Market Risk Management – Structured Finance

London, England, gb
Company: Deutsche Bank
Category: Business and Financial Operations Occupations
Published on 2021-08-05 06:13:21

Overview

Job Title Market Risk Management – Structured Finance

Location London

Corporate Title Vice President

Market Risk Management (MRM) provides an independent view of market risks to Deutsche Bank’s senior management and manages the Market Risk position in a neutral way. MRM strives to incentivise the trading businesses to implement better risk management practices. MRM is thus an important partner for the trading business and its contribution is central to ensuring that the levels of risk-return ratios for the Bank are in line with the risk appetite of the bank.

You will be part of the Risk division within the bank. MRM analyses and communicates risk in a transparent way and participates in the decision-making processes of the different businesses.

What we’ll offer you:

A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That’s why we are committed to providing an environment with your development and wellbeing at its center.

You can expect:

  • Competitive salary and non-contributory pension

  • 30 days’ holiday plus bank holidays, with the option to purchase additional days

  • Life Assurance and Private Healthcare for you and your family

  • A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits

  • The opportunity to support a wide ranging CSR programme + 2 days’ volunteering leave per year.

Your key responsibilities:

  • Understanding the risk and market dynamics affecting the Securitised Trading desk’s portfolio. This includes Collateralised Loan Obligations (CLO), Residential Mortgage-Backed Securities (RMBS), Commercial Mortgage-backed Securities (CMBS) and Asset-Backed Securities (ABS) products across the capital stack from

  • Responsible for communicating within MRM and with business on important risk issues, explaining Value at Risk (VaR) moves, capital changes and stress testing methodologies

  • Responsible for analysis of the risks and rewards of New Trades or Products and contributing to the decision-making process of these trades

  • Contribute to the identification, measurement, management, control and reporting of key risks; assistance in coverage across Flow and Structured Credit

  • Responsible for advising traders and risk takers on overall risk profile and Risk-Weighted Asset (RWA) implications while maintaining a constructive dialogue

Your skills and experience:

  • Experience in the financial markets, with an understanding of market risk experience desirable

  • Expertise in Structured Finance markets (Structured Credit derivatives and complex structures, familiarity with securitization markets and pricing)

  • Proficient in Excel, VBA programming, Bloomberg and/or Intex

  • Demonstrable quantitative skills with a degree in Maths, Science, Economics or related field

  • Strong communication skills with ability to articulate complex risk issues succinctly and clearly

How we’ll support you:

  • Training and development to help you excel in your career

  • Flexible working to assist you balance your personal priorities

  • Coaching and support from experts in your team

  • A culture of continuous learning to aid progression

About us and our teams:

Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do.

Deutsche Bank & Diversity

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.

Click here to find out more about diversity and inclusion at Deutsche Bank

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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