Market Risk Stress Testing - Assistant Vice President - Vice President

    • New York, NY

Job Description:
Job Title: Market Risk Stress Testing

Corporate Title: Assistant Vice President - Vice President

(ALL ROLES TO BE CONSIDERED)

Location: New York, NY

Overview

As a Stress Testing Analyst you will focus on the calculation, validation and risk-based explanations of market risk full revaluation stress testing results for both regulatory & internal stress testing for Deutsche Bank US operations and entities. The role includes oversight and review of the CCAR 14A and 14Q submissions and quarterly Capital Management submissions for Deutsche Bank's US Holding Company, in addition to weekly stress testing for risk appetite across a range of US entities. You will be expected to develop an understanding of the dynamics of the drivers of the market risk profile and explain how they impact full revaluation stress testing results to business facing market risk managers, Front Office and Finance.

What We Offer You:

  • We offer competitive health and wellness benefits, empowering you to value life in and out of the office
  • Retirement Savings Plans, Parental Leave, and other family-friendly programs
  • On-site cafeteria, health center, and communal meeting areas
  • Active engagement with the local community through Deutsche Bank's specialized employee groups


Hear from our people and look inside our office: DB@The Muse

Your Key Responsibilities:
  • Provide analytical and business support in running of market risk stress testing under both regulatory (CCAR/DFAST) and firm's internal risk limit frameworks
  • Design, develop, and document control processes around stress testing to ensure accuracy and completeness of stress test results submissions
  • Leverage evaluative judgment and analytical skills to review, troubleshoot, and explain stress test results, including market to market (MTM), Issuer Default Loss (IDL) and Risk Weighted Asset (RWA) projections
  • Define requirements for automation solutions for stress testing for both regulatory and BAU process


Your Skills and Experience:
  • Math(s), sciences, finance, business or other relevant degrees preferred. MS or higher education an advantage
  • Post graduate finance related qualification (i.e. CFA or FRM) an advantage
  • Experience of working in a markets investment banking environment either in a valuation, risk management or front office (i.e. trading/structuring) capacity
  • Self-starter, capable of working independently while being a team player, and providing support to colleagues as required
  • Understanding of pricing model dynamics, market variables impacting pricing, and basic P&L risk based explain


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 our diversity and inclusion policy and initiatives.

We are an Equal Opportunity Employer - Veterans/Disabled and other protected categories. Click these links to view the following notices: EEO is the Law poster and supplement; Employee Rights and Responsibilities under the Family and Medical Leave Act; Employee Polygraph Protection Act and Pay Transparency Nondiscrimination Provision.


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