Job Description

Job Level Associate/AVP Location Mumbai Role: Treasury Markets and Investments (TMI) Associate Joining Date: 1st week of Oct 2022 Treasury
Treasury at Deutsche Bank is responsible for the sourcing, management and optimization of liquidity and capital to deliver high value risk management decisions. Treasury’s fiduciary mandate, which encompasses the Bank’s funding pools, Asset and liability management (ALM) and fiduciary buffer 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. The current role is part of Treasury Office in DBC Mumbai. The role requires interactions with all key hubs i.e. London, New York, Frankfurt and Singapore. Function Description: Treasury Markets and Investments (TMI) is market facing division with-in group treasury responsible for some functions including:

• SLR: Managing the investment portfolio to optimize the return on the bank’s liquidity reserves
• Pool: Cash management and external derivative execution on behalf of Treasury
• Issuance: Long term debt issuance to support the banks funding plan
• ALM: Structural risk management for the firm, including Interest Rate Risk in the Banking Book

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

Role Description: You will be part of the SLR desk in Mumbai. SLR team executes trades using excess resources to ensure Deutsche Bank is being efficient and gaining a higher return on assets than if we were holding the high quality liquid assets with a central bank. The individual’s responsibilities include:

• Provide risk management and analytics support to the trading desk. Be responsible for production and management of daily spreadsheets for NPV computations, Reset Risk, Usage and limit report, RWA usage
• Ensuring that daily portfolio changes are in line with expectations (new trades, amendments, disposals, etc.)
• Trade Capture using systems like ITAP; linking the desks bond and swap trades to ensure hedge accounting
• Handling of the trade life cycle in the post execution stage. This also includes working with middle office to resolve any bond/derivative settlement issues from a front office perspective
• Generating investment / trading ideas, being abreast of market and providing market updates specially for smaller markets
• Production of the flash pnl and trade activity summary
• Production of the Management Information required for senior management presentations
• Drive changes to the existing process to achieve optimum process outcomes. Remediation of any audit points requiring process change.
• Assist the desk with production of reports and analysis required for ALCO
• Working on any adhoc tasks e.g. NPA/NTA related matters, working with other support functions to set up a new Counter party (including KYC requirements & documentation), CSA execution

Your skills and experiences

• University degree with a quantitative focus (Economics, Finance, Mathematics, Computer Science, Physics or other life sciences)
• At least 3 - 4 years of professional experience in dealing with quantitative finance concepts, supporting a trading / structuring desk or a trading risk management function.
• Good experience with Excel and preferably databases / a programming language (Python preferred).
• Sound analytical and problem-solving skills
• Strong written, verbal communication and presentation skills
• Understanding of data modeling would be a plus, but not a must have.

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
https://www.db.com/company/company.htm Our values define the working environment we strive to create – diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.
We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.