatives across Regulatory Stress Test, Risk Appetite, IRRBB, Thematics Stress Test etc.. Drive the enhancement of scenario design framework and shock expansion for various use cases”
What You'll Achieve.
Provide an independent view of market risks to Deutsche Bank’s senior management; Manage the Market Risk position in an independent and neutral way; Incentivize the trading businesses to implement better risk management practices; Ensure that the levels of risk-return ratios for the Bank are in line with the risk appetite of the bank; Estimate the impact on Deutsche Bank’s earnings stability and capital resilience, of a set of specified changes in risk factors, corresponding to extreme but plausible events; Provide a cross-asset top-down approach for senior management to understand the stress P&L for DB Group across a broad range of hypothetical and historical events; Facilitate more efficient analysis of risk with usage of AI and process re-engineering
Industry & Context.
Identify and resolve methodology / infrastructure issues impacting stress test results
What They're Looking For.
Must Have
University degree in Economics, Mathematics or other quantitative subject, 3-6 years' experience in Market Risk within the Financial Market / Investment Banking industry, In depth understanding of other Market Risk measurement techniques e. g. Stress Testing, VaR, RNiV, Economic Capital, IRC, etc., Conversant & interested in macroeconomic / geopolitical events, both current and historical, A reliable team player with the motivation to work in a dynamic, international and diverse environment, interpersonal skills and ability to build relationships across different stakeholder groups, MS Office proficient, especially Excel and PowerPoint
Nice to Have
Python/ VBA / SQL skills would be advantageous
What You'll Do.
Drive and support various RTB and CTB initiatives across Regulatory Stress Test
Thematics Stress Test etc.
Drive the enhancement of scenario design framework and shock expansion for various use cases
Supporting the roll out of Future of Stress Testing for daily risk management
Drive the stakeholder management across Methodology
Strats etc for scenario expansion
Develop necessary tools to facilitate more efficient analysis of risk with usage of AI and process re-engineering
How You'll Work.
Team & Collaboration
Liaising with SMEs from Market Risk Management, Risk Methodology, Market risk & FO- IT to identify and resolve methodology / infrastructure issues impacting stress test results; Works closely with Market Risk Managers covering all asset classes along with other key stakeholders across the enterprise; Drive the stakeholder management across Methodology, MR IT, Strats etc for scenario expansion; Ability to build relationships across different stakeholder groups
Communication Scope
Interpersonal skills; Ability to build relationships across different stakeholder groups
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