Asset Liability Management Trading/Structuring Specialist, VP

Role Overview: You will be part of the Asset & Liability Management (ALM) function within Treasury at Deutsche Bank, located in Mumbai, India. Your main responsibility will be managing the interest rate risk in the banking book (IRRBB), which involves developing, parameterizing, and implementing quantitative models to measure risk across a diverse portfolio. You will also be involved in recommending and executing hedging and optimization strategies, acting as an intermediary between treasury, business units, and central functions like Market Risk Management. Key Responsibilities: - Manage risk in the Banking Book by monitoring and managing structural linear and non-linear risk in the banking book portfolios. - Develop a thorough understanding of underlying products driving the banking book risk. - Develop and structure holistic hedging proposals involving IR / FX swaps, options, and liaise with the 2nd line control function for approval. - Optimize existing risk management strategies and review and execute strategies within given mandates and constraints. - Engage and instruct Pool traders for hedge execution, steer the books within given limits and metrics, and collaborate with colleagues to drive enhancements to risk management and execution. Qualifications Required: - At least 7 years of relevant experience in Structuring, trading, or risk management of fixed income products. - Solid foundation of regulatory environment regarding IRRBB, regulatory capital requirements, and accounting framework. - Experience working with senior members across various departments including Treasury, Risk, Product Control, Research, Finance, and Valuations. - Strong analytical skills and excellent interpersonal and communication skills. - University degree with a quantitative focus (Finance, Mathematics, Computer Science, Statistics). Proficiency in Python is a plus. Additional Company Details: Deutsche Bank promotes a culture of empowerment, responsibility, commercial thinking, and collaboration. They strive for continuous learning, offer training and development opportunities, coaching from experts, and a range of flexible benefits. The company values inclusivity and diversity in the workplace. (Note: The specific benefits mentioned in the job description have not been included in the Qualifications Required section to maintain a focus on qualifications and skills.),