Client bank is looking for positions as per following work profile and reposnibilities

Client Bank is exposed to a wide range of risks, such as credit losses, volatility due to variation in market prices and rates, operational failures and liquidity shortages. The Legal, Risk & Capital (LRC) division manages all aspects of these risks from the analysis of counterparty credit risk and the stress-testing of market movements to the protection of the Bank’s infrastructure, information and capital. Within LRC, Risk Analytics & Instruments is responsible for qualifying DB for the Internal Ratings Based (Advanced) approach under Basel II, rating & scoring methodologies in general, calibration & validation of risk parameters, operational risk methodology and Economic Capital modeling as well as its applications (pricing, Client RaRoC, stress testing, portfolio optimization etc.)

Objective of this role is to run and maintain a tactical solution which supports the production of risk parameters to measure the counterparty risk on derivatives. Risk metrics to be supplied are, e.g. Potential Future Exposure, Expected Exposure and MtM under stress scenarios. These metrics are used to identify potential limit breaches of Deutsche Bank’s counterparties and to verify the risk appetite of the bank.

Primary Responsibilities
• Collecting data enrichment information from Finance – Group Risk Control
• Executing existing tactical solutions (VBA under MS Access, Excel) to calculate PFEs
• Uploading PFEs into production environment for publication by risk engines
• Monitoring and reporting of success rates / failures
• Investigation into reasons of failures by checking trade confirmations, data bases, code reading
• Benchmarking of sample trades with regards to their calculation time
• Increase product type coverage by coding of new modules
• Validation & Documentation of such coding
• Integration of new code modules into existing framework
• Front-end development