Deutsche Bank Hiring Market Risk Analyst (Pune) | ₹6-12 LPA

Job Description

Market Risk Management (MRM) provides an independent assessment of market risks to Deutsche Bank’s senior management and oversees the bank’s market risk position in a neutral and independent manner.

The Market Risk Analysis and Control (MRAC) function delivers official market risk metrics and core analysis to support risk management decisions for the Market Risk Management department.

The team operates globally with members located in London, New York, Singapore, Mumbai, and Pune. Work is structured through a matrix aligned by business asset classes and risk metrics, supported by central functions.

Team Structure

• Asset Class Teams: Manage end to end processes for specific asset classes including infrastructure and market data optimization, and coordination with Market Risk Management. Asset classes include Equity, Credit, FX, Rates, Emerging Markets, and Treasury.
• Metric Production and Analysis: Validate risk position data and calculate official market risk exposures and metrics using historical simulation. Provide analysis and commentary across risk metrics.
• Strategic Production: Responsible for FRTB calculations, processes, controls, and reporting.
• Run the Bank (RTB) Change: Focus on continuous improvement, process optimization, stability enhancements, and test execution management.
• Data Quality and Operational Governance: Ensure data standards, completeness, accuracy, governance, and BCBS compliance.
• Reporting: Manage strategic reporting requirements, improve reporting inventory and production, and maintain quality of key reports.
• COO Function: Supports organisational development, audit management, and regulatory coordination.

Key Responsibilities

This position supports activities across limits management, data quality, and reporting for individual asset classes and the bank overall.

• Prepare and distribute daily, weekly, and monthly market risk limit reports.
• Investigate limit threshold breaches or near misses and conduct periodic exposure reviews.
• Maintain compliance with the limits framework by collaborating with MRAC teams and Market Risk Managers, while coordinating with IT for enhancements and UAT activities.
• Identify, analyse, and resolve data quality issues using the bank’s data governance framework.
• Monitor metric production processes to ensure adherence to operational run books and communicate any production issues.
• Track and report KPI metrics to maintain strong governance and control across processes.
• Work with MRAC teams, Market Risk Managers, and Finance teams to support risk analysis and resolve asset class related issues.
• Analyse data to highlight issues affecting daily production and contribute to improvement initiatives.
• Participate in governance discussions related to BCBS239 compliance.