(Senior) Quantitative Risk Controller (f/m/d)

Team

The Risk Controlling department is responsible for establishing and maintaining a robust, group-wide risk management framework aligned with Basel principles and guidelines. This involves implementing policies and controls to identify, measure, monitor, and manage the bank's risks, including credit, market, operational, and liquidity risk. The team's primary functions are ongoing risk profile monitoring, preparing accurate risk reports for stakeholders and regulators, and assessing capital and liquidity adequacy according to regulatory frameworks like CRR.

Your Responsibilities

As a Quantitative Risk Controller, you will play a central role in the development, implementation, and continuous enhancement of the bank’s economic ICAAP framework, market price risk measurement, and liquidity risk analysis. You will ensure the internal risk-bearing capacity adequately reflects the bank’s risk profile, supporting strategic steering through robust risk analytics and reporting, which contributes directly to risk transparency, regulatory compliance, and financial resilience.

Key Responsibilities:

• Develop and maintain models and methodologies for the economic perspective of ICAAP, including internal capital calculations and risk aggregation.
• Perform quantification and monitoring of market price risks (especially interest rate risk) using both standard and internal models.
• Analyze and report on liquidity risk metrics, including survival horizons, funding concentration, and liquidity stress testing.
• Conduct scenario analyses and stress tests for economic capital and liquidity risks, ensuring alignment with MaRisk and EBA/ECB guidelines.
• Maintain the risk inventory and contribute to the assessment of material risks in coordination with other risk types.
• Support ICAAP reporting to management, regulators, and internal committees, ensuring clarity, accuracy, and compliance.
• Collaborate closely with Treasury, Finance, and the business lines to align capital, liquidity, and risk strategies.
• Monitor regulatory developments and adapt internal methodologies accordingly.
• Contribute to the ongoing refinement of risk measurement tools and data quality improvements.
  

Your Profile

To succeed in this role, you will need a combination of quantitative expertise, regulatory understanding, and communication skills to support sound risk-based steering and regulatory compliance.

Key Requirements:

• A degree in a quantitative discipline or Business Administration with a quantitative focus.
• 2–5 years of experience in risk controlling, quantitative analysis, or related roles in banking or financial services.
• Proven knowledge of economic capital models, ICAAP methodology (economic perspective), and capital aggregation techniques.
• Strong understanding of market risk measurement (e.g., VaR, sensitivities, stress testing) and liquidity risk metrics.
• Familiarity with MaRisk, Basel III/IV, and ECB ICAAP guidelines.
• Solid experience with Excel/VBA and analytical tools (e.g., Python, R, MATLAB, or SQL).
• Ability to analyze complex data sets and translate results into meaningful risk insights.
• Strong documentation and reporting skills to support transparency and auditability.
• High level of independence, analytical thinking, and precision.
• Effective communicator with the ability to collaborate across departments and present risk topics to senior stakeholders.
• Professional certifications such as FRM, CFA, or similar are an advantage.

Join our mission, join our team – and grow with us!

At Raisin, we care about each other and it is one of our top priorities to foster an open and caring environment in which everyone feels welcome and comfortable. Our culture is strongly driven by our ambitious team, which connects more than 75 different nationalities.

As part of our team, you will benefit from:

• Employee Development Budget of €2,000 and four full training days per year.
• Flexible working hours, home office and 30 vacation days.
• A company pension scheme (Betriebliche Altersvorsorge), which we support with 20%.
• Enjoy more than 50+ different sports with Urban Sports Club: We subsidize your membership with more than €20 per month. 
• Do you miss being in the office? The Deutschland Ticket gets you there, which we subsidize with €25 per month.
• Love cycling? With JobRad, lease the bike of your choice and enjoy tax savings, plus Raisin covers your monthly insurance costs.
• Hungry all the time? Snacks, daily fresh fruit as well as drinks provided at the office.
• You are moving from another country or city to join us? We may support your relocation.