Market Risk Analysis Officer – Structured Finance - VP - Deutsche Bank - New York, NY

Market Risk Analysis Officer – Structured Finance - VP - Deutsche Bank - New York, NY -

Market Risk Analysis Officer – Structured Finance – VP
Deutsche Bank four.zero785 evaluations – New York, NY
Full-time, Short-term

Job ID: 3134952

Full/Half-Time: Full-time

Common/Momentary: Common

Listed: 2016-06-28

Location: New York, United States of America

As a number one international bank with roots in Germany, we’re driving change and innovation within the business – championing integrity, sustainable efficiency and innovation with our shoppers, and redefining our tradition and relationships with one another. With operations in over 70 nations, we encourage our individuals to assume for themselves and reward integrity. Our giant however targeted footprint provides us a robust place in Europe plus a big presence within the Americas and Asia Pacific. We provide shoppers business and funding banking, retail banking and transaction banking in addition to floor-breaking asset and wealth management services. So should you’re gifted, collaborative and interested by constructing an thrilling profession in finance, you’re precisely the kind of one that may achieve our organisation.

Risk

The Risk division has a elementary duty to guard the Bank. With group-extensive duty for the management and management of credit score, market, operational and reputational dangers, we now have a singular vantage level which permits us a holistic view of our companies and our shoppers. Almost four,000 staff work collectively to realize our ambition to be an business-main danger management organisation.

In an more and more complicated setting, danger management is quick-turning into probably the most wanted place to construct a profession inside the banking world. Risk at Deutsche Bank is relied upon to assist form the technique of the organisation and the broader business agenda.
Place Overview

Overview:
In an ever-altering monetary panorama, the position of the danger division has by no means been extra necessary. A robust danger management tradition helps to strengthen Deutsche Bank’s resilience. The perform identifies aggregates, manages and mitigates danger throughout the core actions together with market danger management, operational danger management and credit score danger management, supporting the bank’s methods while defending its capital and regulatory adherence.

Market Risk Administration continues to drive ahead with the target of turning into an business main perform in its area. One a part of the journey to the goal working mannequin is the evolution of the Market Risk Analysis (MRA) perform. MRA will sit alongside colleagues in Market Risk Administration and ship top quality and in depth evaluation of all the danger metrics produced. This includes robust understanding of the methodologies underlying VaR, SVaR, IRC, CRM, Stress Testing and the commensurate Regulatory and Financial Capital calculations, coupled with a capability to cross reference the uncooked positions to analyse and clarify the connection between mannequin enter and output.

This position is inside the Market Risk Analysis staff overlaying the Structured Finance Enterprise space (together with Securitization).

Key Obligations:
can be answerable for supply of “Actionable” knowledge to Entrance Workplace MRMs, e.g.:

Analysis and explains of VaR, SVaR, IRC, CRM and Financial Capital

Stress testing evaluation , clarify and specification

Again testing evaluation

Advert hoc (“What-if”) analyses e.g. RWA/EC influence of latest trades

Aiding with RWA management, allocation and “flight path” evaluation

Ongoing evaluation of reporting to reconfirm high quality, worth and appropriateness

Drafting analyses to answer Regulatory requests

will help with methodology enhancements and mannequin calibration and updates:

Qualitative evaluation of VaR vols and correlations

Evaluation of market knowledge proxies

Qualitative influence evaluation of methodology enhancement

will assessment restrict utilisation

Help with applicable escalation

Common evaluation and recalibratio

Will drive the event of enhancements in methodology or course of for your enterprise space working as a conduit for different “horizontal” relationships (e.g. MR Methodology, MR CTB)

Work intently and cooperatively with Entrance Workplace MRMs

You’ll have:
Expertise within the Market Risk Administration space

A large understanding of market danger, merchandise and danger measures

Robust analytical expertise and the drive to convey points to decision

consideration to element to make sure continued excessive normal of delivered evaluation

You may be:
A staff participant with clear drive and objective-orientation

An efficient communicator with robust presentation expertise and the power to obviously clarify complicated points

A task mannequin for upholding Deutsche Bank’s Worth and Beliefs

Necessities:
Grad/submit grad diploma in finance/arithmetic/statistics

In depth work expertise in market danger management for Structured Finance Enterprise (together with Securitisation)

In depth information of Structured merchandise

Affect and influence inside and out of doors the workforce demonstrating management qualities in collaboration as a senior member of the staff

Very robust analytic expertise and a spotlight to particulars

Wonderful communication/interpersonal expertise

Good understanding of varied danger frameworks and the way they’re interconnected for bank’s capital

Group oriented, versatile, diligent, and self motivated

Potential to work beneath strain setting the appropriate priorities

For candidates making use of for positions within the US:
Deutsche Bank is an Equal Alternative Employer – Veterans/Disabled and different protected classes. Click on these hyperlinks to view the “ EEO is the Regulation ” poster and pay transparency assertion.

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