Senior Liquidity Risk Lead: ILAAP & Stress Testing

N26; Berlin (NH); On-site; USD 139,000 - 221,000; Full time

Benefits offered by this job

Relocation package with visa support

Premium N26 bank account subscription

Personal development budget

Work from home budget

Fitness and wellness discounts

Language apps

Job summary

N26 in Berlin is seeking a Senior Manager Risk Controlling to strengthen our ILAAP and liquidity risk management framework. You will design and calibrate models, lead stress scenarios, and ensure regulatory compliance with MaRisk and EBA guidelines.

You will collaborate with auditors and regulators while guiding data quality and governance for core balance sheet inputs in liquidity risk calculations. English fluency is required; German is a plus.

Qualifications

• 7–10+ years in risk controlling or consulting (Big Four)
• Deep expertise in Liquidity Risk and ILAAP in a regulated financial institution
• Quantitative academic background; CFA/FRM a plus

Responsibilities

• Lead design, maintenance and improvement of the ILAAP framework.
• Develop, calibrate and refine quantitative liquidity risk methodologies.
• Design and calibrate liquidity risk model parameters using data, judgement and stress tests.
• Translate digital retail bank characteristics into tailored liquidity risk methodologies.
• Spearhead design and calibration of comprehensive strong liquidity stress scenarios.
• Ensure compliance with MaRisk, CRR, ICAAP and ILAAP guidelines; regulatory reporting.
• Establish and maintain architecture of strong risk limits for liquidity and funding.
• Lead data governance for balance sheet data used in liquidity risk calculations.
• Act as primary methodological expert with auditors and regulators (EBA, central banks).

Skills

ILAAP framework

Liquidity risk

Quantitative modelling

Data governance

Regulatory requirements

Risk governance

Stakeholder communication

Data engineering collaboration

Fluent English

German language

Education

Master’s in statistics / mathematics / economics

CFA or FRM (plus)

Job description

N26 in Berlin is seeking a Senior Manager Risk Controlling to strengthen our ILAAP and liquidity risk management framework. You will design and calibrate models, lead stress scenarios, and ensure regulatory compliance with MaRisk and EBA guidelines.

You will collaborate with auditors and regulators while guiding data quality and governance for core balance sheet inputs in liquidity risk calculations. English fluency is required; German is a plus.