N26
Risk Controlling Manager, Liquidity Risk (ILAAP)(m/w/x)
Full-timeWith HomeofficeSenior
Berlin
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N2N26
Risk Controlling Manager, Market Risk (IRRBB, CSRBB)(m/w/x)
Berlin
Full-timeWith Home OfficeSenior
Nejo AI Summary
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.
Requirements
- 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)
Tasks
- 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
Work Experience
- 5 years
Education
- Master's degree
Languages
- English – Business Fluent
- German – Basic
Tools & Technologies
- SQL
- Python
Benefits
Additional Allowances
- Competitive personal development budget
- Work from home budget
- Premium subscription on N26 bank account
Corporate Discounts
- Discounts to fitness memberships
- Discounts to wellness memberships
Learning & Development
- Access to language apps
Public Transport Subsidies
- Public transportation discounts
More Vacation Days
- Additional day of annual leave
Purpose-Driven Work
- High degree of autonomy
Modern Equipment
- Access to cutting edge technologies
Other Benefits
- Relocation package with visa support
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of N26 and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.
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N2N26
Risk Controlling Manager, Market Risk (IRRBB, CSRBB)(m/w/x)
Berlin
Full-timeWith Home OfficeSenior
Nejo AI Summary
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.
Requirements
- 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)
Tasks
- 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
Work Experience
- 5 years
Education
- Master's degree
Languages
- English – Business Fluent
- German – Basic
Tools & Technologies
- SQL
- Python
Benefits
Additional Allowances
- Competitive personal development budget
- Work from home budget
- Premium subscription on N26 bank account
Corporate Discounts
- Discounts to fitness memberships
- Discounts to wellness memberships
Learning & Development
- Access to language apps
Public Transport Subsidies
- Public transportation discounts
More Vacation Days
- Additional day of annual leave
Purpose-Driven Work
- High degree of autonomy
Modern Equipment
- Access to cutting edge technologies
Other Benefits
- Relocation package with visa support
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of N26 and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.
About the Company
N26
Industry
FinancialServices
Description
N26 has reimagined banking for today’s digital world, building a global banking platform that eliminates physical branches and hidden fees.
Not a perfect match?
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