(Senior) Quantitative Risk Controller (Quantitative Risk Controller)

Responsibilities

• As a Quantitative Risk Controller, you will play a central role in the development, implementation, and continuous enhancement of the bank’s economic ICAAP framework, market price risk measurement, and liquidity risk analysis
• You will ensure the internal risk-bearing capacity adequately reflects the bank’s risk profile, supporting strategic steering through robust risk analytics and reporting, which contributes directly to risk transparency, regulatory compliance, and financial resilience
• Develop and maintain models and methodologies for the economic perspective of ICAAP, including internal capital calculations and risk aggregation
• Perform quantification and monitoring of market price risks (especially interest rate risk) using both standard and internal models
• Analyze and report on liquidity risk metrics, including survival horizons, funding concentration, and liquidity stress testing
• Conduct scenario analyses and stress tests for economic capital and liquidity risks, ensuring alignment with MaRisk and EBA/ECB guidelines
• Maintain the risk inventory and contribute to the assessment of material risks in coordination with other risk types
• Support ICAAP reporting to management, regulators, and internal committees, ensuring clarity, accuracy, and compliance
• Collaborate closely with Treasury, Finance, and the business lines to align capital, liquidity, and risk strategies
• Monitor regulatory developments and adapt internal methodologies accordingly
• Contribute to the ongoing refinement of risk measurement tools and data quality improvements

Benefits

• Visa & Relocation Support
• 1,700 EUR Training Budget
• Free Choice of Hardware
• Beginner German Classes
• Food & Drinks
• Flexible working hours, home office and 28 vacation days
• Company Pension Scheme
• Team Events
• Subsidised Urban Sports Club Membership

Qualifications

• Strong understanding of market risk measurement (e.g., VaR, sensitivities, stress testing) and liquidity risk metrics
• Professional certifications such as FRM, CFA, or similar are an advantage
• Solid experience with Excel/VBA and analytical tools (e.g., Python, R, MATLAB, or SQL)
• A degree in a quantitative discipline or Business Administration with a quantitative focus
• Familiarity with MaRisk, Basel III/IV, and ECB ICAAP guidelines
• Effective communicator with the ability to collaborate across departments and present risk topics to senior stakeholders
• 2-5 years of experience in risk controlling, quantitative analysis, or related roles in banking or financial services
• High level of independence, analytical thinking, and precision
• Ability to analyze complex data sets and translate results into meaningful risk insights
• Strong documentation and reporting skills to support transparency and auditability
• Proven knowledge of economic capital models, ICAAP methodology (economic perspective), and capital aggregation techniques

If you're excited about this role but don't meet every requirement, we still encourage you to apply