Liquidity Risk Modelling, Avp

Deutsche Bank UK

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

Job Summary

  • The role involves developing and maintaining product-specific liquidity models for short-term stress tests and long-term funding profiles.
  • Candidates will conduct what-if analytics and root cause analysis for major contributors to stress outflows and inflows.
  • Deutsche Bank offers comprehensive benefits including gender-neutral parental leave, childcare assistance, and sponsorship for industry certifications.

Matching Summary

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

Skills & Requirements

Must-have

  • Strong quantitative and statistical skills
  • Advanced Excel including VBA proficiency
  • Coding experience in Python, R, or SQL
  • Understanding of liquidity risk concepts
  • Experience with stress testing methodologies

Nice-to-have

  • Effective organizational and interpersonal skills
  • Ability to articulate complex ideas clearly
  • Capacity to work under time pressure
  • Collaborative approach across global hubs

Key Requirements

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

Work Rights

Not specified

Tailored Resume

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