ALM Management Specialist, Deutsche Bank

• Bachelor’s degree in Finance, Economics, Mathematics, or a related field; Master’s or CFA/FRM designation is a plus
• 3–7 years of experience in ALM, Treasury, Risk Management, or related functions within a financial institution
• Partner with business functions outside of Treasury to ensure ALM support to strategic initiatives and to keep ALM informed on activities affecting the banking book
• Stay current on regulatory developments, market trends, and best practices in ALM / IRRBB

Desirable

• You will drive the organization forward through active risk management, by developing subject matter expertise on industry topics and a deep knowledge of markets, exhibiting a high degree of professionalism to partner with many areas of the Bank
• You will be responsible for measuring, analyzing and reporting interest rate risk in the banking book
• As part of this mandate – you will also manage interest rate risk by using derivatives and develop risk mitigation strategies that benefit the Bank commercially (P&L) and meet the rigorous standards/limits set forth by our partners in risk functions
• Monitor, measure, and report Interest Rate Risk in the Banking Book (IRRBB) using models governed under regulatory frameworks
• Support the ALM function in performing scenario analysis, stress testing, and sensitivity analysis related to interest rate movements
• Mitigate interest risk by executing ALM hedging programs, provide risk management support including risk analysis and reporting, propose and seek approval for new hedging strategies
• Assist in the preparation of ALCO materials and regulatory submissions
• Provide subject matter expertise on the modeling of banking book positions such as non-maturity deposits, mortgage loans, and other banking book positions
• Develop and enhance the framework for risk monitoring and reporting
• Ensure model monitoring and maintenance is executed while aligned to model risk protocols