Asset and Liability Management (ALM) Specialist - AVP
Core
Managing interest rate risk in the banking book (IRRBB) through quantitative modeling, stress testing, and reporting for Deutsche Bank's Treasury.
Role type
Associate/AVP Asset and Liability Management (ALM) Specialist
Builds
Risk metrics, stress test scenarios, and internal/external reports for senior management
Domain
Banking / Financial Risk Management
Deliverable
dashboards & analysis
Required skills
Python, Tableau, quantitative modeling, risk analysis, data processing, presentation skills
Preferred skills
Engineering/Finance/Math/CS degree background, tech-savvy mindset
Responsibilities
Monitor IRRBB metrics (Delta NII & Delta EVE) under various scenarios and parameters; Perform back-testing of model outputs against actual results; Prepare risk analysis reports and presentations for senior management; Develop and enhance Tableau dashboards for IRRBB exposure monitoring; Support audit memos and documentation for internal audit findings; Collaborate with Risk in Banking Book (RIBB) team for data capture; Assist in daily/monthly production of delta EVE and RNI reports.
Seniority
Associate/AVP, hands-on IC
