Asset and Liability Management (ALM) Model Risk Specialist, AS
Deutsche BankMumbai, India2 hours ago
Job descriptionTreasury at Deutsche Bank is responsible for sourcing, managing, and optimizing Deutsche Bank's financial resources and providing high-quality steering to the Bank on financial resource deployment. Treasury's fiduciary mandate encompasses the Bank's funding pools, asset and liability management (ALM), liquidity reserves management, and supporting businesses in delivering their strategic targets at the global and local levels. Further, Treasury manages all financial resource optimization to implement the group's strategic objective and maximize long-term return on average tangible shareholders' equity (RoTE). The current role is part of the Treasury Office in Mumbai. The position requires interactions with all key hubs i.e., London, New York, Frankfurt, and Singapore. 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 Lead model governance framework for banking book risk metric models (Delta EVE, Delta NII, Group Wide Stress Test) and various balance sheet models (deposits, loans, mortgages, etc.), which includes ongoing model monitoring, model reviews and model risk tier assessment. Set up model monitoring for new models in coordination with model development and validation team. Understand and explain the implementation of models being used to measure the interest rate risk in banking book. Ensure model inventory and model documentation is up to date. Liaise with Model Risk Management and Risk Methodology Team to identify and remediate model findings. Perform sensitivity analysis for interest rate risk metrics like Delta NII and Delta EVE Understand NII results under different model parameters and scenarios, thereby helping the ALM team with risk-management decisions and scenario analysis Provide risk management support including risk analysis, using existing reports and valuation systems; create reports, presentations, and analyses for senior management Support a bank wide, strategic change project with the target to improve the quality of historical data usage University degree with a quantitative focus (Finance, Mathematics, Computer Science, Physics, Economics or other life sciences) is of benefit At least 3 to 4 years of relevant experience in Treasury or Risk Management divisions including areas like Asset & Liability Management, Model Governance, Risk Management, Model Development is a benefit Good knowledge in data analysis and processing (Excel, SQL, Python, SAS, R) Good knowledge of QRM for NII simulation and valuation systems is a benefit Strong written, verbal communication and presentation skills. 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
Job Title : Asset and Liability Management (ALM) Model Risk Specialist, AS
Location : Mumbai, India
Role Description
- The candidate will be part of the Asset & Liability Management (ALM) function and responsible for reducing model risk associated with interest rate risk in the banking book (IRRBB) measurements.
- The team acts as an intermediary in treasury itself and between the business units and other central functions like Market Risk Management and Model Risk Management. This gives you a unique view into many exciting and important topics.
Treasury
Function Description
The Asset & Liability Management (ALM) team inside of Treasury is responsible for Structural risk management for the firm, including Interest Rate Risk in the Banking Book (IRRBB).
What we'll offer you
As part of our flexible scheme, here are just some of the benefits that you'll enjoy
Your key responsibilities
Your skills and experience
How we'll support you
About us and our teams
Please visit our company website for further information :
https : / / www.db.com / company / company.html
We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.
Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.
We welcome applications from all people and promote a positive, fair and inclusive work environment.
Create a job alert for this search
Asset Management Management • Mumbai, India
Related jobs
- Promoted
Analyst _Senior Analyst - Asset Liability Management
Amherstmumbai, maharashtra, in Department / Role Overview : Merchant Banking – Asset Liability Management.The Amherst Merchant Banking business unit oversees investment management activities for Amherst, including the raising of ...Show moreLast updated: 17 days ago
- Promoted
Model Market Risk (XVA / IMM Pricing Models), Vice President, Firm Risk Management
Morgan StanleyMumbai, India Model Validation - Vice President.We're seeking someone to join our team as a Vice President for Model validation in XVA pricing / IMM capital experience.
In the Firm Risk Management division, we ad...Show moreLast updated: 1 day ago
- Promoted
Model Risk - Risk Process Validation Group (RPVG), Director, Firm Risk Management
Morgan StanleyMumbai, India Risk Process Validation Group - Director.We're seeking someone to join our team as a Director in Model Risk - Risk Process Validation Group.
In the Firm Risk Management division, we advise businesse...Show moreLast updated: 21 days ago
- Promoted
Risk Analytics (IRB Credit Rating Model), Director, Firm Risk Management)
Morgan StanleyMumbai, India IRB credit Rating Model - Director.We're seeking someone to join our team as a Director in Risk Analytics (IRB Credit Rating Model) team.
In the Firm Risk Management division, we advise businesses a...Show moreLast updated: 21 days ago
- Promoted
Analyst, MoRM (DIPL)
Deutsche BankMumbai, India In Scope of Position based Promotions (INTERNAL only).Model Risk Management's mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with respon...Show moreLast updated: 21 days ago
- Promoted
- New!
Asset and Liability Management (ALM) Model Risk Specialist, AS
Deutsche BankMumbai, India Asset and Liability Management (ALM) Model Risk Specialist, AS.The candidate will be part of the Asset & Liability Management (ALM) function and responsible for reducing model risk associated with ...Show moreLast updated: 1 hour ago
- Promoted
Market Risk - Model Validation
Mizuhomumbai, maharashtra, in Mizuho Global Services Pvt Ltd (MGS) is a subsidiary company of Mizuho Bank, Ltd, which is one of the largest banks or so called ‘Mega Banks’ of Japan.
MGS was established in the year 2020 as part o...Show moreLast updated: 30+ days ago
- Promoted
Credit risk Modelling- Assistant Manager
KPMG IndiaMumbai, Maharashtra, India KPMG entities in India are professional services firm(s).These Indian member firms are affiliated with KPMG International Limited.
KPMG was established in India in August 1993.Our professionals leve...Show moreLast updated: 4 days ago
- Promoted
SAP Treasury and Risk management Consultant
Tata Consultancy ServicesMumbai, Maharashtra, India TCS presents an excellent opportunity for "SAP ERP Treasury and Risk management (TRM) Consultants".Job Title : SAP ERP Treasury and Risk management (TRM) Consultant.
Experience Range : 7 Years & Above...Show moreLast updated: 16 days ago
- Promoted
Model Risk - Risk Process Validation Group (RPVG), Director, Firm Risk Management
ConfidentialMumbai, India Risk Process Validation Group - Director.We're seeking someone to join our team as a Director in Model Risk - Risk Process Validation Group.
In the Firm Risk Management division, we advise businesse...Show moreLast updated: 10 days ago
- Promoted
Collection Analytics and Modeling
KisshtMumbai, Maharashtra, India The role involves developing and optimizing scorecards, early warning models, and segmentation frameworks to improve recovery rates and reduce delinquencies.
You will collaborate with risk, operatio...Show moreLast updated: 16 days ago
- Promoted
Risk Management
Anand Rathi Groupmumbai, maharashtra, in Anand Rathi Global Intermediaries Limited (Stock Broker).We are a SEBI-registered Trading Member and Self-Clearing Member with a focus on institutional broking, proprietary trading, and promoter gr...Show moreLast updated: 30+ days ago
- Promoted
Credit Risk Analytics, Associate, Firm Risk Management
Morgan StanleyMumbai, India Credit Risk Analytics - Associate.We're seeking someone to join our team as an Associate in Credit Risk Analytics team.In the Firm Risk Management division, we advise businesses across the Firm on ...Show moreLast updated: 18 days ago
- Promoted
Model Risk Tool Validation, Analyst, Firm Risk Management
ConfidentialMumbai, India Model Risk Tool Validation - Analyst.We're seeking someone to join our team as an Analyst to Model Risk Tool Validation - Risk & Capital.
In the Firm Risk Management division, we advise businesses a...Show moreLast updated: 10 days ago
- Promoted
Model Validation Senior Specialist- Derivative Pricing, AVP
Deutsche BankMumbai, India In Scope of Position based Promotions (INTERNAL only).Model Validation Senior Specialist- Derivative Pricing, AVP.Model Risk Management's mission is to manage, independently and actively, model ris...Show moreLast updated: 21 days ago
- Promoted
Pricing Model Validation Lead - VP
Deutsche BankMumbai, India Job Title : Model Validation Lead- Derivative Pricing.Model Risk Management's mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with respons...Show moreLast updated: 21 days ago
- Promoted
Market Risk Analytics, Associate, Firm Risk Management
Morgan StanleyMumbai, India Market Risk Analytics - Associate.We're seeking someone to join our team as an Associate to Market Risk Analytics team.In the Firm Risk Management division, we advise businesses across the Firm on ...Show moreLast updated: 21 days ago
- Promoted
Risk Analytics - IMM Counterparty Credit Risk, Director, Firm Risk Management
Morgan StanleyMumbai, India IMM Counterparty Credit Risk - Director.We're seeking someone to join our team as a Director in Risk Analytics in IMM Counterparty Credit Risk team.
In the Firm Risk Management division, we advise b...Show moreLast updated: 21 days ago