Risk Stress Testing - Assistant Vice President

Compensation

: $205,500.00 - $205,500.00 /year *

Employment Type

: Full-Time

Industry

: Executive Management



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Job Description:Job Title: Risk Stress TestingCorporate Title: Assistant Vice PresidentLocation: New York, NYOverviewAs a member of the portfolio stress testing team within Market Risk Management you will be responsible for production, review and analysis of stress testing results for 14A and 14Q MTM submissions for CCAR and internal stress testing results for senior management. You will be partnering with Finance, Risk, IT & US MRM leads to develop reconciliations and reporting to enable business review and challenge and provide transparency around drivers of stress test results and the Deutsche Bank USA CCAR Capital Plan submission.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 groupsHear from our people and look inside our office: DB@The MuseYour RoleWhat You'll Do:* Provide analytical and business support in running of BAU Stress testing under both regulatory (CCAR/DFAST) and firm's internal risk limit frameworks; should have understanding of pricing models and variables impacting pricing* Design and development of reconciliations to ensure consistency across various data sources used for stress testing* Leverage evaluative judgment and analytical skills to investigate and explain stress test results* Define requirements for automation solutions for both production and reporting for CCAR submissionSkills You'll Need:* Understanding of products traded within Capital market business (Equity options, Interest rate swaps, Munis , Corporates etc.) from a market risk standpoint ( i.e. risk measures such as Delta, CS01, Volatility risk) and familiarity with general concepts of VaR, sVaR* Familiarity with Deutsche Bank Analytics pricing models and related risk explains and intellectual curiosity to quickly identify issues and concerns in model results* Ability to understand and effectively communicate technical details to various stakeholders* Advanced Excel with VBA , ability to deal with large data sets using SQL query, Python and/or R packagesSkills That Will Help You Excel:* Familiarity with US Regulatory Framework for Stress testing (CCAR/Dodd Frank Act)* Self-starter, capable of developing solutions for complex reconciliations* Familiarity with Deutsche Bank systems and data architectureOur 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.Deutsche Bank is 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.
Associated topics: banking, chief finance officer, credit, director finance, expense, finance, fiscal, investment banking, revenue, risk * The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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