A large Fintech in Munich is seeking a Liquidity & Market Risk Controller to join their thriving team. This company is paving the way in digital banking, and is mapping out a strategy to expand their business to SME & retail customers across Europe.
With this position, you would take control of the conception and implementation of the Market & Liquidity Risk frameworks, ensuring compliance with German regulatory requirements (CRR, MaRisk, EBA-papers).
- Development and monitoring of the Market & Liquidity Risk frameworks, including IRRBB, investment risk and credit spread risk)
- Continuous review of the risk models and methodology, in the context of Market & Liquidity Risk, and engage in backtesting of them.
- Continuous monitoring of the Risk procedures and reporting measures of the Risk Control function
- Derive and review the limit processes and early warning indicators in accordance with the Banks' risk appetite
- Support the revision of the ICAAP and ILAAP, and engage in stress test scenarios
- Be a central point of contact for both internal and external stakeholders, and collaborate closely with the ALM and Treasury departments
- Degree or equivalent in a financial, econometric or mathematical field
- 3+ years' experience working in the Risk Management function of a financial institution
- Strong understanding of Market & Liquidity Risk measures.
- Strong knowledge of the German banking regulations i.e. MaRisk & CRR
- English and German speaking