The vast majority of DB’s businesses are subject to market risk, defined as the potential for change in the market value of our trading and invested positions. Risk can arise from changes in interest rates, credit spreads, foreign exchange rates, equity prices, commodity prices and other relevant parameters, such as market volatility and market implied default probabilities. The market risk can affect accounting, economic and regulatory views of our exposure. Market Risk Management (MRM) is part of DB’s independent Risk function and sits within the Market & Valuation Risk Management (MVRM) function. One of the primary objectives of MRM is to ensure that the business units’ risk exposure is within the approved risk appetite commensurate with its defined strategy. To achieve this objective, MVRM works closely together with risk takers (“the business units”) and other control and support groups.

• Daily monitoring of NJA Linear risk positions and changes in the portfolio • Monitoring of VaR/SVaR/IRC drivers and impact on RWA optimization. • FRTB oversight and impact analysis • Assist APAC FIC head monitor and review overall APAC FIC risk exposures • Daily review of APAC economics, fixed income and FX market news and price movements • Report preparation and communication to senior MRM management • Monitor FIC limits and advise/take action when necessary

• 10+ of experience in Market Risk, Valuations or Trading/Structuring experience • Working experience in derivative products including FX/Rates vanilla options and structured products • Interaction with front office and finance functions • MSc in mathematical background (Financial Mathematics preferred)

For more details, please refer to the company website.