indeed
Risk Analyst, NCT
Deutsche Bank
Maharashtra, IND
Full-time
Onsite
Discovered 1 weeks ago
Market riskMarket data analysis and governanceVaR and SVaRFinancial instruments and vanilla derivatives pricingGlobal markets and macroeconomic analysisPython
Free
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Market riskMarket data analysis and governanceVaR and SVaR
Role Overview
Market Valuation and Risk Management manages market risk and fair-value assessment of books and records.
Market Data Strategy and Analytics procures, analyzes, and governs historical market data used in key risk metrics.
The role is Risk Analyst, NCT, based in Mumbai, India.
Key Skills for This Role
Market riskMarket data analysis and governanceVaR and SVaRFinancial instruments and vanilla derivatives pricingGlobal markets and macroeconomic analysisPython
Full Job Posting
Role Overview
Market Valuation and Risk Management manages market risk and fair-value assessment of books and records.
Market Data Strategy and Analytics procures, analyzes, and governs historical market data used in key risk metrics.
The role is Risk Analyst, NCT, based in Mumbai, India.
Key Responsibilities
- Perform RTB tasks including VaR and SVaR impact analysis for historical simulation sensitivity-based and full-revaluation approaches.
- Perform data-quality checks on end-of-day data and time series used for risk calculations.
- Manage weekly market-data releases within SLAs for VaR, SVaR, FRTB, and economic-capital calculations.
- Analyze time-series changes and their impact on group-level VaR.
- Coordinate with risk managers, front-office quants, change teams, and methodology teams on data challenges and model changes.
- Support proxy decisions, stressed-period selection, and analysis of result accuracy and reliability.
- Help specify requirements and test functionality for new data requirements and process enhancements.
- Coordinate with Risk IT and Strats on implementation of new requirements and enhancements.
Skills and Experience
- Experience in investment banking or market risk within controlled production environments.
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