Associate

About the role

Location: New York, NY

Overview

Deutsche Bank Securities, Inc. seeks an Associate in New York, NY to provide coverage to insurance companies and other institutional clients for rates solutions, including interest rate/FX hedging, liquidity management, risk recycling, funding/financing, and bank capital relief transactions.

Requires a Bachelor's degree in Mathematics, Economics, or a related field or equivalent and two (2) years of experience utilizing structured products, including structured repurchases agreements (Repos) and Total Return Swaps (TRS), to support institutional funding, liquidity management, and hedging strategies on behalf of a financial services institution; coordinating with trading desks to model and price derivative instruments including interest rate swaps, cross currency swaps, swaptions, and bond forwards; utilizing financial market data terminals including Bloomberg to extract and analyze bond, yield curve, and volatility analytics; utilizing Valuation Adjustments (XVA) and credit risk modeling frameworks; calculating and analyzing complex risk metrics including Potential Future Exposure (PFE) under varying margining conditions, Expected Positive Exposure (EPE), Credit Valuation Adjustment (CVA), and Funding Valuation Adjustment (FVA) to assess counterparty risk and derivative pricing; reviewing and preparing bespoke trade confirmations and term sheets for structured derivative transactions; conducting interest rate sensitivity analysis to evaluate evolution of projected transaction cash flows and Present Value (PV) metrics under various forward-looking yield curve shifts, parallel/non-parallel rate environments, and macroeconomic stress scenarios; and coordinating the transaction lifecycle to ensure margining and settlements of transactions.

Salary range: $140,000.00 - $170,000.00/year. This position is eligible for Deutsche Bank's Employee Referral Incentive Program.

Deutsche Bank Benefits

• At Deutsche Bank, we recognize that our benefit programs have a profound impact on our colleagues.
• That's why we are focused on providing benefits and perks that enable our colleagues to live authenti­cally and be their whole selves, at every stage of life.
• We provide access to physical, emotional, and financial wellness benefits that allow our colleagues to stay financially secure and strike balance between work and home.
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• 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.
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• We welcome applications from all people and promote a positive, fair and inclusive work environment.