3.0 - 7.0 years

0 Lacs

maharashtra

On-site

The candidate for the position of Trading Enabler - VP in Mumbai, India will be a part of the Asset & Liability Management (ALM) function. The primary responsibility of the candidate will be to reduce model risk associated with interest rate risk in the banking book (IRRBB) measurements. The team serves as an intermediary within the treasury and between business units and other central functions such as Market Risk Management and Model Risk Management, providing a unique insight into various crucial topics. Treasury at Deutsche Bank is entrusted with sourcing, managing, and optimizing the bank's financial resources while offering high-quality guidance on financial resource deployment. The fiduciary mandate of Treasury includes managing the bank's funding pools, asset and liability management (ALM), liquidity reserves management, and supporting businesses in achieving their strategic targets globally and locally. The current role is part of the Treasury Office in Mumbai, necessitating interactions with key hubs in London, New York, Frankfurt, and Singapore. The Asset & Liability Management (ALM) team within Treasury is responsible for structural risk management for the firm, particularly in managing Interest Rate Risk in the Banking Book (IRRBB). Key Responsibilities: - Lead the model governance framework for banking book risk metric models and various balance sheet models, including ongoing monitoring, reviews, and risk assessments. - Set up model monitoring for new models in coordination with the model development and validation team. - Understand and explain the implementation of models used to measure interest rate risk in the banking book. - Ensure up-to-date model inventory and documentation. - Collaborate with Model Risk Management and Risk Methodology Team to address model findings. - Perform sensitivity analysis for interest rate risk metrics and support the ALM team in risk-management decisions and scenario analysis. - Provide risk management support, including risk analysis, report creation, and senior management presentations. - Support a bank-wide strategic change project aimed at enhancing historical data usage quality. Skills And Experience: - University degree with a quantitative focus is beneficial. - 3 to 4 years of relevant experience in Treasury or Risk Management divisions preferred. - Proficiency in data analysis and processing tools such as Excel, SQL, Python, SAS, and R. - Knowledge of QRM for NII simulation and valuation systems is advantageous. - Strong written, verbal communication, and presentation skills. The candidate can look forward to benefits such as a comprehensive leave policy, gender-neutral parental leaves, educational sponsorships, employee assistance programs, insurance coverage, and health screening. Training, coaching, and a culture of continuous learning are provided to aid career progression. Deutsche Bank fosters a culture of empowerment, responsibility, commercial thinking, initiative, and collaboration. The bank values diversity and promotes a positive, fair, and inclusive work environment. For further information about the company, please visit: [Deutsche Bank Company Website](https://www.db.com/company/company.htm).,

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