Asset and Liability Management (ALM) Specialist - AVP
Deutsche Bank (company site, opens in a new tab)2+ yrsMumbaiOn-siteDirect career pageEst. 12–22 LPA
Posted 12h ago
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Job description
Structured overview of role & requirements
About This Role
- Manage interest rate risk in the banking book (IRRBB) by developing, parameterizing, and implementing quantitative models for risk measurement.
- Monitor IRRBB metrics, prepare risk analysis, reports, and presentations for senior management, including Delta NII and Delta EVE under various scenarios.
- Support model governance, audit documentation, back-testing of model outputs, and develop Tableau dashboards for granular IRRBB exposure analysis.
Minimum Requirements
- University degree with a quantitative focus such as Engineering, Finance, Mathematics, or Computer Science.
- Good knowledge of data analysis and processing using Python.
- At least 2 years relevant experience in Asset Liability Management, Risk Management, or Treasury functions.
- Strong skills in creating presentations and developing interactive dashboards using Tableau or similar tools.
Ideal Candidate Profile
- Experience operating within treasury, risk management, or asset liability management environments supporting regulatory and internal risk metrics.
- Comfortable working with complex quantitative models and data analysis for interest rate risk management.
- Capable of collaborating across multiple geographies and internal teams including treasury, risk, and audit functions with a technical and analytical mindset.