Quantitative Risk Controller

About the role

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.

What you'll do

• 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.

What you'll need

• A degree in a quantitative discipline or Business Administration with a quantitative focus.
• 2–5 years of experience in risk controlling, quantitative analysis, or related roles in banking or financial services.
• Proven knowledge of economic capital models, ICAAP methodology (economic perspective), and capital aggregation techniques.
• Strong understanding of market risk measurement (e.g., VaR, sensitivities, stress testing) and liquidity risk metrics.
• Familiarity with MaRisk, Basel III/IV, and ECB ICAAP guidelines.
• Solid experience with Excel/VBA and analytical tools (e.g., Python, R, MATLAB, or SQL).
• Ability to analyze complex data sets and translate results into meaningful risk insights.
• Effective communicator with the ability to collaborate across departments and present risk topics to senior stakeholders.

Nice to have

• Professional certifications such as FRM, CFA, or similar are an advantage.

What they offer

• Employee Development Budget of €2,000 and four full training days per year.
• Flexible working hours, home office and 30 vacation days.
• A company pension scheme (Betriebliche Altersvorsorge), which we support with 20%.
• Urban Sports Club membership subsidized with more than €20 per month.
• Deutschland Ticket subsidized with €25 per month.
• JobRad bike leasing with tax savings plus monthly insurance coverage.