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Market Risk Manager, CPM

Deutsche Bank
London, United Kingdom
Closing date
Dec 7, 2023

View more

Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Job Description:

Job Title Market Risk Manager

Location London

Corporate Title Vice President

The Chief Risk Office function has Group-wide responsibility for the management and control of all credit, market, operational, enterprise and liquidity risks and has the responsibility of continual development of methods for risk measurement, frameworks and creating a bank wide strong risk culture. Deutsche Bank has been named 'Bank Risk Manager of the Year' by the leading publication for the second consecutive year (2020 & 2021).

As a Market Risk Manager, you will be responsible for global coverage of Counterparty Portfolio Management (CPM), you will work within a team whose mission is to achieve the effective oversight of the central X - Value Adjustments (xVA) management and capital hedging desk.

What we'll offer you

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.

Hybrid Working

We understand that employee expectations and preferences are changing. We have implemented a Hybrid Working Model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them.

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
Your key responsibilities
  • Daily monitoring of risk, stress and Value-at-Risk (VaR) exposures against limits, and driving both the articulation and adherence to risk appetite
  • Engage and challenge Front Office (FO) desk heads and senior traders with respect to exposures, new business, market activity, risk culture, controls, and risk appetite; escalate risk exposures and issues as required to senior management within the Chief Risk Office (CRO) function
  • Partner with other Risk management functions such as Market Risk Analysis and Control, Methodology, Portfolio, Market Data and associated Working Groups and Committees
  • Ensure risk completeness and accuracy, ensure that the limit framework and appetite is commensurate with infrastructure, and develop and implement the Risks-not-in framework
Your skills and experience
  • Math(s), Sciences, Finance, Business, or other relevant degrees preferred. Masters or higher education is an advantage.
  • Experience in market risk management, either within the second line (market risk) or first line (trading, structuring). Prior asset class experience in xVA, derivative counterparty risk or traded credit is preferred. Experience in roles such as valuation will be considered, if the candidate can show a great understanding of the market risks arising from trading positions.
  • Firm understanding of credit, FX, interest rate, and commodity derivative products and related risk methodologies. Ability to understand and explain the impact of financial and economic events on markets and market risk positions.
  • Technical skills in Python, Tableau or similar applications is preferred.
How we'll support you
  • Training and development to help you excel in your career
  • Flexible working to assist you balance your personal priorities
  • Coaching and support from experts in your team
  • A culture of continuous learning to aid progression
  • We value diversity and as an equal opportunities' employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (e.g. screen readers, assistive hearing devices, adapted keyboards)
About us and our teams

Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do.

Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.

We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

Visit Inside Deutsche Bank to discover more about the culture of Deutsche Bank including Diversity, Equity & Inclusion, Leadership, Learning, Future of Work and more besides.

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