Risk Controller Interest Rate Risks Bank Book (IRRBB / CSRBB) (m/f/d)

You successively assume the technical responsibility for the operation of the group-wide models for quantifying market price risks and stress tests to meet regulatory requirements, in particular for interest rate change and credit spread risks in the bank book, and carry out the calculations. You bring your methodological knowledge and ideas into the further development of the methods of market price risk measurement and stress tests and implement the further developments. In your role, you conduct analyses of interest rate change and credit spread risks in the bank book (valued and yield-oriented) and report the results. You represent your thematic areas in projects, for example for implementing supervisory requirements such as EBA guidelines on interest rate change risk for cash-valued and yield-oriented views, as well as in internal and external audits as well as in the field management. In all themes, you are not on your own, but rather a dedicated team.

Your basis is a successfully completed study in mathematics, physics or economics (quantitative orientation) and first relevant professional experience. Through your studies or your professional experience, you have well-founded knowledge of the measurement and control of market price risks as well as the interest rate change risks in the banking book, ideally also banking accounting and regulatory requirements. In dealing with MS Office (in particular Excel and Access), ideally also with the Ambit Focus system, you are routined and have first knowledge in Power BI as well as programming skills (e.g. SQL, VBA, Python, R). You have fun working analytically and conceptually, finding and implementing solutions independently and communicating your results. Due to your quick understanding, new topics will inspire you and you are ready to work into them. In any case, however, you are a creative mind and have a noticeable desire for your topics. Responsibility and team spirit complete your profile.

Design playroom: With us you can find responsible tasks and actively shape your work environment. Development offer: We offer you a wide range of individual development opportunities for your personal progress and participation in our mentoring program. Fair remuneration: With us you receive a market-oriented salary with performance-dependent components. Pension provision: We offer you a purely employer-funded occupational pension. You can also contribute your own share by changing pay. Flexible working time models: We offer you flexible work models in part time and full time with a remote share of up to 50%. In addition, you can work up to 20 working days per calendar year in all EU countries including Switzerland. Holiday: You can take up to 30 days vacation. Sustainability package: We will pay you €100 per month, which you can use freely for sustainable purposes, for example for purchasing the German ticket, for subsidizing a JobRad or for financing an improved home office equipment. JobRad: Lease is a JobRad and sustainably mobile – on the way to work and leisure. Diversity and Networking: Become part of our numerous networks (including NextGeneration, HelaPride, Women's Network and HelaNations). Health and fitness: With our health courses, business sports groups, business restaurants and an EAP Employee Assistance Program (an independent holistic support program for mental well-being), you stay fit at the workplace. .