Capital & Liquidity Mgmt. Analyst

Role Description

• The Group Capital Management (GCM) function within Treasury oversees the governance framework and the active management of solvency and leverage ratios to ensure the bank is well positioned externally and efficiently deploys its resources internally.
• The GCM team has the remit to steer and challenge distribution of CET1 ratio and leverage ratio resources to support Group ambitions, and then manage plan execution through forecasting, scenario testing, limit setting, and identification of threats and proposal of contingent management actions. GCM also co-ordinates the integrated countermeasure identification and aggregation across the group (covering liquidity as well as capital)
• GCM manages capital supply through executing measures like share issuance and buybacks. GCM oversees DB AGs dividend capacity and deployment of capital in DB AGs subsidiaries and branches. Furthermore, it is involved in Pension Plan management, ensures delivery of Equity compensation and hedging of the corresponding programs. GCM also manages structural risk positions resulting from the capital investments in branches and subsidiaries through hedging against FX volatility.
• In addition, the function articulates and documents the framework for Capital Management including policies, procedures, and plans.

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 Treasury Office in DBC Mumbai. The role requires interactions with all key hubs i.e. Frankfurt, London, New York and Singapore.

Your key responsibilities

The capital management specialist is expected to work across the Capital Demand & Supply side:

• Understanding of the group and divisional capital plans and contributing to the articulation of the impact of those plans on the group.
• Driving capital efficiency by optimizing the capital demand framework
• Own funds Composition
• Basel IV reporting
• Economic Capital Steering & Pillar/Pillar 2 comparison
• Calculation of capitals FX sensitivity. Analysis & reporting around the FX Hedging of capital.
• Calculation of Pension risk sensitivities for DBO Pension Plans
• Coordinate and review the New Trade Approval (NPA) and New Transaction Approval (NTA) impacting various Treasury sub-functions
• Contribute to the key areas of regulatory constraint for the bank, with ability to respond quickly and with confidence to ad hoc requests from other stakeholders within the bank.
• Involvement in the monthly forecast process of capital elements on DB Group consolidated level
• Preparation of the annual strategic capital planning process for all capital elements
• Support of the coordination of the forecast of the development of risk weighted assets and leverage exposure.
• Understanding of governance framework which supports transparency in the above, including hands on analytics and coordinating support and partner functions for reporting, MIS, explain and decision making.
• Stakeholder and relationship management across divisions to ensure GCM is a trusted partner in the management of capital and balance sheet issues.
• Participate in the ongoing development of tools, governance, and structures to stay ahead of changing regulatory demands and increasing internal sophistication in balance sheet management.

Your skills and experience

• 4+ years of experience in in the Banking/Financial services industry
• Education background in Finance/Economics/Statistics/Data Science or a degree with focus on or a comparable business subject & relevant practical experience in banking/ financial services
• Working knowledge of CRR2 & CRR3 regulations
• CFA/FRM qualification is a plus, but not a must
• Strong analytical skills & numerical mindset
• High proficiency in MS Office (MS Excel, VBA)
• Python know-how or other programming skills would be helpful (but not a must)
• Effective organizational and interpersonal skills:
• Ability to work through other teams (which might have conflicting priorities and may have limited incentives to share at times) to gain insights in most amicable way.