indeed
Risk Specialist, Associate
Deutsche Bank
Maharashtra, IND
Full-time
Onsite
Discovered 1 weeks ago
Market risk managementMarket data analysis and governanceValue at Risk (VaR)Stressed VaR (SVaR)FRTBEconomic capital
Free
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Ready to ScanKey skills for this role
Market risk managementMarket data analysis and governanceValue at Risk (VaR)
Role Overview
The role sits within Market Valuation and Risk Management, which 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 position supports controlled production activities and coordination across risk, quantitative, technology, and methodology teams.
Key Skills for This Role
Market risk managementMarket data analysis and governanceValue at Risk (VaR)Stressed VaR (SVaR)FRTBEconomic capital
Full Job Posting
Role Overview
The role sits within Market Valuation and Risk Management, which 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 position supports controlled production activities and coordination across risk, quantitative, technology, and methodology teams.
Key Responsibilities
- Perform VaR and SVaR impact analysis across historical simulation sensitivity-based and full-revaluation methods.
- Check the completeness and accuracy of end-of-day data and time series used in risk calculations.
- Manage weekly market-data releases within SLAs for VaR, SVaR, FRTB, and economic-capital calculations.
- Analyze time-series impacts on group-level VaR and communicate results to stakeholders.
- Coordinate data investigations with market-risk managers, front-office quants, change teams, and methodology teams.
- Support new risk-model, methodology, regulatory, FRTB, and IHC examination implementations.
- Make proxy decisions, select stressed periods, and assess the accuracy and reliability of results.
- Specify requirements, test functionality, and coordinate with Risk IT and Strats on process enhancements.
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