Manager Validation Market Risk / Interest Rate Risk (f/m/d)

Welcome to the world of Aareal Bank! We are medium-sized and global players. As an international real estate specialist, we all work towards a common goal: the success of our customers. With us, more than 1,000 people from 44 nations work on three continents, that we as a bank are quite different! We are responsible and first-class training and an organization with lots of expertise and short ways, a lot of design space and the need to get better for our customers. This makes us strong and above all: different! Manager Validation Market Risk / Interest Rate Change Risk (w⁠/⁠m⁠/⁠d) For this varied position we are looking for a flexible personality with strong affinity for working with risk and financial data. Personally, you score with the right mix of hand-on mentality and team spirit. You like to take responsibility for your work and always have your goal in mind? Then we say: Welcome to the Aareal Bank Group.

In this position, you are responsible for the validation of our models in the capital market environment with a focus on topics such as market risk, IRRBB, CSRBB, full-fair value models, valuation and market data validation Specifically, you take responsibility for the implementation of the validation and the follow-up process of action recommendations – we also know the ongoing development of the validation, including regulatory requirements, in the right hands of you. You also assess the initial validation obligation for model changes You will communicate your results independently to the bodies Through the professional exchange, e.g. via colloquia, you contribute to the training and further training of the team Active monitoring of internal and external audits complete your task

Successfully completed studies with a quantitative focus, e.g. mathematics, physics, statistics or a comparable discipline Practical experience in the validation or modelling of economic and yield-oriented models in market and interest rate change risk, valuation models for capital market instruments as well as in the handling of market data and interest/spread curves Knowledge of the relevant regulatory and legal requirements Routined in handling Excel, Access and R A plus, no need: experiences in Summit, SAP BI and Python as well as in the implementation of BCBS 239 Don't worry – even if you don't meet all the criteria, the place could still fit you perfectly. So you're welcome!

Varied tasks: With us you can contribute your expertise, advance themes and create new things. We have a culture where everyone can actively contribute and influence. A Exceptional Development: We promote each person alike, so we support you with individual development opportunities and learning paths. To expand existing skills and build new pioneering skills. Worklife balance: With mobile work and flexible working time models you have the opportunity to customize your work. Thus, work, family and the personal situation of life can be brought under the best possible control. Excellent Benefits: Our services and Benefits offer you a real added value that makes us a top employer. With us, for example, you receive benefits for cooperation partners or grants for local transport. We also provide your future with an occupational pension scheme or an asset-effective service. Active Health Management: Medical check-ups, consulting services, common sports events, our popular canteen or coffee bar – We offer you the opportunity to take advantage of what promotes your health and benefits you. Apply now JOBV1_EN