Risk The Risk division has a fundamental responsibility to protect the Bank. With group-wide responsibility for the management and control of credit, market, operational and reputational risks, we have a unique vantage point which allows us a holistic view of our businesses and our clients. Nearly 4,000 employees work together to achieve our ambition to be an industry-leading risk management organisation.
In an increasingly complex environment, risk management is fast-becoming the most sought after place to build a career within the banking world. Risk at Deutsche Bank is relied upon to help shape the strategy of the organisation and the wider industry agenda.
The candidate will project manage Risk in Banking Book (RiBB) for Asia Pacific with view to implement and maintain a comprehensive framework to identify, measure, monitor & manage Banking Book risks. In addition the candidate will also help strengthen the LRC mandate, focussing particularly on liquidity framework and portfolio analysis. Responsibilities will include
Establishing a formalized and proactive risk identification process, ensuring all main risks are captured in infrastructure, stressed appropriately, and reported to external and internal stakeholders
Market risk oversight for DB's activities in Banking Book, providing a comprehensive and independent view of market risks to Senior Management
Ensure local regulatory requirements in APAC for banking book risk management are included in scope of global projects and solutions implemented
Assist to establish a formalized and proactive liquidity risk identification process to ensure LRC is well versed in internal and external factors impacting liquidity risk, thereby enabling LRC to serve as an effective challenge function to Treasury.
Perform trend analysis and reporting on emerging liquidity risks to appropriate governing bodies.
Support for dealing with internal and external audit requests
Review of new products in the business area (NPA) as well as single deal transaction approval
Propose modifications to liquidity risk limits, as triggered via calibration or on a discretionary basis
The role will involve liaison with business and other Risk and Infrastructure areas. The role involves a constant exploration of risk management issues within the business functions allocated and leading projects
The position requires the successful applicant to be able to work independently without micro-management and deliver results in a timely manner.
The successful candidate will have at least 7 years experience in a financial markets role preferably in market risk management function of a universal or investment bank.
Extensive experience in managing large scale projects and functional and/or disciplinary management of employees/teams
Excellent knowledge of key risk measures (e.g. duration, PV01, CS01, VaR, EC, NII) & models across asset classes models
Understanding of the functional, technical and regulatory requirements for the market risk management function
Understanding in Finance and IFRS accounting framework
Experience in internal stress testing model development, audit/validation and documentation background.
An understanding of bank assets and on and off balance sheet liabilities.
Knowledge of the behaviour of capital markets products.
High aptitude with respect to topical issues in liquidity regulation such as Basel III and CRD IV are necessary.
Ability and experience to organise and lead across different time zones and cultures.
Excellent communication and presentation skills
Strong analytical and problem-solving skills and demonstrated ability to work independently.
The position requires an experienced and confident individual with management and leadership potential
This is an interesting and diversified role with exposure to multiple business and infrastructure functions within the bank. The team is a highly skilled group individual with different cultural backgrounds, which are placed across the different regions in which DB is present.
Deutsche Bank offers a challenging and rewarding career where your contribution is valued and rewarded. We have an inclusive and friendly working environment coupled with excellent facilities and benefits.
Deutsche Bank is an equal opportunity employer who seeks to recruit and appoint the best available person for a job regardless of marital status, sex (including pregnancy), age, religion, belief, race, nationality and ethnic or national origin, colour, sexual orientation or disability.