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Risk Controlling Manager, Market Risk (IRRBB, CSRBB)(m/w/x)
Developing risk measurement methodologies for IRRBB and CSRBB, ensuring MaRisk/EBA compliance for interest rate derivatives. Master's with quantitative focus and 5+ years active risk controlling experience needed. Personal development and work-from-home budgets provided.
Anforderungen
- Master’s in statistics, mathematics, business/economics, or similar field with quantitative focus
- 5+ years of practical experience in active risk controlling function
- Knowledge of VaR and stress testing methodologies
- Solid understanding of ICAAP and interest rate risk related KRIs
- Solid knowledge of European and/or German regulations and experience with audits
- Strong proficiency in SQL and Python for quantitative analysis
- Strong analytical and quantitative skills
- Previous experience with independent price verification processes
- Experience with data governance and data quality management processes
- Fluent English (German is a plus)
Aufgaben
- Develop and implement risk measurement methodologies for IRRBB and CSRBB
- Ensure compliance with regulatory requirements like MaRisk and EBA Guidelines
- Design and monitor pricing and valuation models for interest rate derivatives
- Establish risk limits for IRRBB and associated derivatives
- Advise on hedging strategies and their methodological impact
- Improve quality and governance of balance sheet and derivative data
- Create a robust testing environment for new methodologies and code releases
- Lead cross-functional risk-related projects with IRR or derivative components
- Coordinate with auditors and regulators on market risk methodologies
Berufserfahrung
- 5 Jahre
Ausbildung
- Master-Abschluss
Sprachen
- Englisch – verhandlungssicher
- Deutsch – Grundkenntnisse
Tools & Technologien
- SQL
- Python
Benefits
Sonstige Zulagen
- Competitive personal development budget
- Work from home budget
- Premium subscription on N26 bank account
Mitarbeiterrabatte
- Discounts to fitness memberships
- Discounts to wellness memberships
Weiterbildungsangebote
- Access to language apps
Öffi Tickets
- Public transportation discounts
Mehr Urlaubstage
- Additional day of annual leave
Sinnstiftende Arbeit
- High degree of autonomy
Moderne Technikausstattung
- Access to cutting edge technologies
Sonstige Vorteile
- Relocation package with visa support
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Risk Controlling Manager, Market Risk (IRRBB, CSRBB)(m/w/x)
Developing risk measurement methodologies for IRRBB and CSRBB, ensuring MaRisk/EBA compliance for interest rate derivatives. Master's with quantitative focus and 5+ years active risk controlling experience needed. Personal development and work-from-home budgets provided.
Anforderungen
- Master’s in statistics, mathematics, business/economics, or similar field with quantitative focus
- 5+ years of practical experience in active risk controlling function
- Knowledge of VaR and stress testing methodologies
- Solid understanding of ICAAP and interest rate risk related KRIs
- Solid knowledge of European and/or German regulations and experience with audits
- Strong proficiency in SQL and Python for quantitative analysis
- Strong analytical and quantitative skills
- Previous experience with independent price verification processes
- Experience with data governance and data quality management processes
- Fluent English (German is a plus)
Aufgaben
- Develop and implement risk measurement methodologies for IRRBB and CSRBB
- Ensure compliance with regulatory requirements like MaRisk and EBA Guidelines
- Design and monitor pricing and valuation models for interest rate derivatives
- Establish risk limits for IRRBB and associated derivatives
- Advise on hedging strategies and their methodological impact
- Improve quality and governance of balance sheet and derivative data
- Create a robust testing environment for new methodologies and code releases
- Lead cross-functional risk-related projects with IRR or derivative components
- Coordinate with auditors and regulators on market risk methodologies
Berufserfahrung
- 5 Jahre
Ausbildung
- Master-Abschluss
Sprachen
- Englisch – verhandlungssicher
- Deutsch – Grundkenntnisse
Tools & Technologien
- SQL
- Python
Benefits
Sonstige Zulagen
- Competitive personal development budget
- Work from home budget
- Premium subscription on N26 bank account
Mitarbeiterrabatte
- Discounts to fitness memberships
- Discounts to wellness memberships
Weiterbildungsangebote
- Access to language apps
Öffi Tickets
- Public transportation discounts
Mehr Urlaubstage
- Additional day of annual leave
Sinnstiftende Arbeit
- High degree of autonomy
Moderne Technikausstattung
- Access to cutting edge technologies
Sonstige Vorteile
- Relocation package with visa support
Gefällt dir diese Stelle?
BetaDein Career Agent findet täglich ähnliche Jobs für dich.
Über das Unternehmen
N26
Branche
FinancialServices
Beschreibung
N26 has reimagined banking for today’s digital world, building a global banking platform that eliminates physical branches and hidden fees.
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