Liquidity Risk Modelling, VP

Deutsche Bank; Mumbai; On-site; INR 3,500,000 - 5,500,000; Full time

Benefits offered by this job

Best leave policy

Gender neutral parental leaves

Childcare reimbursement

Certifications sponsorship

Employee Assistance Program

Comprehensive health insurance

Accident and life insurance

Health screening for older employees

Job summary

Deutsche Bank in Mumbai, India seeks a Vice President to lead liquidity risk modelling and regulatory reporting. The role partners with Treasury, Liquidity Risk Management, Finance, Technology, and Regulators to ensure timely, accurate metrics and to drive automation and data governance initiatives.

The candidate will own end-to-end reporting processes, oversee control frameworks, and present insights to senior governance committees while developing the team and strengthening risk management

Qualifications

• Strong analytical and quantitative skills.
• Experience with liquidity metrics and risk reporting.
• Familiarity with BCBS 239 principles and data lineage.

Responsibilities

• End-to-End ownership of regulatory liquidity metrics production and submission.
• Maintain audit-ready controls and robust reconciliation/validation processes.
• Lead analytical reviews of liquidity metric movements for explanations and insights.
• Engage with internal and external audits, ensuring traceable data lineage and methodology documentation.
• Drive automation and data quality improvements across reporting platforms and data layers.
• Develop and mentor a high-performing team of liquidity analysts.

Skills

Liquidity risk

Regulatory reporting

Data governance

Stakeholder mgmt

Automation

Job description

Job Description: In Scope of Position based Promotions

Job Title: Liquidity Risk Modelling, VP

Location: Mumbai, India

Role Description
As a Vice President of LTRA team, you will be a senior leader responsible for steering the production, governance, control, and analytical review of regulatory and internal liquidity metrics. This role is highly visible and acts as a key strategic partner and liaison between Treasury, Liquidity Risk Management, Finance, Technology, and Regulatory Relations.
The successful candidate will not only ensure compliance with stringent regulatory reporting timelines but will also drive the strategic automation agenda, enhance the internal control framework, and translate complex data sets into actionable insights for executive decision-making.

What we’ll offer you

• 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

Regulatory Reporting Ownership & Quality Assurance

• End-to-End Ownership: Direct the end-to-end production and timely submission of key regulatory liquidity metrics, including but not limited to: a) Liquidity Coverage Ratio (LCR) & b) Asset Encumbrance
• Regulatory Compliance: Monitor and interpret evolving Basel III/IV, CRR/CRD, and local regulatory updates, ensuring reporting processes are proactively adapted to comply with new mandates.
• Data Integrity: Oversee the data ingestion, translation, and enrichment layers to guarantee that reporting reflects the true risk profile of the entity.

Controls, Governance & Audit Readiness

• Control Framework: Champion a robust, audit-ready control environment. Design, operate, and continuously enhance reporting controls, including complex reconciliations, validation rules, and exception management.
• Audit Management: Act as the primary point of contact for internal audits, external audits, and regulatory examinations. Ensure complete, traceable lineage of data and comprehensive methodology documentation.
• Risk Mitigation: Proactively identify, elevate, and remediate reporting anomalies or control gaps, establishing sustainable long-term solutions.

Strategic Analysis & Executive Insight

• Variance & Trend Analysis: Lead the analytical review of liquidity metric movements, performing deep-dive analyses to explain balance sheet fluctuations and business drivers.
• Executive Commentary: Synthesize complex data into high-quality, executive-ready commentary, presenting findings and strategic challenges to senior governance forums and risk committees.
• Forward-Looking Support: Partner with Treasury planning teams to provide qualitative inputs for liquidity forecasting, stress testing, and recovery planning activities.

Stakeholder Engagement & Influence

• Cross-Functional Collaboration: Build and maintain trusted advisory relationships with key internal stakeholders across Treasury Management, Liquidity Risk Management, Finance, Systems/Data teams, and Front Office business divisions.
• Committee Presentation: Effectively represent LTRA at internal governance committees, clearly articulating risk metrics, compliance status, and methodology shifts.

Change Management & Digital Transformation

• Strategic Automation: Drive the transition from legacy systems to strategic, high-performance reporting platforms, acting as a business product owner for technology delivery.
• Data Strategy: Collaborate with data office and technology teams to improve data lineage, definitions, and overall data quality (conforming to BCBS 239 principles, emerging EDM standards and other regulatory standards where relevant and applicable).
• Requirements & Testing: Define detailed business requirements, prioritize development backlogs, and sign off on User Acceptance Testing (UAT) for system upgrades.

People & Team Leadership

• Talent Development: Lead, mentor, and develop a high-performing team of liquidity analysts, fostering an inclusive culture of continuous learning and accountability.

Your skills and experience

Core Skills

• Strong analytical skills
• Strong Quantitative/numerical or statistical skills
• Strategic Control Mindset - exceptional eye for details balanced with ability to understand macro-level implications
• Good understanding of liquidity risk
• Prior experience of regulatory engagement
• Basic understanding of stress testing and balance sheet

Personal Attributes

• Executive Communication ability
• Effective organizational and inter personnel skills
• Communication skills, specifically articulation ability
• Adaptability in terms of resilience & agility
• Ability to work under time pressure
• Professional qualifications such a