Liquidity Risk Modelling, AVP

Position Overview

In Scope of Position based Promotions (INTERNAL only)

Job Title: Liquidity Risk Modelling, AVP/VP

Location: Mumbai, India

Treasury

• Treasury at Deutsche Bank is responsible for sourcing, managing, and optimizing Deutsche Bank's financial resources and providing high-quality steering to the business on financial resource deployment.
• Treasury's fiduciary mandate encompasses the Bank's funding pools, asset and liability management (ALM), liquidity reserves management, and supporting businesses in delivering their strategic targets at the global and local levels. Further, Treasury manages all financial resources optimization 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 Mumbai. The position requires interactions with all key hubs i.e., London, New York, Frankfurt, and Singapore.

Function Description

• The Liquidity models team is part of Treasury Liquidity Management and is responsible for the development, maintenance and documentation of product specific liquidity models for the Bank's short-term liquidity stress test as well as the long-term funding profile.

Role Description

• The candidate will be part of the Liquidity Management function responsible for the modelling of the Bank's short-term liquidity stress test and will develop strong working relationships with key stakeholders, including the Liquidity Reporting team, the Risk 2nd line of defense function, and counterparts in the business, with the aim of development, maintenance and documentation of our liquidity risk models.
• The candidate will work closely with the Liquidity models team in London.

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

• Development of and enhancements to the Bank's liquidity stress models
• Conducting what-if analytics for the stress models / adhoc stress scenario analysis
• In-depth root cause analytics for the major contributors to the stress outflow/inflow
• Implement models in the strategic stress platform using SQL, Python, R or equivalent
• Liaising with Front Office, Risk, IT and Reporting to ensure robust model development and implementation
• Producing and maintaining up to date model documentation
• Involvement in Treasury change initiatives including working with IT in the automation of liquidity stress test

Your skills and experience

Core Skills

• Strong analytical skills
• Strong Quantitative/numerical or statistical skills
• Strong Excel skills is essential (including VBA)
• Coding experience in any of the following: Python, R or equivalent, and SQL.
• Good understanding of liquidity risk
• Basic understanding of stress testing and balance sheet

Personal Attributes

• Effective organizational and inter personnel skills
• Communication skills, specifically articulation ability.
• Ability to work under time pressure

Experience/ Exposure

• Degree in quantitative discipline or equivalent
• At least 3-4 of years of experience in Risk Management or Risk Modelling
• Coding experience in any of the following: Python, R or equivalent, and SQL.

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.