YOU WORK METHODICALLY AND ANALYTICALLY!
- Creation and quality assurance of the validations of market price risk and liquidity risk models
- (Further) development of validation concepts and methods in accordance with regulatory and internal bank requirements
- Ensuring compliance with legal (ILAAP, ICAAP, MaRisk) and internal group requirements
- Design, investigation, and ongoing monitoring of the risk-relevant processes
- Accompanying internal and regulatory audits
- Participation in / management of internal projects
YOU COMBINE ALL COMPETENCIES FOR ONE GOAL!
- Completed degree in mathematics/physics or economics (quantitative orientation)
- Several years of practical experience in measuring, modeling, and controlling market price risks, IRRBB, prudent valuation and/or mathematical valuation models
- Ideally, experience with the RiskWatch software
- Confident handling of office products; SQL and VBA programming skills as well as knowledge of the software R or other statistical software is desirable
- Networked, analytical, and structured thinking skills
- Committed, independent, and result-oriented work
- Strong cooperation and communication skills, persuasiveness, and motivation
- Enjoying methodical exchange and the search for suitable solutions
- Sense of responsibility, ability to work in a team, and resilience
- Good technical knowledge of English
WE OFFER YOU MORE!
- An attractive remuneration
- Extensive training opportunities
- Attractive social benefits and pension offers
- Company health management and numerous company sports offers
- Eating in the in-house company restaurant
- Travel allowance for public transport