Job Description:
JOB TITLE: Assistant Vice President - {DB8069020}
DB USA Core Corporation seeks an Assistant Vice President in New York, NY to manage and control risks. Requires a Master's degree in Financial Mathematics, Finance, or related field or equivalent and two (2) years of experience utilizing computer languages, including Python and SQL for statistical analysis and risk management of portfolios in the Americas region and different legal entities within the financial services industry; conducting statistical analyses, including analysis of portfolio trends, Value at Risk (VaR) calculation, Extreme Value at Risk, and marginal risk calculations; improving and developing automation capabilities related to all aspects of portfolio risk, including RWA, VaR, CCAR and RDARR KPI reporting to Federal Reserve Board (FRB), board members and risk managers; preparing quarterly Federal Financial Institutions Examination Council (FFIEC) 102 reporting; improving data quality associated with MR RWA Spot and CCAR projections related to NSD, SSFA, and Equity components; supporting market risk re-engineering and closures of market risk audit findings by developing existing controls/checks, automating manual work processes with python, and validating existing reports, including calculating spread implied rating of bonds for NSD RWA; validating equity RWA numbers with FO systems; utilizing Market Risk RWA calculation to guide product manager and developers in developing, enhancing, and modifying market risk systems logic used to calculate risk metrics; and advising risk managers on capital calculations and positions within their books and impact on the overall portfolio. Salary range: $146,000.00 - $165,000.00/year This position is eligible for Deutsche Bank's Employee Referral Incentive Program.
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