Deutsche Bank | Jobs | Valuations Analyst | BigDataKB.com | 04-02-22

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Job Location: Mumbai

Valuation Control is a specialist group within Market and Valuations Risk Management (MVRM) that manages a wide range of relevant risk and implementation topics to ensure integrity and control over all aspects of the valuation of the Banks trading portfolios.

This includes:

  • Performance of monthly and intra-month Independent Price Verification (IPV), Reserves and Prudential Capital
  • Oversight and development of valuation, reserve and Prudential Capital methodologies
  • Analysis and management of key valuation uncertainty issues through DBs senior management
  • Review of bespoke derivative and structured financing trades
  • Valuations works closely with its Risk Management partners, Finance, and Trading globally and employs a team extension model in Mumbai.

What we ll offer you

As part of our flexible scheme, here are just some of the benefits that you ll enjoy

  • Best in class leave policy
  • Gender neutral parental leaves
  • 100% reimbursement under child care assistance benefit (gender neutral)
  • Flexible working arrangements
  • Sponsorship for Industry relevant certifications and education
  • Employee Assistance Program for you and your family members
  • Comprehensive Hospitalization Insurance for you and your dependents
  • Accident and Term life Insurance
  • Complementary Health screening for 35 yrs. and above

Your key responsibilities

  • The primary function of the role is to have an oversight, review and critique of the valuation control framework working in partnership with Risk function methodology specialists.
  • Being a senior role, the candidate is required to demonstrate in-depth knowledge of Rates markets in both cash and derivative product, and to have solid understanding of other product groups given the diverse scope of the Rates desk trading mandate.
  • The candidate is expected to bring well-developed stakeholder management and leadership skills in addition to infrastructural and product technical skill sets and to establish a solid commercial and valuation risk culture in partnership with senior stakeholders.
  • Key Stakeholders: Senior Risk, Valuations and Finance Management, Front Office and Regulators.

Your skills and experience

  • Ideally the candidate will have several years of experience within the valuation / Market Risk departments of a large investment bank with in-depth knowledge of Rates and Currency markets.
  • Specific exposure to IPV, reserving, pricing and modelling aspects of valuation control of trading businesses is preferred.
  • Good working knowledge of Excel, VBA and possibly Python, hands-on experience of market data providers including Reuters, Bloomberg, ISMA and Markit.

Apply Here

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