Market Risk Manager Market Risk Manager …

Deutsche Bank
in London, England, United Kingdom
Permanent, Full time
Last application, 24 Jan 20
Negotiable
Deutsche Bank
in London, England, United Kingdom
Permanent, Full time
Last application, 24 Jan 20
Negotiable
You'll be joining the Market Risk Team who have responsibility for independent risk management oversight.

Job Title: Market Risk Manager
Corporate Title: Vice President
Division: Risk
Location: London

Overview:

You'll be joining the Market Risk Team who have responsibility for independent risk management oversight and embedding the Group's Risk Management Framework within the Business Divisions and Infrastructure functions. You will also contribute to the setting of risk appetite for given risk type, and monitor against it.

Key Responsibilities:

  • Ensuring risk completeness and accuracy
  • Daily monitoring of risk, stress and Value at Risk (VaR) exposures
  • Developing and implementing Risk Not In VaR (RNIV) and Stress Testing analyses
  • Ensuring internal and external governance policies are being effectively applied
  • Liaising with trading desks with respect to exposures, new business and market activity

Skills & Qualifications:

  • Experienced Market Risk Manager with a focus on traded exotic products in the Rates and/ or Hybrids asset classes
  • Strong experience in markets related roles with an emphasis on market risk management
  • A strong understanding of market risk controls and governance frameworks
  • Good knowledge of industry standard exotic Interest Rate/ Foreign Exchange/ Equities derivative pricing models
  • Good knowledge of commonly traded exotic products including rationales, flows and risks (including structural, non-linear, cross and model)
  • Excellent understanding of VaR and RNIV methodologies
  • Previous experience in assessing, quantifying and implementing appropriate portfolio stress tests
  • Previous experience in defining, assessing and implementing limits
  • A working knowledge of economic and regulatory capital
  • Familiarity with current regulatory initiatives such as Fundamental Review of Trading Book, Volker and stress testing

Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.

We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

Please visit https://www.db.com/cr/en/our-people/diversity--management.htm to find out more about diversity and inclusion at Deutsche Bank

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