About the opportunity We are seeking a Senior 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 (Pillar II) . 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, calibrate and continuously refine quantitative liquidity risk methodologies based on historical development data, including deposit stability models, liquidity runoff assumptions, internal liquidity maturity ladders , survival period analysis, and intraday liquidity metrics. - Design and statistically calibrate liquidity risk model parameters using internal historical data, expert judgement and stress-testing results, ensuring that assumptions remain empirically grounded and fit for purpose. - Translate the specific characteristics of a digital retail bank into tailored liquidity risk methodologies rather than relying solely on standard regulatory metrics and industry practices. - Spearhead the design and calibration of comprehensive liquidity stress scenarios , identifying potential vulnerabilities and challengin
📌 Senior Liquidity Risk Manager (España)
🏢 N26
📍 España