Asset Liability Management Specialist, Vp

Deutsche Bank Group

Mumbai, India
Not specified; not specified; comprehensive hospit...
7+ years treasury or alm experience
Irrbb and csrbb regulatory knowledge
Fixed income pricing and valuation skills
The role involves managing interest rate risk in the banking book (IRRBB) through quantitative models and hedging strategies

Job Summary

  • The role involves managing interest rate risk in the banking book (IRRBB) through quantitative models and hedging strategies.
  • Candidates will act as an intermediary between business units and central functions like Market Risk Management to ensure accurate risk capture.
  • The position offers comprehensive benefits including gender-neutral parental leaves, childcare reimbursement, and sponsorship for industry certifications.

Matching Summary

The role involves managing interest rate risk in the banking book (IRRBB) through quantitative models and hedging strategies.

Salary

Not specified; Not specified; Comprehensive Hospitalization Insurance, Accident and Term life Insurance, Childcare assistance

Skills & Requirements

Must-have

  • 7+ years Treasury or ALM experience
  • IRRBB and CSRBB regulatory knowledge
  • Fixed income pricing and valuation skills
  • NII and EVE sensitivity modeling expertise
  • SQL, SAS, R, or Python data analysis

Nice-to-have

  • APAC local market nuances understanding
  • Industry relevant certification sponsorship
  • Experience with senior cross-functional teams
  • Behavioral component analysis in banking book

Key Requirements

  • University degree with quantitative focus
  • Minimum 7 years of relevant experience
  • Solid foundation in regulatory capital requirements

Work Rights

Not specified

Tailored Resume

Cover Letter