Strategic Asset Liability Management Expert

2 weeks ago


Mumbai, Maharashtra, India 9608 Deutsche India Private Limited, Mumbai Branch Full time

About the Role

We are seeking a highly skilled Risk Management Specialist to join our Asset and Liability Management (ALM) team at 9608 Deutsche India Private Limited, Mumbai Branch.

Job Summary

The successful candidate will be responsible for managing interest rate risk in the banking book (IRRBB) and will play a key role in developing and implementing quantitative models to measure risk across a large and diverse portfolio.

Key Responsibilities

  1. Manage IRRBB, arising from the impact of interest rate fluctuations on the bank's assets, liabilities, and off-balance sheet instruments.
  2. Identify, measure, and manage structural linear and non-linear risk exposures in banking book portfolios, including risk completeness and behavioral components within mortgages and deposits.
  3. Develop and establish risk management proposals within a governance framework across 1st and 2nd Line functions.
  4. Review, assess, and optimize risk management and execution strategies within given mandates and constraints.

Requirements

  1. At least 7 years of relevant experience with Treasury, ALM, Fixed Income desks, or Risk Management.
  2. Strong exposure and practical experience in trading, pricing, valuation, and/or risk management of fixed income products.
  3. Hedge execution experience within Treasury or Rates desk is a plus.
  4. Ability to interpret/challenge data and engage with business specialists to make sound risk management strategy decisions.
  5. Experience working with senior members across various departments, including Treasury, Risk, Product Control, Research, Finance, and Valuations.

What We Offer

  • 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.

Language

English



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