Job Description
Deutsche Bank
Asset Liability Management: Trading/Structuring Specialist, VP
Deutsche Bank • Mumbai, Maharashtra • via Glassdoor
18 hours ago
Full–time
Apply on Glassdoor
Apply on SimplyHired
Apply on Jooble
Apply on LinkedIn
Apply on Jobrapido.com
Job description
Asset Liability Management: Trading/Structuring Specialist, VP
Job ID: R0330253
Full/Part-Time: Full-time
Regular/Temporary: Regular
Listed: 2026-07-16
Location: Mumbai
Position Overview
Job Title: Asset Liability Management: Trading/Structuring Specialist
Corporate Title: Vice President
Location: Mumbai, India
Role Description
The candidate will be part of the Asset & Liability Management (ALM) function within Treasury responsible for managing the interest rate risk in the banking book (IRRBB). The team develops, parameterizes, and implements quantitative models to measure the risk across a large and diverse portfolio. The results are used for risk management decisions and regular internal and external reporting. The team recommends and executes hedging and optimization strategies. 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, complex, and important risk management topics.
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
Manage risk in the Banking Book typically arising from the impact of interest rate fluctuations on the bank’s assets and liabilities.
Some of the key tasks and responsibilities of this VP role will be the following:
• Monitor and manage structural linear and non-linear risk in the banking book portfolios:
• Understand, review, and investigate drivers of the risk (IR risk – duration, convexity, basis, prepayment / withdrawal optionality, FX risk, credit risk).
• Develop a thorough understanding of the underlying products (assets and liabilities) driving the banking book risk (BB balance sheet size of c.a. EUR 800bn) .
• Develop and structure holistic hedging proposals/ risk management framework involving IR / FX swaps, options (floors, caps, swaptions).
• Liaise with the 2nd line control function to get their approval to execute the strategy.
• Ongoing optimization of the existing risk management strategies.
• Ongoing review, assessment, and execution of the strategies within given mandate and constraints:
• Engage and instruct the Pool traders (market facing team) for hedge execution.
• Steer the books within given mandates, limits, risk appetite framework, and other constraints and metrics (like regulatory and accounting framework).
• Assess book risk parameters and market sensitivities enabling smooth steering and optimized execution.
• Collaborate with colleagues in and outside the team to drive enhancements to the risk management and execution across the regions and businesses.
Your skills and experience
• At least 7 years of relevant experience with Structuring, trading or risk management of fixed income products.
• Solid foundation of regulatory environment w.r.t IRRBB, other regulatory capital requirements and accounting framework is a plus.
• Experience working with senior members across various departments including Treasury, Risk, Product Control, Research, Finance, and Valuations.
• Strong analytical skills.
• Excellent interpersonal and communication skills
• University degree with a quantitative focus (Finance, Mathematics, Computer Science, Statistics).
• Proficiency in Python is a plus.
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:
https://www.db.com/company/company.htm
We strive for a culture 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.
Report this listing
Deutsche Bank
AmbitionBox
3.9/5
4K reviews
Glassdoor
3.9/5
15.6K reviews
Indeed
3.8/5
3.4K reviews
db.com
More jobs at Deutsche Bank
See web results for Deutsche Bank
beBeeCareer
Start Career in Banking Sector
beBeeCareer • Navi Mumbai, Maharashtra • via BeBee
12 hours ago
₹1.5L–₹5L a year
Full–time
Apply on BeBee
Job description
Job Opportunity:
This role presents a chance to start a career in the banking sector. The ideal candidate will possess excellent oral communication skills in English, basic computer knowledge, and experience with database building and client interaction.
Key Responsibilities:
• Client Interaction
• B2B coordination
• Database building and invitation of delegates
• Basic computer knowledge
Functional Area:
The position is focused on loan officer, sales officer, and banking recruitment consultant roles in top banks across Navi Mumbai and Thane regions.
Requirements:
• Excellent oral communication skills in English
• Basic computer knowledge
• Database building and client interaction experience
What We Offer:
A dynamic work environment with opportunities for growth and development, training, and professional support.
Benefits:
• Opportunities for growth and professional development
• Dynamic work environment
