Treasury Markets and Investments (TMI) - Associate

Position Overview

Job Title: Treasury Markets and Investments (TMI) - Associate

Location: Mumbai, India

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 to 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

• The Asset & Liability Management (ALM) team inside of Treasury is responsible for Structural risk management for the firm, including Interest Rate Risk in the Banking Book (IRRBB).

Role Description

• The candidate will be part of the Asset & Liability Management (ALM) 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 the business units and other central functions like 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.

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

• Review of the batchbased dNII runs during the month as data feeds become available and are formally signed off, as well as execution on agreed fixed working days.
• Enhancing intramonth transparency by enabling earlier visibility of results, facilitating timely identification of potential issues, and supporting earlier engagement with Treasury Risk management team(Second line of risk) for review and challenge.
• Taking over parts of the Net Interest Income (NII) Forecast process within the scope of managing the interest rate risk for all divisions
• Back-test NII runs for given UBR/product, comparing multiple system outputs, explaining the difference in calculations and output.
• Reviewing management information reported to ALCO, including monitoring the timeliness of RDARRclassified critical MPs and supporting consistent escalation to the Data & Control Oversight Forum and ALCo, where appropriate.
• Supporting the enhancement of ALCo materials by providing insights on expected dNII movements, including commentary on data coverage and key drivers.
• Providing broader risk management support, including risk analysis, P&L computation, and reporting using systems such as Kannon and DB Analytics.
• Writing Audit closer memo

Your skills and experience

Core Skills

• Experience in dealing with calculation/reporting of interest rate risk for banking book products like NMDs, mortgages, loans, term deposits etc
• Strong analytical skills and demonstrated ability to work independently
• Strong quantitative investigative skills, with good experience in advance Excel
• Advanced Python/VBA knowledge is a plus
• Ability to interface with demanding stakeholders in business and infrastructure 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 pricing / financial modelling
• 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.