Deutsche Bank India | Asset and Liability Management (ALM) Specialist - Associate

Responsibilities

• Treasury at Deutsche Bank is responsible for sourcing, managing, and optimizing Deutsche Bank's financial resources and providing high-quality steering to the Bank on financial resource deployment.
• The current role is part of the Treasury Office in Mumbai.
• The position requires interactions with all key hubs i.e., London, New York, Frankfurt, and Singapore.
• The Asset & Liability Management (ALM) team inside of Treasury is responsible for Structural risk management for the firm, including Interest Rate Risk in the Banking Book (IRRBB).
• The team develops, parameterizes, and implements quantitative models to measure risk.
• The team acts as an intermediary in treasury itself and between the business units and other central functions like Market Risk Management.
• As part of our flexible scheme, here are just some of the benefits that you’ll enjoy,
• The candidate will be part of the Asset & Liability Management (ALM) function responsible for managing the interest rate risk in the banking book (IRRBB).
• Monitor IRRBB metrics of Delta NII & Delta EVE under different model parameters and scenarios, including responsibility for timely production of Delta NII metrics for Group-Wide Stress Testing (GWST) scenarios.
• Perform risk analysis and prepare reports and presentations for senior management.
• Perform back-testing of Delta NII model outputs against actual results to identify potential deficiencies in model assumptions, methodology, or underlying data quality.
• Support the preparation of audit memos and related documentation required to facilitate closure of internal audit findings related to IRRBB processes, models, and data.
• Collaborate closely with the Risk in Banking Book (RIBB) team to ensure accurate and complete data capture enabling robust and reliable IRRBB metrics production.
• Develop and enhance Tableau dashboards to enable granular analysis and monitoring of IRRBB exposures and trends.
• Assist in daily and monthly production/analysis of delta EVE and RNI (Risk Not In) reports.
• Support model governance activities, including model documentation, model risk assessments and remediation of model validation findings.

Your skills and experience

• University degree with a quantitative focus such as Engineering, Finance, Mathematics or Computer Science.
• Good knowledge in data analysis and processing using Python.
• At least two years of relevant experience in Asset Liability Management, Risk Management or Treasury functions.
• Demonstrated expertise in creating compelling presentations and developing interactive dashboards using Tableau or similar visualization tools.
• Strong written, verbal communication and presentation skills.
• Distinctive analytical and problem-solving abilities and a tech-savvy mind set.

Deutsche Bank

Deutsche Bank is a leading German bank, founded in Berlin in 1870 and headquartered in Frankfurt. Its businesses span the Corporate Bank, the Investment Bank, the Private Bank and asset management through DWS, serving companies, institutions and individuals worldwide.

Deutsche Bank has been present in India since 1980. Besides its branch banking business, its Indian centres in Mumbai, Pune, Bengaluru and Jaipur support the group globally in technology, operations and finance. Finance professionals typically work in financial control, product control, regulatory reporting, tax, internal audit and risk.

• Industry: Banking and financial services
• Headquarters: Frankfurt am Main, Germany
• In India: Branch banking plus large global capability centres in Mumbai, Pune, Bengaluru and Jaipur