Die KI-Suchmaschine für Jobs
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
Noch nicht perfekt?
- N26Vollzeitmit HomeofficeSeniorBerlin
- N26
Credit Risk Manager (Retail Lending)(m/w/x)
Vollzeitmit HomeofficeManagementBerlin - N26
Regulatory Reporting Manager(m/w/x)
Vollzeitmit HomeofficeSeniorBerlin - Unzer
Senior Operational Enterprise Risk Manager(m/w/x)
Vollzeitmit HomeofficeSeniorBerlin - Nelly
Risk Manager(m/w/x)
Vollzeitmit HomeofficeBerufserfahrenBerlin
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
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.
Noch nicht perfekt?
- N26
Risk Controlling Manager, Liquidity Risk (ILAAP)(m/w/x)
Vollzeitmit HomeofficeSeniorBerlin - N26
Credit Risk Manager (Retail Lending)(m/w/x)
Vollzeitmit HomeofficeManagementBerlin - N26
Regulatory Reporting Manager(m/w/x)
Vollzeitmit HomeofficeSeniorBerlin - Unzer
Senior Operational Enterprise Risk Manager(m/w/x)
Vollzeitmit HomeofficeSeniorBerlin - Nelly
Risk Manager(m/w/x)
Vollzeitmit HomeofficeBerufserfahrenBerlin