Asset Liability Management Trading/Structuring Specialist, VP Deutsche Bank

7.0 - 11.0 years

0 Lacs

maharashtra

On-site

Role Overview: You will be part of the Asset & Liability Management (ALM) function within Treasury at Deutsche Bank in Mumbai, responsible for managing the interest rate risk in the banking book (IRRBB). Your role will involve developing, parameterizing, and implementing quantitative models to measure risk across a diverse portfolio, recommending and executing hedging and optimization strategies, and acting as an intermediary between treasury, business units, and central functions like Market Risk Management. Key Responsibilities: - Manage risk in the Banking Book arising from interest rate fluctuations on the bank's assets and liabilities. - Monitor and manage structural linear and non-line...

Posted 3 weeks ago

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Vice President, Asset Liability Management Deutsche Bank

7.0 - 12.0 years

15 - 22 Lacs

Mumbai

Work from Office

Role Description The candidate will be part of the Asset & Liability Management (ALM) function within Treasury responsible for managing the interest rate risk in the banking book (IRRBB). The team develops, parameterizes, and implements quantitative models to measure the risk across a large and diverse portfolio. The results are used for risk management decisions and regular internal and external reporting. The team recommends and executes hedging and optimization strategies. The team acts as an intermediary in treasury itself and between the business units and other central functions like Market Risk Management. This gives you a unique view into many exciting, complex, and important risk ma...

Posted 7 months ago

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