Description

- The candidate will be part of the Asset & Liability Management (ALM) function responsible for managing the interest rate risk in the banking book (IRRBB).

The team develops, parameterizes, and implements quantitative models to measure risk.
- The results are used for risk management decisions and regular internal and external reporting.

The team acts as an intermediary in treasury itself and between the business units and other central functions like Market Risk Management.

This gives you a unique view into many exciting, complex and important risk management topics.

What we’ll offer you

As part of our flexible scheme, here are just some of the benefits that you’ll enjoy,

- Best in class leave policy.
- Gender neutral parental leaves
- 100% reimbursement under childcare assistance benefit (gender neutral)
- Sponsorship for Industry relevant certifications and education
- Employee Assistance Program for you and your family members
- Comprehensive Hospitalization Insurance for you and your dependents
- Accident and Term life Insurance
- Complementary Health screening for 35 yrs.

and above

Your key responsibilities

- Monitor IRRBB metrics of Delta NII & Delta EVE under different model parameters and scenarios, including responsibility for timely production of Delta NII metrics for Group-Wide Stress Testing (GWST) scenarios.
- Perform risk analysis and prepare reports and presentations for senior management.
- Perform back-testing of Delta NII model outputs against actual results to identify potential deficiencies in model assumptions, methodology, or underlying data quality.




- Support the preparation of audit memos and related documentation required to facilitate closure of internal audit findings related to IRRBB processes, models, and data.
- Collaborate closely with the Risk in Banking Book (RIBB) team to ensure accurate and complete data capture enabling robust and reliable IRRBB metrics production
- Develop and enhance Tableau dashboards to enable granular analysis and monitoring of IRRBB exposures and trends.
- Assist in daily and monthly production/analysis of delta EVE and RNI (Risk Not In) reports.
- Support model governance activities, including model documentation, model risk assessments and remediation of model validation findings.

Your skills and experience

- University degree with a quantitative focus such as Engineering, Finance, Mathematics or Computer Science
- Good knowledge in data analysis and processing using Python
- At least two years of relevant experience in Asset Liability Management, Risk Management or Treasury functions
- Demonstrated expertise in creating compelling presentations and developing interactive dashboards using Tableau or similar visualization tools
- Solid written, verbal communication and presentation skills
- Distinctive analytical and problem-solving abilities and a tech-savvy mind set

How we’ll support you

- Training and development to help you excel in your career.
- Coaching and support from experts in your team.
- A culture of continuous learning to aid progression.
- A range of flexible benefits that you can tailor to suit your needs.

Required Skill Profession

Business Operations Specialists

📌 Asset and Liability Management (ALM) Specialist Associate/AVP (Mumbai)
🏢 Deutsche Bank
📍 Mumbai