Listed Derivatives Treasury (Jacksonville, FL) recruitment

Onshore Desk Description
The Cash and Collateral Management (“CCM”) area of GFFX is responsible for managing and developing client and firm treasury and margin solutions for listed, OTC and cleared activities. The function includes but is not limited to the setting of collateral eligibility rules (in conjunction with the Risk and core trading areas of the bank).
In this rapidly changing regulatory, interest rate and credit risk environment, CCM is well placed to respond to regulatory proposals and provide solutions to Deutsche Bank and its clients to optimize our returns within the new framework.
CCM is responsible for building a team, systems and processes to optimize the inventory and liquidity of the business, build bespoke solutions in the treasury space allowing our clients to trade in more cost effective manner, provide transparency over the effectiveness of the function and set transfer-pricing levels to allocate revenue/loss across businesses driving collateral requirements.
The execution of the consolidated derivatives Treasury function will sit within the Listed Derivatives Treasury team.

Description of Service
Listed Derivatives Treasury requires a Jacksonville based trader to determine the rules for the optimal collateral allocation, manage the collateral funding ladder, oversee the collateral optimization function and manage the build out of the management information systems to support the collateral optimization function. The person will work closely with GBS and Finance to produce transparent and timely MIS around achieved performance, balance sheet, exposure and effectiveness over the collateral management functions. Specific responsibilities:

• Oversee the collateral optimization function for America including but not limited to BMF (Brazil) clearinghouse and OCC.
• Work closely with Treasury Operations to help optimize the margin requirements and collateral setups for US exchanges
• Determine the rules for optimal collateral allocation to minimise the banks margin portfolio cost base and manage the collateral priority ladder in line with such rules
• Oversee the design of collateral flows to optimise collateral portfolio DB’s liquidity position;
• Initiate and Lead the negotiations renegotiation for CSA and Triparty agreements by constant review and analysis of client collateral portfolios. Would require close interaction with sales.
• Defining monitoring netting rules and transfer pricing arrangements together with the Repo desk, Money Market trading, CCM Management and the involved stakeholders in Finance;

This is made possible by our people: agile minds, able to see beyond the obvious and act effectively in an ever-changing global business landscape.

Work with Fincon and Finance to produce daily MIS and supporting financial information around the functions performance, revenue enhancements and cost savings, applied and achieved rates, captured opportunities in the market, open opportunities.

The business requires an individual who is numerate, organized and with attention to detail.
• Masters level degree
• Strong experience of working closely with Repo, FX and/or short term interest rate markets is required
• An interest in system architecture and continuous improvement,
• Strong analytical and problem solving abilities
• Self motivated individual, capable of managing LD Jacksonville independently and as part of a globally integrated team
• Ability to influence individuals not directly under control or supervision
• Proficiency in Microsoft Excel, Access

To apply for this role go to www.db.com/careers and apply for requistion ID 36426.

*Deutsche Bank is an Equal Opportunity/Affirmative Action (M/F/D/V) employer.*