Senior ILAAP & Liquidity Risk Lead

N26

Madrid (IA)

On-site

USD 128,000 - 186,000

Full time

7 days ago

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Benefits offered by this job

Work from home budget

Personal development budget

Relocation with visa support

Fitness and wellness discounts

Job summary

N26 is seeking a Senior Manager Risk Controlling to strengthen its ILAAP and liquidity risk management. You will lead modelling, stress testing and regulatory reporting to support a robust liquidity position in a fast-paced digital bank environment.

In this role you will design and calibrate quantitative methodologies, govern data quality, and interact with auditors and regulators to ensure compliance with MaRisk and EBA guidelines. Fluent English is required, German a plus.

Qualifications

Master’s in statistics, mathematics, economics or similar quantitative field.
7-10+ years in risk controlling or consultancy with Liquidity Risk/ILAAP.
Fluent English; German a plus.
CFA or FRM certifications are a plus.

Responsibilities

Lead design, maintenance, and improvement of the ILAAP framework.
Develop, calibrate and refine quantitative liquidity risk methodologies.
Calibrate model parameters using historical data, judgement, and stress results.
Translate bank-specific characteristics into tailored liquidity risk methodologies.
Design and calibrate strong liquidity stress scenarios.
Ensure MaRisk, EBA ILAAP compliance and regulatory reporting.