ALM - IRRBB Analyst

Position Overview

Job Title: ALM - IRRBB Analyst

Corporate Title: NCT

Location: Mumbai, India

Role Description

Treasury

• Treasury at Deutsche Bank is responsible for the sourcing, management and optimization of Deutsche Bank's financial resources and providing high quality steering to the business on financial resource deployment. This is underpinned by a best-in-class integrated and consistent Treasury risk framework, which enables Treasury to clearly identify the Bank's resource demands, transparently set incentives by allocating resource costs to businesses and manage evolving regulation.
• Treasury's fiduciary mandate, which encompasses the Bank's funding pools, asset and liability management (ALM) and liquidity reserves management, supports businesses in delivering on their strategic targets at global and local level. Further, Treasury manages the optimization of all financial resources through all lenses 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 DBC Mumbai. The role requires interactions with all key hubs i.e. New York, London, Frankfurt and Singapore with emphasis on the Americas region.

Function Description

• Treasury LTRA (Liquidity Treasury Reporting Analysis) IRRBB is responsible for ensuring the Bank has a robust control framework established for the Interest Rate Risk metrics. Controls cover the Banking Book Balance Sheet and must adhere to the BCBS 239 regulation which encompasses risk data aggregation and reporting, and includes aspects such as governance, accuracy and completeness of data, timeliness, and IT infrastructure. The team also focuses on strategic Change and audit remediation initiatives working closely with Change and Technology teams.
• The candidate will be part of the Liquidity and Treasury Reporting & Analysis (LTRA) function responsible for measuring, explaining and managing the interest rate risk in the banking book (IRRBB). The results are used for risk management decisions and regular internal and external reporting. The team acts as an intermediary in Treasury itself and between upstream data providers in the business and other functions like Asset & Liability Management (ALM) and Market Risk Management. This gives you a unique view into many exciting and important topics.
• This role will play an important part in strengthening the timeliness, consistency, and quality of key Interest Rate Risk in the Banking Book (IRRBB) metrics-particularly Delta Net Interest Income (dNII)-to support sound risk management and informed decisionmaking across the bank. The RiBB dNII production process will move from one consolidated dNII simulation, to be set up and executed in batches.

What we'll offer you

As part of our flexible scheme, here are just some of the benefits that you'll enjoy,

• 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

Your key responsibilities

The core deliverables for the role are:

• Review of the batchbased dNII runs during the month as data feeds become available (month-on-month variance and other data quality checks) including liaising with upstream stakeholders in the Business and Finance for variance explains and remediation of Data Quality (DQ) issues.
• Enhancing intramonth transparency by enabling earlier visibility of results, facilitating timely identification of potential issues, and liaising with downstream stakeholders in ALM for impact assessment and prioritisation of topics.
• Support the co-ordination of all activities (leading up to batch sign-off) between the teams involved in LTRA, ALM and the Pune LDMR team
• Summarize analysis finding into meaningful business commentary as part of presenting the results of each batch run to Treasury Risk Management(Second line of Defence) for review and challenge.
• Supporting the Frankfurt and London LTRA teams on other BAU and ad-hoc tasks
• Involvement in strategic and audit remediation initiatives working with the LTRA team in London and stakeholders in Change and Technology

Your skills and experience

Core Skills

• Experience in running Data Quality checks, investigation and analysis.
• Strong analytical skills and demonstrated ability to work independently
• Strong quantitative investigative skills, with good experience in advance Excel
• Advanced Python/VBA knowledge and experience in process-automation initiatives are a plus
• Experience in dealing with calculation/reporting of interest rate risk for banking book products like NMDs, mortgages, loans, term deposits etc will be a plus.
• Ability to interface with demanding stakeholders in business and risk functions.
• Strong written, verbal communication and presentation skills.
• Ability to work within tight deadlines across different teams and time zones.

Personal Attributes

• Effective organizational and inter-personal skills:
• Curiosity - being inquisitive - willingness to question and strong drive to improve
• Transparent and clear communicator
• Demonstrate strong problem ownership - autonomy - prioritization and track record in delivering effective solutions to complex financial process problems
• Positive energy and attitude to solve problems, figure things out and execute

Your Experience

• Previous Treasury or Treasury related experience
• Experience in running internal control processes
• Data analytics and process automation experience

How we'll support you

• 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.

About us and our teams

Please visit our company website for further information:

We strive for a 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.