ALM Management Specialist - Analyst

Job Description:

Job Title: ALM Management Specialist

Corporate Title: Analyst

Location: Jacksonville FL

Overview

Treasury Markets Investments (TMI) is a fast paced dynamic function that connects Corporate Treasury to the Capital Markets; we partner with businesses across the franchise and infrastructure functions to provide funding and risk management services and expertise. The Asset Liability Management function (ALM) is an integral part of TMI and focuses on interest rate management of the banking book (IRRBB).

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.

What We Offer You

• A diverse and inclusive environment that embraces change innovation and collaboration
• A hybrid working model allowing for in-office / work from home flexibility generous vacation personal and volunteer days
• Employee Resource Groups support an inclusive workplace for everyone and promote community engagement
• Competitive compensation packages including health and wellbeing benefits retirement savings plans parental leave and family building benefits

• Educational resources matching gift and volunteer programs

What Youll Do

• 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

Skills Youll Need

• Bachelors degree in Finance Economics Mathematics or a related field; Masters or CFA/FRM designation is a plus
• 37 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
  

Skills That Will Help You Excel

• Strong understanding of IRRBB concepts including EVE NII and their sensitivities
• Experience with ALM systems (e.g. QRM) and data analysis tools (e.g. Excel SQL Python)
• Familiarity with regulatory frameworks and local US regulatory guidance
• Excellent analytical communication and stakeholder management skills.

Expectations

It is the Banks expectation that employees hired into this role will work in the Jacksonville FL office in accordance with the Banks hybrid working model.

Deutsche Bank provides reasonable accommodations to candidates and employees with a substantiated need based on disability and/or religion.

The salary range for this position in Jacksonville FL is $48000 to $68800. Actual salaries may be based on a number of factors including but not limited to a candidates skill set experience education work location and other qualifications. Posted salary ranges do not include incentive compensation or any other type of remuneration.

Deutsche Bank Benefits

At Deutsche Bank we recognize that our benefit programs have a profound impact on our colleagues. Thats why we are focused on providing benefits and perks that enable our colleagues to live authentically and be their whole selves at every stage of life. We provide access to physical emotional and financial wellness benefits that allow our colleagues to stay financially secure and strike balance between work and home. Click here to learn more!

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We welcome applications from all people and promote a positive fair and inclusive work environment.

Qualified applicants will receive consideration for employment without regard to race color religion sex sexual orientation gender identity national origin disability protected veteran status or other characteristics protected by law. Click these links to viewDeutsche Banks Equal Opportunity Policy Statementand the following notices:EEOC Know Your Rights;Employee Rights and Responsibilities under the Family and Medical Leave Act; andEmployee Polygraph Protection Act.