Senior Lead for IRRBB Models at Deutsche Bank

Setup: Hybrid
Location: Mumbai, Maharashtra
Type: Full-time
Level: Lead

Description

Deutsche Bank is seeking a Senior Lead for IRRBB Models, specifically an Asset and Liability Management (ALM) Specialist, to join their Treasury Office in Mumbai, India. The role involves owning and leading the end-to-end Treasury process of NMD behavioral models across IRRBB metrics, overseeing model calibration and hedging, and driving enhancements in deposit data historization and behavioral analytics. The specialist will contribute to risk management decisions and internal/external reporting, focusing on non-maturing deposits.

Required Skills

Understanding of banking books, interest rate curves, and hedging instruments.
Analytical and problem-solving skills with a tech-savvy mindset.
Ability to convert modeling outputs into actionable business insights.
Discipline in governance and documentation within a regulated setting.
Proven capability to work autonomously.
Effective communicator who can influence stakeholders across various lines.
Excellent written, spoken, and presentation skills.
Adaptability to meet tight deadlines across diverse teams and time zones.
Experience in data analytics and process automation.
Insights into people and talent management.

Additional Information

Required Previous Experiences: 10+ years of experience in banking, specializing in Treasury, ALM/IRRBB, Treasury Risk, Market Risk, Model Risk, Behavioral Modelling, or Deposit Analytics.
Preferred Qualifications: Strong stakeholder management experience across various departments and levels.
Experience in data analytics and process automation.
Insights into people and talent management.