Risk Controlling Manager, Market Risk (IRRBB, CSRBB)(m/w/x)

Beschreibung

In this role, you will shape risk management by developing methodologies for interest rate risks, ensuring compliance, and leading cross-functional projects. Your expertise will drive improvements in data quality and support interactions with auditors and regulators.

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

Tools & Technologien

Benefits