Market Risk Manager Securitization / Structured Credit - Vice President
Job Description:
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Job Title: Market Risk Manager
Corporate Title: Vice President
Location: New York, NY
Overview
_The position is within Market Risk Management, which is responsible for managing trading and fair value banking book risk for a breath of credit businesses including Securitization, Commercial Real Estate and Structured Credit within Deutsche Bank._
_Market Risk Management (MRM) carries out this responsibility independently providing a comprehensive view of market risks to Senior Management. The professional will ensure that Business units of the Bank optimize the risk-reward relationship and do not expose the Firm to unacceptable losses. We are looking for a Self-motivated professional who can work well in a fast paced environment, collaborating within a team, and interacting with traders, quants, research, etc. on a daily basis. Prior experience with fixed_
_income products are preferred._
What We Offer You
· A diverse and inclusive environment that embraces change, innovation, and collaboration
· A hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer days
· Employee Resource Groups support an inclusive workplace for everyone and promote community engagement
· Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits
· Educational resources, matching gift and volunteer programs
What You’ll Do
· Set appropriate Risk Appetite for each business level. Sit with the traders and monitor and manage risk real time on a day-to-day basis
· Monitor daily limit utilizations, evaluate limit frameworks and communicate risk exposure and breaches to front office and senior risk management
· Analyze stress test scenarios and direct hedging strategies based on economics, VaR,stress test and capital efficiencies. Advise business on stress/capital capacity allocations and hedging strategies.
· Ability to understand risk contributors and drivers of VaR, Economic Capital and Stress loss.
· Support Comprehensive Capital Analysis Review (CCAR) quarterly, semi-annual, a...
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