The opportunity
We are seeking a Manager Risk Controlling to help us further develop and strengthen our Risk Controlling function with a focus on the Internal Liquidity Adequacy Assessment Process (ILAAP) and overall Liquidity Risk Management .
What you'll do
Lead the design, maintenance, and continuous improvement of the ILAAP: framework , ensuring it accurately reflects the firm's liquidity adequacy and risk appetite.
Develop, calibrate and continuously refine quantitative liquidity risk: methodologies based on historical development data, including deposit stability models, liquidity runoff assumptions, internal liquidity maturity ladders , survival period analysis, and intraday liquidity metrics.
Design and statistically calibrate liquidity risk model parameters using: internal historical data, expert judgement and stress-testing results, ensuring that assumptions remain empirically grounded and fit for purpose.
Translate the specific characteristics of a digital retail bank into tailored: liquidity risk methodologies rather than relying solely on standard regulatory metrics and industry practices.
Spearhead the design and calibration of comprehensive liquidity stress: scenarios , identifying potential vulnerabilities and challenging qualitative assumptions.
Ensure full compliance with relevant European and German regulatory: requirements, such as MaRisk and EBA Guidelines on ILAAP , while overseeing regulatory liquidity reporting standards.
What they're looking for
- Establish and maintain the architectural design of risk limits for liquidity: and funding, providing expert advice on limit calibration and remediation strategies.
- Lead initiatives to improve the quality, governance, and lineage of core: balance sheet data used in liquidity risk and ILAAP calculations.
- Act as the primary methodological expert and project lead for interactions: with internal/external auditors and regulators (e.g., EBA, national central banks) regarding the adequacy and robustness of liquidity risk practices.
- Quantitative academic background (Master's in statistics, mathematics,: economics, or a similar quantitative field). Professional certifications like CFA or FRM are a plus.
