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About the Role

The Market Risk Manager will be responsible for managing trading and fair value banking book risk for credit and equity businesses, including trading, origination, financing, RMBS, securitization, and CRE. This role ensures business units optimize risk-reward relationships and avoid unacceptable losses, requiring collaboration with traders, quants, and research.

Responsibilities

• Set appropriate Risk Appetites for each business level.
• Communicate risk strategies and monitor risk in real-time.
• Monitor intraday and daily limit utilizations and evaluate limit frameworks.
• Communicate risk exposure and breaches to front office and senior risk management.
• Analyze key market risk metrics including VaR, Stress Test, and RWA.
• Advise business on effective hedging strategies.
• Preapprove equity financing transactions, including pre-trade analysis and approval recommendations.
• Support Comprehensive Capital Analysis Review (CCAR) reporting requirements.
• Evaluate portfolio capital efficiencies and identify positions with material RWA and stress utilizations.
• Ensure internal and external governance policies are effectively applied.
• Highlight key risks, new trades/products, and escalate emerging risks.
• Challenge the desk on risks and work cooperatively to allow business growth within the firm's risk appetite.
• Collaborate with Portfolio and Stress Testing teams to ensure key risk positions are well represented.

Requirements

• Moderate experience in market risk management (second line or first line of defense).
• Ideally covering an Equity options business.
• Experience in roles such as valuation with a strong understanding of market risks from trading positions.
• Strong experience in markets-related roles with an emphasis on market risk management.
• Expectation to challenge pricing and hedging strategies for equity financing transactions and/or block trades.
• Understanding/experience covering Securitized products is a plus.
• Ability to run projects independently and build strong relationships across the Bank.
• Familiarity with current regulatory initiatives such as FRTB, Volcker, and stress testing.
• Experience in assessing, quantifying, and implementing appropriate portfolio stress tests.
• High standards of integrity and a commitment to ‘doing the right thing’.
• Team player with great communication skills.

Skills

• Market Risk Management
• Equity options
• Valuation
• Market risk
• Trading
• Structuring
• Equity financing transactions
• Block trades
• Securitized products
• Project management
• Relationship building
• Regulatory initiatives (FRTB, Volcker)
• Stress testing
• Communication

Location

• New York, NY

Work Type

• Hybrid
• Full-time

Experience Level

• Vice President

Salary/Compensations

• $125,000 to $222,500

Benefits

• A diverse and inclusive environment that embraces change, innovation, and collaboration.
• Generous vacation, personal and volunteer days.
• Employee Resource Groups support.
• Competitive compensation packages.
• Health and wellbeing benefits.
• Retirement savings plans.
• Parental leave.
• Family building benefits.
• Educational resources.
• Matching gift and volunteer programs.
• Access to physical, emotional, and financial wellness benefits.

About the Company

• Deutsche Bank is a leading global bank with a dedication to being the Global Hausbank for its clients for over 150 years. Operating in around 60 countries and across more than 150 nationalities, their people provide deep understanding, insights, expertise, and passion to help clients navigate a complex world. They operate across Corporate Bank, Private Bank, Investment Bank, and Asset Management (DWS) divisions, aiming to make a great impact for clients and secure their lasting success and financial security.

Equal Opportunity

• Qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, protected veteran status or other characteristics protected by law.
• Deutsche Bank's Equal Opportunity Policy Statement.
• EEOC Know Your Rights.
• Employee Rights and Responsibilities under the Family and Medical Leave Act.
• Employee Polygraph Protection Act.