Market Risk Manager - AVP Market Risk Manager - AVP …

Deutsche Bank
in Sydney, New South Wales, Australia
Permanent, Full time
Last application, 19 Aug 19
Deutsche Bank
in Sydney, New South Wales, Australia
Permanent, Full time
Last application, 19 Aug 19
Market Risk Manager - AVP


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.

Position Overview


The primary objective of market risk management is to ensure that business units of the bank optimize the risk-reward relationship and do not expose it to unacceptable losses. This objective drives all of the activities conducted within MRM and we work closely with risk takers, risk managers and control and support groups in the process to ensure these objectives can be met.

Key Responsibilities
  • Daily monitoring of ANZ risk positions and changes in the portfolio (across all asset classes – Rates, Credit and Equities)
  • Assist Head of ANZ Market Risk monitor and review overall ANZ risk exposures
  • Daily review of ANZ economic data, cross-asset class market news and price movements
  • Report preparation, risk analysis and commentary incl. communication to senior MRM management
  • Monitor ANZ limits and advise/take action when necessary
  • Assist in model and methodology awareness and be a key liaison point with model val and methodology staff.
  • Highlight gaps and weaknesses in current coverage, measurement and/or methodologies
  • Assist on the preparation for FRTB
  • Assist with RNIV and RNIEC reviews.
  • Audit and regulatory inspection preparation

Skills & Qualifications
  • Post-Graduate Qualification in a quantitative discipline preferred.
  • Established experience (>5 years) in market risk management and exposure to a trading environment will be highly regarded
  • Ideally will have had exposure to a number of asset classes including Rates, Credit and Equities
  • A solid understanding of derivatives products, their pricing and risk profiles
  • Be able to interact and build relationships with both senior trading and risk staff.
  • A problem solver who is able to work independently

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.

Deutsche Bank does not accept unsolicited curriculum vitae from third party vendors.