🇬🇧 SearchUKJobs.co.uk

Britain's Premier Job Portal

← Back to Jobs

Asset and Liability Management (ALM) Specialist – Senior Lead for IRRBB Models

Deutsche Bank | Mumbai, India | Posted July 02, 2026

Position Overview

Description

  • The candidate will report to the Head of Models within the Asset & Liability Management (ALM) function. The team oversees model development, model calibration, and monitoring of performance of the bank’s quantitative and behavioural models for interest rate and credit spread risks in the balance sheet. The results are used for risk management decisions and regular internal and external reporting. The team acts as an intermediary in Treasury itself and between the business units and other central functions like Market and Model Risk Management. This gives you a unique view into many exciting, complex and important risk management topics.
  • This role will play an important part in ensuring the robustness, performance, and adaptability of ALM models to dynamic markets, client behaviours and evolving technology, with a prime focus on Non-Maturing Deposits, NMDs.
  • What we’ll offer you

    As part of our flexible scheme, here are just...

    Ready to Apply?

    Apply for this Position