Intern
Published date: 2024/01/10
- Location: maharshtra, Mumbai, India
The role requires application of qualitative and quantitative techniques to analyse the drivers of market risk profile, related key risk metrics and work with Market risk managers to monitor and limit the risk.
Key responsibilities noted below:
• Provide analytical support to Risk Managers to facilitate risk management / business decisions.
• Analyse VaR/SVaR/Economic capital/ stress testing for respective businesses and/or at DB Group level and explain Day on Day, Week on Week and Month on Month drivers.
• Apply data science techniques to improve current tools and processes used for risk analysis, opportunity to work with risk data available for millions of trades and draw insights for risk management.
• Run processes and controls to check completeness, accuracy and timeliness for Historical Simulation VaR/SVaR process. Opportunity to gain understanding on implementation of new regulations such as FRTB.
Key responsibilities noted below:
• Provide analytical support to Risk Managers to facilitate risk management / business decisions.
• Analyse VaR/SVaR/Economic capital/ stress testing for respective businesses and/or at DB Group level and explain Day on Day, Week on Week and Month on Month drivers.
• Apply data science techniques to improve current tools and processes used for risk analysis, opportunity to work with risk data available for millions of trades and draw insights for risk management.
• Run processes and controls to check completeness, accuracy and timeliness for Historical Simulation VaR/SVaR process. Opportunity to gain understanding on implementation of new regulations such as FRTB.
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