Senior Risk Manager (m/f/d)

For a leading leasing and financing bank owned by a multinational corporation...

As Senior Risk Manager (m/f/d), help shape the overall risk framework, in particular interest rate risks, while also leading regulatory projects. This role gives you the chance to make an impact in a bank with a strong focus on supporting small and mid-size enterprises.

The Role:

• Act as the subject matter expert for interest rate risk, overseeing the technical systems and control processes used for measurement and monitoring.
• Maintain and enhance models used for interest rate risk analysis, including Interest Rate Risk in the Banking Book (IRRBB), Value at Risk (VaR), and related behavioral models (e.g., loan commitments, NPL cash flows, etc.).
• Contribute to the design and implementation of interest rate stress-testing scenarios and methodologies.
• Prepare regular risk reports, monitor risk-bearing capacity, and maintain internal risk management documentation.
• Conduct scheduled and ad hoc risk analyses to support senior management and departmental decision-making.
• Support regulatory projects and serve as a key contact during audits by supervisory authorities, internal auditors, and external reviewers.

Your Profile:

• You bring 5–7 years of professional experience in risk management, ideally within a credit institution or auditing firm; relevant certifications such as CFA or FRM are a plus.
• You have solid knowledge of regulatory frameworks (e.g., MaRisk, ECB Guidelines, ICAAP/ILAAP) and are well-versed in interest rate risk methodologies (IRRBB, Interest Rate VaR).
• You are familiar with risk models, data analysis, and quantitative risk methods.
• You have a strong affinity for numbers and possess advanced skills in programming, databases, and MS Office tools (e.g., VBA, R, Python, SQL, Access, Excel, PowerPoint).
• You have prior experience managing projects or sub-projects.
• Business fluent in German and English.

The Benefits:

• Competitive compensation including holiday pay and 30 vacation days, based on the banking sector’s pay scale.
• Flexible work setup with flexitime and remote work options.
• Comprehensive benefits such as pension schemes, time value accounts, and supplemental health insurance.
• Family & personal support including childcare subsidies, employee discounts, and development opportunities.
• Company bike leasing and varied fitness programs.

Sounds interesting? Apply now - we look forward to connecting!