We have a current opportunity for a Risk Controller (IRRBB) on a permanent basis. The position will be based in Frankfurt am Main. For further information about this position please apply.
Responsibilities include:
- Operating Group-wide models to quantify market price risks and conduct stress tests, particularly concerning interest rate changes and credit spread risks within the banking book.
- Developing and implementing methods for measuring market price risk and executing stress tests, with a specific focus on interest rate and credit spread risks and associated sub-risks.
- Analyzing interest rate and credit spread risks in the banking book, both from a present value and income-oriented perspective, and effectively reporting the findings.
- Contributing to projects aimed at implementing prudential requirements, such as EBA guidelines on interest rate risk, for both present value and income-oriented viewpoints.
Qualifications:
- Degree in mathematics, physics, economics, or related fields.
- Strong knowledge of market risk management and regulatory frameworks.
- Proficiency in MS Office; familiarity with Ambit Focus system and programming a plus.
- Analytical mindset, communication skills, and eagerness to learn.
- Advance level in German
