CB Financial Resource Manager (m/f/x) CB Financial Resource Manager (m/f/x) …

Job Description:

This position can be part-time or full-time.

The Corporate Bank (CB) Financial Resource Management (FRM) Team is responsible for steering and monitoring the efficient utilisation of CB’s financial resources and for CB’s interest rate risk management and NII modelling. The aim is to optimize the CB Balance Sheet, based on a transparent product-level representation of revenues and costs, taking into account market and regulatory developments. The team has presence in FFT, LDN, NY and SG.

The CB FRM team is responsible for the CB EMEA coverage from FRM perspective and for interaction with main local stakeholders in business and infrastructure. Functionally the team is primarily focussing on CB’s Interest Rate Risk (IRR) and Net Interest Income (NII) modelling and management, but is involved in other FRM areas as well, e.g. Liquidity- or Capital Management, from local and regional coverage perspective.

Key responsibilities:

• Daily monitoring of CB’s maturity transformation and underlying deposits portfolio to ensure appropriate IRR hedging structures and volumes are in place
• Calculation and calibration of interest rate relevant core behavioural modelling parameters like Deposit Rate Elasticity (DRE) on deposits and prepayments on assets
• Perform NII simulations and analysis using QRM (Quantitative Risk Management) application
• Preparation of Senior Management information on CB’s NII development to provide basis for strategic NII decisions and steering
• Support in poviding guidance to CB EMEA businesses across entire FRM suite including but not limited to supporting their NII planning and steering, based on NII impact of IR changes and hedging structures modelled in QRM

Your skills and experiences:

• Degree in Finance, Mathematics or Computer Science
• Work experience within FRM-related areas (e.g. Treasury, Risk) or Corporate Bank business units as well as understanding of Financial Risk concepts and applicability to Corporate Bank’s balance sheet
• Analytical skills with attention to detail and ability to work with databases and relevant applications such as Access, VBA, SAS, SQL, Tableau
• Strong written, verbal communication and presentation skills in German and English; additional languages are a plus
• Ability to convey the essence of complex and technical topics to non-specialist audience and to work credibly and influentially with colleagues and stakeholders
   

Kontakt: Amrita Heeg, Tel.Nr.: 069/ 91043841

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