Skip to content
New Job?Nejo!

The AI Job Search Engine

N2
N26
last mo.

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

Berlin
Full-timeWith Home OfficeSenior

Description

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.

Let AI find the perfect jobs for you!

Upload your CV and Nejo AI will find matching job offers for you.

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)

Education

Master's degree

Work Experience

5 years

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

Tools & Technologies

SQLPython

Languages

EnglishBusiness Fluent

GermanBasic

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.
Not a perfect match?
100+ Similar Jobs in Berlin
  • N26

    Risk Controlling Manager, Liquidity Risk (ILAAP)(m/w/x)

    Full-timeWith HomeofficeSenior
    Berlin
  • Solaris

    Risk Controlling Manager(m/w/x)

    Full-timeWith HomeofficeExperienced
    Berlin
  • N26

    Credit Risk Manager (Retail Lending)(m/w/x)

    Full-timeWith HomeofficeManagement
    Berlin
  • N26

    Regulatory Reporting Manager(m/w/x)

    Full-timeWith HomeofficeSenior
    Berlin
  • N26

    Director of Credit Risk Management(m/w/x)

    Full-timeWith HomeofficeSenior
    Berlin
100+ View all similar jobs