Risk Analyst, AVP

About Deutsche Bank and Role Overview

Deutsche Bank is a leading global banking and financial services provider, headquartered in Germany. It offers comprehensive solutions including corporate and investment banking, asset management, and retail finance. The bank has a well-established presence in India and worldwide, serving governments, corporations, and individuals with expertise in capital markets, risk management, and advisory services.

The Market and Valuation Risk Management (MVRM) department provides an independent perspective on market risks and valuation matters to senior management. Within MVRM, the Market Risk Analysis and Control (MRAC) team focuses on delivering all official market risk metrics and core analyses for the Rates asset class. This team works through a business and risk metric-aligned structure supported by central functions, with members spread globally including London, New York, Berlin, Singapore, Mumbai, and Bangalore.

Key Responsibilities

• Validate market risk assessments and maintain robust control frameworks.
• Analyze and review historical simulation VaR, FRTB metrics, and backtesting results, keeping updated with metric developments and underlying drivers.
• Develop and maintain automated reporting and enhanced risk analytics using programming tools such as Python and Tableau.
• Conduct in-depth examinations of risk concentrations or emerging concerns, providing senior management with accurate, high-quality insights.
• Perform analytical evaluation of existing limits and support proposals for establishing new or revising current risk limits.
• Assist in detailed portfolio-level business analysis and effectively communicate findings to senior management and associated committees.

Required Qualifications and Experience

• A university degree in Economics, Mathematics, or another quantitative discipline.
• At least 5 years of experience in Market Risk within financial markets or investment banking; relevant experience in trading, product control, or independent price verification also considered.
• Strong proficiency in Python, VBA, Tableau, and Microsoft Office.
• Solid understanding of market risk measurement methodologies including VaR, RNIV, Economic Capital, and IRC.
• Exceptional communication skills for explaining technical and financial topics to diverse, global stakeholders.
• Team-oriented with motivation to work in a dynamic, international, and diverse environment.
• Ability to manage multiple priorities and deliver quality work within stringent deadlines.
• Motivated to pursue continuous self-development and career growth.
• Hands-on coding skills with Python and Tableau expertise are significant advantages.

Benefits and Support

• Generous leave policies including gender-neutral parental leave.
• Full reimbursement for childcare assistance benefits applicable to all genders.
• Sponsorship opportunities for certifications and further education relevant to the industry.
• Employee Assistance Program extended to employee and family members.
• Comprehensive hospitalization insurance coverage for employees and dependents.
• Accident and term life insurance protection.
• Health screenings provided complimentary for employees aged 35 and above.
• Opportunities for training, coaching, and ongoing professional development.
• Flexible benefits that can be customized to individual needs.

Additional Information

Deutsche Bank promotes a collaborative culture encouraging commercial thinking, responsibility, and initiative. The organization values diversity and inclusion, welcoming applications from all qualified candidates. This role is based in Mumbai, India.