Treasury Markets and Investments (TMI) Associate

Job Title: Treasury Markets and Investments (TMI) Associate

Corporate Title:Associate

Role Description

• The candidate will be part of the SLR desk in Mumbai. The SLR team is responsible for managing the investment portfolio to optimize the return on the banks liquidity reserves.
• The 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.

Your key responsibilities

• Deliver comprehensive risk management and analytics support to the trading desk.
• Take ownership of the production and maintenance of daily spreadsheets for NPV and risk computations ensuring portfolio changes (new trades, disposals, hedging/un-hedging) are accurately incorporated.
• Generating investment / trading ideas, being abreast of the market trends and providing insightful weekly and monthly commentaries especially for smaller markets driving informed decision making.
• Oversee and streamline all post trade activities including:
  • Trade capture
  • Pricing of bonds and swaps for PnL calculation of disposed positions.
  • Liaison with middle office for appropriate trade linkages to ensure hedge accounting.
  • Resolve any bond/derivative settlement issues from a front office perspective.
• Production of the MIS 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 the ALCO.
• Working on any adhoc tasks e.g. NPA/NTA related matters, working with other support functions to set up a new Counterparty (including KYC requirements & documentation), CSA execution, etc.

Your skills and experience

• University degree with a quantitative focus (Economics, Finance, Mathematics, Computer Science, etc.)
• At least 2 - 3 years of professional experience in dealing with quantitative finance concepts, supporting a trading / structuring desk or a trading risk management function.
• Sound analytical and problem-solving skills.
• Strong written, verbal communication and presentation skills.