Risk Controlling Manager, Market Risk (IRRBB, CSRBB)

We are seeking a Manager Risk Controlling to help us further develop and strengthen our Risk Controlling function with a focus on steering interest rate risk in the banking book. As part of the ICAAP Methodology & Analytics team, you will be supporting with model development, implementation and data analysis for risk controlling, with a focus on Pillar II and interest rate risk in the banking book.

Requirements

• Background: Quantitative academic background: Master’s in statistics, mathematics, business/economics, or a similar field with a quantitative focus.
• 5+ years of practical experience in an active risk controlling function with experience in IRRBB, CSRBB and interest rate derivatives from a regulated financial institution.
• Solid knowledge of European and/or German regulations (e.g. EBA Guidelines, MaRisk) and experience dealing with (external) audits is a strong plus.
• Strong proficiency in SQL and Python for quantitative analysis.
• Strong analytical and quantitative skills, with the ability to independently generate actionable insights from complex data.
• Fluent English (German is a plus).

Benefits

• Competitive personal development budget
• Work from home budget
• Discounts to fitness & wellness memberships
• Language apps
• Public transportation
• Premium subscription on personal N26 bank account
• Subscriptions for friends and family members
• Additional day of annual leave for each year of service
• Relocation package with visa support