Asset and Liability Management (ALM) Specialist - AVP

Overview

Join Deutsche Bank's Treasury Office in Mumbai as an Asset and Liability Management (ALM) Specialist, supporting the management of interest rate risk in the banking book (IRRBB).

What you'll do

• Monitor IRRBB metrics of Delta NII and Delta EVE under different model parameters and scenarios, including 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 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 and 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.

What you'll need

• 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.
• Strong written and verbal communication and presentation skills.
• Distinctive analytical and problem-solving abilities and a tech-savvy mindset.

Details

• Location: Mumbai, India.
• Corporate title: Associate / AVP.
• The position requires interactions with key hubs in London, New York, Frankfurt, and Singapore.