Market Risk - Portfolio Risk Analyst - Assistant Vice President Market Risk - Portfolio Risk Analyst - Assistant  …

Deutsche Bank
in Singapore, Singapore, Singapore
Permanent, Full time
Be the first to apply
Competitive
Deutsche Bank
in Singapore, Singapore, Singapore
Permanent, Full time
Be the first to apply
Competitive
Market Risk - Portfolio Risk Analyst - Assistant Vice President
Position Overview

This role provides analysis of risks for a specific risk type (e.g. Credit, Market, Liquidity, Operational) and independently assesses material risks and/or key controls (as required), providing challenge where needed. They monitor risk exposures and performance or key risk metrics, using and reviewing the risk type methodologies and supporting development of these where appropriate. Role holders also support decision-making and approvals around risks and preparation of key risk documentation and reports. For Credit Risk: determines risk / return ratio and associated limit framework on client level lean risk transactions and assigns / approves credit ratings makes decisions and approvals based on their allocated authority level.

Role Responsibilities:
  • Work within the APAC MRM Portfolio team with close interaction with the Global team and provide MRM portfolio coverage for APAC (Aust/NZ, Japan and NJA)
  • Cross asset class analysis and deep-dives, covering all asset classes (FX, rates, credit and commodities)
  • Be the central point for APAC risk information to the MRM APAC head and senior regional and global MRM staff
  • Assist in running regional MRM risk calls
  • Assist in global and local initiatives on what-if scenarios, stress tests, liquidity/turnover analysis and optimal risk allocation
  • Prepare risk information for senior MRM and Trader risk meetings
  • Attend senior risk meetings, help on minutes, action items, follow-ups
  • Ad hoc preparation of risk and market information for various meetings, conference calls etc.
  • Help provide QA reviews on portfolio risk metrics, VaR backtesting oversight, market data and risk mappings


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.

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