Risk Controlling Manager, Liquidity Risk (ILAAP)

Risk Controlling Manager, Liquidity Risk (ILAAP)

About the opportunity

We are seeking a Manager Risk Controlling to help us further develop and strengthen our Risk Controlling function with a focus on the Internal Liquidity Adequacy Assessment Process (ILAAP) and overall Liquidity Risk Management.

As part of the Risk Controlling team, you will lead the development, implementation, and analysis of models for liquidity risk controlling, covering both regulatory requirements (Pillar I) and internal methodologies. You will ensure that N26 maintains a robust liquidity position through advanced modelling, stress testing, and expert methodological guidance.

At N26, we are redefining banking through technology and innovation. As a Risk Controlling Manager with a focus on ILAAP and liquidity risk, you will have the opportunity to shape the future of risk management in a fast-paced, forward-thinking environment. Join us and be part of a team that values collaboration, innovation, and excellence.

In this role, you will

Lead the design, maintenance, and continuous improvement of the ILAAP framework, ensuring it accurately reflects the firm's liquidity adequacy and risk appetite.

Develop and enhance advanced methodologies for measuring liquidity risk, including internal liquidity maturity ladders, survival period analysis, and intraday liquidity metrics.

Spearhead the design and calibration of comprehensive liquidity stress scenarios, identifying potential vulnerabilities and challenging qualitative assumptions.

Ensure full compliance with relevant European and German regulatory requirements, such as MaRisk and EBA Guidelines on ILAAP, while overseeing regulatory liquidity reporting standards.

Establish and maintain the architectural design of risk limits for liquidity and funding, providing expert advice on limit calibration and remediation strategies.

Lead initiatives to improve the quality, governance, and lineage of core balance sheet data used in liquidity risk