Liquidity Risk Modelling, Avp

Deutsche Bank

Mumbai, India
Strong quantitative and statistical skills
Proficiency in python, r, or sql
Advanced excel and vba capabilities
The role involves developing and maintaining liquidity models for short-term stress tests and long-term funding profiles

Job Summary

  • The role involves developing and maintaining liquidity models for short-term stress tests and long-term funding profiles.
  • Candidates will collaborate with key stakeholders including the Liquidity Reporting team, Risk functions, and business counterparts.
  • The position offers comprehensive benefits including gender-neutral parental leave, childcare assistance, and sponsorship for industry certifications.

Matching Summary

The role involves developing and maintaining liquidity models for short-term stress tests and long-term funding profiles.

Skills & Requirements

Must-have

  • Strong quantitative and statistical skills
  • Proficiency in Python, R, or SQL
  • Advanced Excel and VBA capabilities
  • Experience in liquidity risk management
  • Knowledge of stress testing methodologies

Nice-to-have

  • Effective communication and articulation
  • Ability to work under time pressure
  • Collaborative team player mindset
  • Interest in automation initiatives

Key Requirements

  • 3-4 years of experience in Risk Management or Risk Modelling
  • Degree in a quantitative discipline
  • Coding experience in Python, R, or SQL

Work Rights

Not specified

Tailored Resume

Cover Letter