Valuations Analyst

Department Icon Risk Management & Compliance
93+ Applicants
Posted: 9 months ago
3-7 years
Maharashtra
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Posted: 9 months ago
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Applicants: 93+
Job Description
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Job Description

    Position Overview
    In Scope of Position based Promotions (INTERNAL only)
    Job Title: Valuations Analyst
    Corporate Title: Associate
    Location: Mumbai, India
    Role Description
    Valuation Control is a specialist group within Market and Valuations Risk Management (MVRM) that manages a wide range of relevant risk and implementation topics to ensure integrity and control over all aspects of the valuation of the Bank's trading portfolios.
    This includes:
    Performance of monthly and intra-month Independent Price Verification (IPV), Reserves and Prudential Capital
    Oversight and development of valuation, reserve and Prudential Capital methodologies.
    Analysis and management of key valuation uncertainty issues through DB's senior management
    Review of bespoke derivative and structured financing trades
    Valuations works closely with its Risk Management partners, Finance, and Trading globally and employs a team extension model in Mumbai.
    What Well Offer You
    As part of our flexible scheme, here are just some of the benefits that youll enjoy
    Best in class leave policy
    Gender neutral parental leaves
    100% reimbursement under childcare assistance benefit (gender neutral)
    Sponsorship for Industry relevant certifications and education
    Employee Assistance Program for you and your family members
    Comprehensive Hospitalization Insurance for you and your dependents
    Accident and Term life Insurance
    Complementary Health screening for 35 yrs. and above
    Your Key Responsibilities
    Perform the IPV(Independent Price Verification), Fair Value adjustments (FVA reserves), Fair Value Hierarchy levelling, Day1 PNL assessment, Prudential Valuations (Pruvals) calculations of products such as Bonds, Loans, Swaps, Securitized Products, Derivatives (including Forwards, Options and CDS), FX, IR Swaps, Swaption, Inflation Swaps, Inflation Options, other Interest Rates products etc.
    Report and provide analysis of pricing variance drivers, perform due diligence on the reliability of market data from multiple sources such as Bloomberg, Markit-Totem, brokers and other independent sources.
    Take ownership of the process and models, thoroughly understand the underlying financial and mathematical concepts, and make change / improvements, in consultation with other stakeholders, if situation warrants.
    Increase the process efficiency by automating manual steps in the processes. Co-ordinate with CTB to increase efficiency.
    Develop strong relationships with product control, risk management and quantitative departments on valuation and modeling issues.
    Ensure controls around processes such as completeness and accuracy, and adherence to key operating procedure.
    Discuss IPV, FVA reserves, Levelling and Prudential Valuations results with regional Valuation Teams, Desk and other stakeholders.
    Be involved in Strategic, Tactical/ ad-hoc projects / investigation requests from Stakeholders.
    Ensure proper back-ups are created and assist other teams during contingencies (Staff shortage, high volumes etc). Create / modify / update the supporting documentation like KOP/SOP etc.

    Looking to get Placed? Try our Placement Guarantee Plan


    Your Skills And Experience
    Ideally the candidate will have several years of experience within the Valuation / Market Risk departments of a large investment bank with in-depth knowledge of Credit, Rates, or Currency markets.
    Specific exposure to IPV, reserving, pricing and modelling aspects of valuation control of trading businesses is preferred.
    Good working knowledge of Excel, VBA and possibly Python, hands-on experience of market data providers including Reuters, Bloomberg, ISMA and Markit
    Good communication skills
    How Well Support You
    Training and development to help you excel in your career
    Coaching and support from experts in your team
    A culture of continuous learning to aid progression
    A range of flexible benefits that you can tailor to suit your needs
    About Us And Our Teams
    Please visit our company website for further information:
    https://www.db.com/company/company.htm
    We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.
    Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.
    We welcome applications from all people and promote a positive, fair and inclusive work environment.,

Skills

PythonImplementationAnalystVBAISMAPythonRates MarketsBloombergCredit MarketsCommunication SkillsValuation ControlMarket Data ProvidersCurrency MarketsReutersExcelMarket RiskMarkit

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About Company

Deutsche Bank AG is a leading global investment bank and financial services company headquartered in Frankfurt am Main, Germany. Founded in 1870, the bank operates in 60+ countries and serves corporations, governments, institutional investors, small and medium‑sized businesses, and private clients.

Deutsche Bank’s core business divisions include the Corporate Bank, Investment Bank, Private Bank, and Asset Management (DWS). The bank is recognized for its expertise in foreign exchange, fixed income, M&A advisory, transaction banking, and wealth management.

In 2024, Deutsche Bank reported revenues of €28.9 billion and a profit before tax of €5.7 billion, with a 2025 revenue outlook of ~€32 billion. The bank continues to execute its Global Hausbank strategy, focusing on sustainable growth, cost efficiency, and digital transformation.

In India, Deutsche Bank has been present since 1980 and operates across Mumbai, Pune, Bengaluru, and Jaipur, offering corporate banking, investment banking, wealth management, and global service centre operations.

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Application Deadline

09 Oct 25, 03:02 PM IST

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