Vice President of Market Risk Manager

Join Deutsche Bank as the Vice President of Market Risk Manager. In this role, you will be responsible for managing trading and fair value banking book risk across various credit and equity businesses. You will work closely with traders, quants, and research teams, and will be expected to optimize the risk-reward relationship while ensuring the firm is not exposed to unacceptable losses. Prior experience with cash and derivative equity and/or fixed income products is preferred.

• Assurer la gestion des risques de marché pour les activités de trading et de banque, en fournissant une vue d'ensemble des risques de marché à la direction.
• Collaborer avec les unités commerciales pour optimiser la relation risque-rendement et éviter les pertes inacceptables.
• Surveiller les limites d'utilisation intrajournalières et quotidiennes, évaluer les cadres de limites et communiquer l'exposition au risque.
• Expectation to challenge the pricing and hedging strategies for equity financing transactions and/or block trades
• Having an understanding/experience covering Securitized products is also a plus
• Moderate experience in market risk management, either as a second line (market risk) or as a first line (trading, structuring) of defense, ideally covering an Equity options business. 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
• Ability to run projects independently and build strong relationships across the Bank
• Strong experience in markets-related roles with an emphasis on market risk management
• Team player with great communication skills
• High standards of integrity and a commitment to ‘doing the right thing’
• Familiarity with current regulatory initiatives such as Fundamental Review of Trading Book (FRTB), Volcker, stress testing
• Experience in assessing, quantifying and implementing appropriate portfolio stress tests
• Experience in Market Risk Management, ideally in covering an equity business (incl derivatives)