Job Vacancy US Market Risk Management Treasury and Banking Book – Vice President Deutsche Bank

Job title: US Market Risk Management Treasury and Banking Book – Vice President

Company: Deutsche Bank

Job description: Job Description:

Job Title: US Market Risk Management Treasury and Banking Book

Corporate Title: Vice President

Location: New York, NY


Market Risk Management (MRM) is responsible for managing market risk arising from Deutsche Bank’s trading activities as well as market risk embedded in its lending or primary activities. MRM carries out this responsibility in an independent and neutral way, providing a comprehensive and independent view of market risks to senior management. The primary objective of MRM is to ensure that the Bank’s business units optimize the risk-reward relationship and do not expose it to unacceptable losses. These objective drives all the activities conducted within MRM and we work closely with risk takers, risk managers and control and support groups in the process to ensure these objectives can be met. US MRM Treasury and Banking Book is also the primary second line of defense within Deutsche Bank to ensure compliance with the interest rate in banking book (IRRBB) standards, and for defining and implementing risk management frameworks for banking books across the intermediate holding company (IHC) in the US, and for material US branches of Deutsche Bank.

What We Offer You:

We offer competitive health and wellness benefits, empowering you to value life in and out of the office

Retirement savings plans, parental leave, and other family-friendly programs

An environment that encourages networking and collaboration across functions and businesses

Active engagement with the local community through Deutsche Bank’s specialized employee groups

Return to Office:

At this time, all individuals present in the location must be fully vaccinated for Covid-19

It is the Bank’s expectation that employees hired into this role will work in the New York office in accordance with the Bank’s hybrid working model

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

Hear from our people and look inside our office:

Your Key Responsibilities:

Perform 2nd line of defense responsibilities for US Treasury activities in relation to asset liability management; work alongside US Treasury to improve asset liability management capabilities of the Firm

Enhance and maintain a comprehensive framework to identify, measure, monitor, and manage market risks; partner with Treasury and Finance on developing a robust framework to independently review new hedge accounting program in the US

Communicate to senior management, and with external stakeholders, summarized banking book risk profiles in the US; analyze and provide transparency to senior management, the banking book risk metrics, including economic value of equity (EVE) and net interest income (NII)/earnings at risk sensitivities

Evaluate capital volatility measures driven by accounting treatment asymmetries of various products within the portfolios

Enhance risk appetite frameworks, liaising with front office and other risk functions; understand and challenge the risk-reward profiles of new products and transactions

Liaise with respective asset class risk managers to ensure that cascaded risk appetites stay within limits; participate and lead working groups to improve risk identification, risk measurement and risk reporting

Your Skills and Experience:

Experience in a financial market’s role, preferably in market risk management or Treasury areas

Understanding of how differing accounting classifications impact income and capital volatility measurement

Familiarity with QRM system preferable

Understanding of financial markets, derivatives, and market risk; knowledge of key risk measures (e.g., duration, PV01, VaR, stress)

A good understanding of various risk frameworks and how they are interconnected for the Bank’s capital adequacy calculation, as well as liquidity risk and funds transfer pricing concepts is a plus

How You’ll Lead:

Independent and self-motivated to enhance and simplify complex problems

Ability to mobilize under pressure and deliver to tight deadlines

Ability to lead, manage, and influence stakeholders/teams across different functions

Our values define the working environment we strive to create – diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.

We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

Click to find out more about our diversity and inclusion policy and initiatives.

We are an Equal Opportunity Employer – Veterans/Disabled and other protected categories. Click these links to view the following notices: and ; ; and .

Expected salary:

Location: New York City, NY

Job date: Mon, 20 Jun 2022 00:26:09 GMT

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