Treasury Markets and Investments (TMI) Associate

Job Description

Job Title: Treasury Markets and Investments (TMI) Associate Corporate Title: Associate Role Description The candidate will be part of the SLR desk in Mumbai. The SLR team is responsible for managing the investment portfolio to optimize the return on the banks liquidity reserves. The team executes trades using excess resources to ensure Deutsche Bank is being efficient and gaining a higher return on assets than if we were holding the high-quality liquid assets with a central bank. Your key responsibilities Deliver comprehensive risk management and analytics support to the trading desk. Take ownership of the production and maintenance of daily spreadsheets for NPV and risk computations ensuring portfolio changes (new trades, disposals, hedging/un-hedging) are accurately incorporated. Generating investment / trading ideas, being abreast of the market trends and providing insightful weekly and monthly commentaries especially for smaller markets driving informed decision making. Oversee and streamline all post trade activities including: Trade capture Pricing of bonds and swaps for PnL calculation of disposed positions. Liaison with middle office for appropriate trade linkages to ensure hedge accounting. Resolve any bond/derivative settlement issues from a front office perspective. Production of the MIS required for senior management presentations. Drive changes to the existing process to achieve optimum process outcomes. Remediation of any audit points requiring process change. Assist the desk with production of reports and analysis required for the ALCO. Working on any adhoc tasks e.g. NPA/NTA related matters, working with other support functions to set up a new Counterparty (including KYC requirements & documentation), CSA execution, etc. Your skills and experience University degree with a quantitative focus (Economics, Finance, Mathematics, Computer Science, etc.) At least 2 - 3 years of professional experience in dealing with quantitative finance concepts, supporting a trading / structuring desk or a trading risk management function. Sound analytical and problem-solving skills. Strong written, verbal communication and presentation skills.