Capital & Liquidity Management, Associate

 
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In Scope of Position based Promotions (INTERNAL only)
Job TitleCapital & Liquidity Management, Associate
LocationMumbai, India
Corporate TitleAS
Role Description
The balance sheet management team is looking to hire in Mumbai in order to strengthen the analytical toolset which it uses to monitor and steer the banks financial resource deployment. The core deliverables for the roles are

Review existing FTP methodology in detail and suggest enhancements that can be implemented for better risk capturing within a model

Calibration of FTP curves and product prices

Ad hoc analysis / presentations to support FTP framework development / enhancement

Improve existing processes of calculating the FTP charges and operationally booking them against the business units on a periodic basis

Study macro-economic environment and suggest changes in existing methodology based on that e.g. IBOR transitions impact on existing methodology

Act as a functional tester for testing of banks new IT systems, being developed to automate existing FTP processes

Treasury
Treasury at Deutsche Bank is responsible for the sourcing, management and optimization of Deutsche Banks financial resources and providing high quality steering to the business on financial resource deployment. This is underpinned by a best-in-class integrated and consistent Treasury risk framework, which enables Treasury to clearly identify the Banks resource demands, transparently set incentives by allocating resource costs to businesses and manage to evolving regulation. Treasurys fiduciary mandate, which encompasses the Banks funding pools, asset and liability management (ALM) and liquidity reserves management, supports businesses in delivering on their strategic targets at global and local level. Further, Treasury manages the optimization of all financial resources through all lenses to implement the groups strategic objective and maximize long term return on average tangible shareholders equity (RoTE).The current role is part of the Treasury Office in DBC Mumbai. The role requires interactions with all key hubs i.e. New York, London, Frankfurt and Singapore with emphasis on the Americas region.Function Description:
Balance Sheet Management is responsible for developing Deutsche Banks funding strategy, developing analytical tools to ensure balance sheet deployment efficiency is continually improved and for ensuring consistent messaging from Treasury taking into account all constraints faced by the bank. Given this mandate the Balance Sheet Management function also co-ordinates the CFO chaired Group Asset and Liability Committee.Fund Transfer Pricing is an important tool for managing the Banks balance sheet structure and measuring risk-adjusted profitability. By allocating funding and contingent liquidity risks to business lines, products and activities within the Bank, FTP influences the volume and term of new business and ongoing portfolio composition. If done effectively, FTP promotes more resilient, stable business modelsWhat well offer you

100% reimbursement under childcare assistance benefit (gender neutral)

Sponsorship for Industry relevant certifications and education

Accident and Term life Insurance

Your key responsibilities

Effective organizational and inter-personal skills:

Curiosity being inquisitive willingness to question and strong drive to improve

Transparent and clear communicator

Demonstrate strong problem ownership autonomy prioritization and track record in delivering effective solutions to complex financial process problems

Positive energy and attitude to solve problems, figure things out and execute

Your skills and experience
Core Skills

Experience in Fixed income products like Bonds, Interest rate swaps, Cross-currency swaps etc, either from pricing perspective or risk perspective.

Strong analytical skills and demonstrated ability to work independently, preferably with an understanding of a banks Treasury funding costs, liquidity management and financial resources.

Ideally looking for a quantitative/technical background with understanding of data modelling, including good experience with Excel and Python.

Python - Data analytics and process automation experience

Ability to interface with demanding stakeholders in business and infrastructure functions. Strong written, verbal communication and presentation skills.

Ability to work within tight deadlines across different teams and time zones.

Your Experience

Previous Treasury or Treasury related experience

Experience in pricing / financial modelling

Data analytics and process automation experience in Python

How well support you