About the job
Liquidity Risk Controlling Manager (ILAAP)
About the Opportunity
Join N26 as a Liquidity Risk Controlling Manager and play a pivotal role in enhancing our Risk Controlling capabilities, primarily focusing on the Internal Liquidity Adequacy Assessment Process (ILAAP) and comprehensive Liquidity Risk Management.
As a key member of the Risk Controlling team, you will spearhead the development, implementation, and evaluation of sophisticated models for liquidity risk management, ensuring compliance with regulatory requirements (Pillar I) and internal methodologies. Your expertise will help ensure that N26 maintains a solid liquidity position through innovative modelling, stress testing, and methodological leadership.
At N26, we are revolutionizing the banking experience through technological advancements and innovative solutions. As a Liquidity Risk Controlling Manager, you will have the opportunity to shape the future of risk management within a dynamic and progressive environment. Join our team where collaboration, creativity, and excellence are at the forefront of our mission.
Key Responsibilities
- Lead the design, maintenance, and ongoing enhancement of the ILAAP framework to accurately reflect the firm's liquidity adequacy and risk appetite.
- Develop and refine advanced methodologies for evaluating liquidity risk, including internal liquidity maturity ladders, survival period analysis, and intraday liquidity metrics.
- Initiate the design and calibration of comprehensive liquidity stress scenarios, identifying potential vulnerabilities and rigorously challenging qualitative assumptions.
- Ensure compliance with relevant European and German regulatory requirements, such as MaRisk and EBA Guidelines on ILAAP, while supervising regulatory liquidity reporting standards.
- Establish and uphold the architectural design of risk limits for liquidity and funding, providing expert insights on limit calibration and remediation strategies.
- Lead initiatives to enhance the quality, governance, and lineage of core balance sheet data utilized in liquidity risk and ILAAP computations.
- Act as the primary methodological expert and project lead for engagements with internal/external auditors and regulators (e.g., EBA, national central banks) regarding the robustness of liquidity risk practices.

