DWS Senior Risk Manager
Deutsche Bank
- Pune, Maharashtra
- Permanent
- Full-time
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 centre. 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
- Conducting model validations on the DWS models, both in-house and vendor models, based on regulatory guidance, internal policy and procedures and best industry practice and communicate findings and recommendations to model owners and prepare the model validation reports
- Working closely with Investment teams on topics including model assumptions and limitations to ensure models remain fit for purpose
- Carry out independent model reviews on complex topics in accordance with business needs and regulatory requirements
- Review ongoing model monitoring reports, identify potential model risk and document the findings to key stakeholders while evaluating the corrective actions
- Building benchmark models used across the model validation team, design backtesting or other methodologies to test the conceptual soundness of model assumptions.
- Provide guidance to junior members of the model validation team
- Strong experience in quantitative risk management, model validation or model development from across the Investments, Consulting or Banking industry with sound experience of validating or developing valuation or risk models across asset classes such as FX, Rates and Equities
- Strong quantitative skills across programming languages such as R, SQL, C++, SAS, Python, MATLAB. Expertise in at least one of Python or C++ is essential.
- Solid understanding of valuation methods, capital markets, portfolio theory and risk management
- Excellent verbal and written communications skills -- previous experience of writing either technical documentation related to model validation or development or independent peer-reviewed research articles
- Educated to post-graduate degree level in a quantitative field such physics, mathematics, statistics, economics or engineering, or with relevant industry experience / professional qualification
- Training and development to help you excel in your career
- Coaching and support from experts in your team
- A culture of continuous learning to aid progression
- A range of flexible benefits that you can tailor to suit your needs