Market Risk CCAR Analytics - VP
- New York, NY, USA
- Permanent, Full time
- Deutsche Bank - US
- 24 Sep 16
Deutsche Bank A Passion to Perform. It’s what drives us. More than a claim, this describes the way we do business. We compete to be the leading global provider of financial services, balancing passion with precision to deliver superior solutions for our
clients. This is made possible by our people: agile minds, able to see beyond the obvious act effectively in an ever-changing global business landscape. As you’ll discover, our culture supports this. Diverse, international and shaped by a variety of different perspectives, we’re driven by a shared sense of purpose. At every level agile minds are rewarded with competitive pay, support and the opportunity to excel.
Named the "Best Global Investment Bank“ in Euromoney Magazine’s annual Awards for Excellence, Deutsche Bank is a leader in Germany and Europe and is continuously growing in North America, Asia and key emerging markets.
The Risk division has a fundamental responsibility to protect the Bank. With group-wide responsibility for the management and control of credit, market, operational and reputational risks, we have a unique vantage point which allows us a holistic view of our businesses and our clients. Nearly 4,000 employees work together to achieve our ambition to be an industry-leading risk management organisation.
In an increasingly complex environment, risk management is fast-becoming the most sought after place to build a career within the banking world. Risk at Deutsche Bank is relied upon to help shape the strategy of the organisation and the wider industry agenda.
Our people are outstanding individuals with agile minds, from a diverse range of backgrounds and cultures. They generate fresh ideas and innovative solutions which set us apart from our competitors and add value to our clients.
Role Description – Market Risk CCAR Analytics - VP
• Lead overall internal Global Market shock results analytic for CCAR/DFAST exercise as well as any adhoc or enterprise wide stress test for IHC
• Lead in any in depth analytics at trade or book or asset level required to supplement results coming from system
• Coordinate with Scenario design lead, market risk portfolio managers and Market Risk Portfolio analytic managers to ensure capture of all material and emerging risk IDs in the results
• Coordinate with MTM production lead to ensure accuracy of figures produced
• Coordinate with Group Portfolio Stress Testing Team’s scenario expansion team for assessment of scenario design and pricing information set up and conduct analytics there off
• Provide front to back analytic support on all Trading MTM and IDL related issues.
• Mentor junior staff and lead from the front
• Masters/Phd in quantitative field (preferred)
• Market risk background
• Previous CCAR experience
• Understanding of market risk concepts
• Team player
• Ability to lead through influencing.
For candidates applying for positions in the US:
Deutsche Bank is an Equal Opportunity Employer - Veterans/Disabled and other protected categories. Click these links to view the “EEO is the Law” poster and pay transparency statement.