Portfolio Senior Analyst - AVP

Deutsche Bank AG; Singapore; Hybrid; SGD 120,000 - 170,000; Full time

Benefits offered by this job

Hybrid working arrangements

25 days annual paid leave

Gender Neutral Parental Leave

Flexible benefits plan

Job summary

Deutsche Bank is seeking a senior FRM professional to cover APAC/MEA for the Corporate Bank. You will manage IRR, NII modelling, liquidity modelling, and capital planning across multiple locations, collaborating with Treasury and business units to optimise balance sheets.

The role requires strong analytics in Python/Tableau, experience with FT P/IRRBB, and a track record in cross-regional delivery. Hybrid working and extensive learning opportunities are provided.

Qualifications

• Minimum 5 years of experience in FRM/IRR risk management or related fields.

Responsibilities

• Provide FRM coverage for 17 APAC/MEA locations.
• Execute the FRM Book of Work for Corporate Bank APAC.
• Analyze interest rate sensitivity and IRS hedging.
• Review liquidity models like FTP and Eclipse and pricing models to optimise business lines.
• Drive efficiency of portfolio by reviewing RWA and leverage exposure.
• Engage with Treasury, Group Treasury, MRM, and other stakeholders to steer capital and liquidity.

Skills

FTP

Balancesheet Steering

IRRBB

IR risk management

Liquidity Management

Tableau

Python

Cross-regional collaboration

Communication

Education

Bachelor or equivalent in Finance/Math/CS

Tools

Access

Tableau

Python

Job description

Job Description

The Corporate Bank (CB) Financial Resource Management (FRM) Team is responsible for portfolio management, steering, optimisation and planning of Corporate Banks’s (CB) financial resources. The aim is to optimize the CB’s balance sheet by actively portfolio managing Interest rate risk and models, NII modelling, Liquidity risk and models, balancesheet steering and capital planning and management . The front-office team has presence in FFT, LDN, NY and SG. The CB FRM Singapore team is responsible for the CB APAC/MEA coverage from FRM perspective and for interaction with main local stakeholders in business (exco level) and infrastructure. Functionally, the team primarily focusses on CB’s Interest Rate Risk management (IRR), Net Interest Income (NII) modelling and management, Balancesheet steering, Liquidity modelling and Capital Management across APAC/MEA Corporate Bank’s 17 locations.

Your key responsibilities:

• FRM coverage & support for all 17 APAC/MEA locations
• Execution of the agreed FRM Book of Work for Corporate Bank APAC
• Responsible for analysis of interest rate sensitivity and execution of IRS hedging
• Review and approve various liquidity models such as FTP, Eclipse as well as pricing models / incentives to optimise business lines (incl. closed/trapped APAC CCY locations)
• Drive efficiency measures and reviews across Corporate Bank resource drivers (RWA, Leverage exposure) with the aim to improve overall efficiency of the portfolio
• Drive engagement and business steering with all 14 APAC TRY locations on TRY BoW for Corporate bank APAC (steering to optimise capital, liquidity, balance sheet and reg inputs)
• Translate capital, liquidity and regulatory levers into business steering actions
• Build and maintain effective working relationships with business and infrastructure stakeholders, e.g. Product Management, CB CFO team, Group Treasury, MRM, Finance, GT, Strats

What we will offer you:

A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That’s why we are committed to providing an environment with your development and wellbeing at its center.

• Flexible benefits plan including virtual doctor consultation services
• Comprehensive leave benefits
• Gender Neutral Parental Leave
• Hybrid working arrangements
• 25 days of annual paid leave, plus public holiday
• A culture of continuous learning to aid progression

Your skills and experience:

• Minimum of 5 of experience in FTP, Balancesheet Steering, IRRBB, IR risk portfolio management, Liquidity Management, or similar with proven global execution and commercialization in the market.
• Proven track record of engaging with Treasury and/or Corporate Bank to the delivery of product portfolio models and rollout
• Proven experience with FTP, Balancesheet Steering, IRRBB, Liquidity Management and related Products
• Work experience within FRM-related areas (e.g. Front-office, Treasury, Risk) or Corporate Bank business units
• Understanding of Financial Risk concepts and applicability to Corporate Bank’s balance sheet
• High commercial awareness and knowledge of Corporate Bank’s business model and products
• Extensive previous working experience in and working knowledge of Investment Banking / Transaction Banking cash, FX and flow market and solutions.
• Strong analytical skills across Access, Tableau and coding skills (i.e. Python,)
• Excellent team player with strong interpersonal skills; capability to work with large, remote and cross regional teams is very important
• At least Bachelors or equiv. degree in a relevant discipline (e.g. Finance, Mathematics, Computer Science)
• Strategic thinking and execution track record in delivering accounts and interest rate management propositions for Corporate Bank business in comparable global organisation, Ability to effectively manage product performance in the market and able to motivate and mobilise resources to perform in the product area
• Strong self-initiative, solution oriented, action driven and pro-active
• Strong analytical skills with the ability to structure and solve complex subject (data) areas
• Proficiency in the use of word processing, spreadsheet, and presentation packages.
• Effective and concise communicator, both verbal and written.
• Innovative mind-set, with ability to challenge status quo and think out of the box to find innovative solutions
• Anticipates needs; demonstrates initiative and pro-activeness, performance oriented
• Ability to convey the essence of complex and technical topics to non-specialist audience and to work credibly and influentially with senior colleagues and stakeholders
• Ability to deliver against tight deadlines and to work independently and with cross-regional teams
• Proven ability to leverage AI tools to enhance productivity, optimise workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs.

About us and our teams:

Deutsche Bank is the leading German bank with strong European roots and a global network. click here to see what we do. Deutsche Bank & Diversity 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. For over 150 years, our dedication to being the Global Hausbank for our clients has been driven by our people – in around 60 countries and across more than 150 nationalities. Their deep understanding, insights, expertise, and passion help our clients navigate an increasingly complex world – be it in our Corporate Bank, our Private Bank, our Investment Bank or our Asset Management (DWS) division. Together we can make a great impact for our clients at home and abroad, securing their lasting success and financial security.

More information at: Deutsche Bank Careers (db.com)