DZ PRIVATBANK is looking for an Asset Liability Manager to join our team. You will be responsible for the central steering of multi-year interest rate, liquidity, and currency risks, considering internal limits and external regulatory requirements within our Treasury/Brokerage segment.
What You'll Do
- Steer multi-year interest rate, liquidity, and currency risks considering internal limits and regulatory requirements.
- Set internal transfer prices for the assumption of interest rate and liquidity risks within Funds Transfer Pricing.
- Manage securities and derivatives books in the banking book, considering economic, commercial law, and regulatory aspects.
- Monitor and analyze international financial markets and relevant regulatory developments to derive fields of action.
- Maintain products, market accesses, and contractual framework conditions.
- Perform conceptual work within asset allocation and in projects.
- Create ad-hoc analyses and regular reports.
- Optimize and automate processes; participate in the strategic development of the Fixed Income department.
- Prepare and follow up on department-specific committee meetings.
- Maintain and optimize relationships with internal contacts and external market partners.
- Support and further develop the front-office system Murex (MX.3) within trading, order routing, and position-keeping systems.
- Coordinate new requirements and contribute independent ideas for system development.
- Act as the central contact for system manufacturers and as an interface to the segment Organization/IT/Administration.
- Participate in the system-side development of the segment and the implementation of new products.
- Drive the further digitalization and automation of the segment's processes and act as a central contact for internal interface development.
- Analyze, define, and structure specialist requirements and project goals and implement them in internal and cross-departmental projects.
- Act as a service provider for the segment's employees.
What We're Looking For
- A completed degree in business informatics, business mathematics, economics, or comparable training.
- At least three years of professional experience in a comparable environment in the financial industry.
- At least three years in the capital market environment of a bank with solid product and specialist knowledge.
- Basic knowledge of financial instruments combined with an interest and understanding of financial and capital markets.
- Experience in the detailed analysis of regulatory requirements and their implementation in a bank's control processes.
- Proficient handling of large data volumes and using VBA, SQL, or other programming languages for data preparation and analysis.
- Enjoy analyzing economic relationships and translating them into investment strategies.
- Very structured, systematic, and careful way of working with pronounced analytical skills.
- Assertiveness, pronounced service orientation, reliability, and high communication and teamwork skills.
- Flexibility and high resilience.
- Secure handling of MS Office applications.
- Very good German and good English language skills, both spoken and written.
Nice to Have
- Knowledge of software applications in the treasury environment, such as Murex MX.3, Bloomberg, Olympic, or comparable trading systems.
Technical Stack
- Murex MX.3
- Bloomberg
- Olympic
- VBA
- SQL
- MS Office
Team & Environment
You will be a key member of our Treasury/Brokerage segment and act as an interface to the Segment Organization/IT/Administration.
Work Mode
This role is based onsite in Luxemburg.
DZ PRIVATBANK is an equal opportunity employer.
