Asset and Liability Management (ALM) Specialist - AVP
Deutsche Bank (company site, opens in a new tab)2+ yrsMumbaiOn-siteDirect career pageEst. 12–20 LPA
Posted 16h 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 risk models.
- Monitor IRRBB metrics including Delta NII and Delta EVE under various scenarios, produce reports and presentations for senior management.
- Collaborate across functions to ensure accurate data capture, perform model back-testing, support audit and governance activities, and develop Tableau dashboards for granular analysis.
Minimum Requirements
- University degree with quantitative focus such as Engineering, Finance, Mathematics or Computer Science.
- At least two years of relevant experience in Asset Liability Management, Risk Management or Treasury functions.
- Proficiency in data analysis and processing using Python and experience with Tableau or similar visualization tools.
- Work Experience Required: Minimum 2 years in related functions. Notice period: Not explicitly mentioned in the JD.
Ideal Candidate Profile
- Experienced in managing and modeling IRRBB with a strong quantitative and technical skillset.
- Capable of producing high-quality reports and presentations tailored for senior management and audit requirements.
- Tech-savvy mindset with expertise in AI tool leverage, data analysis, and interactive dashboard development for timely risk monitoring and model governance.