Quantitative Risk Controller

**About Raisin Bank**:
As part of the Raisin family, Raisin Bank combines the best of both worlds: the experience and security of a bank, with the flexibility and innovation of a start-up. Our team is just as diverse as our partners. If you are looking for a dynamic environment in which you can play to your strengths and develop further, then you have come to the right place

Founded in 1973, our dynamic and innovative service bank has a full banking license and brings the decades of experience of an established German credit institution to the table. In processing both loan portfolios and receivables of selected borrowers, it combines performance strength and competent advice with efficient solutions. Since 2019, the bank has been a wholly-owned subsidiary of Raisin and has been operating under the name Raisin Bank AG since August 2019.

**Team**:
At RSB, our Risk Controlling team is focused on managing risk exposure across the business. We identify, evaluate, and report on key risks while supporting decision-making with data-driven analysis.

Our key responsibilities include:

- ** Risk Management Framework**: We establish and maintain a robust, group-wide risk framework aligned with Basel guidelines. This includes setting policies, procedures, and controls to identify, measure, monitor, and manage all relevant risk types.
- ** Risk Identification & Assessment**: We assess the bank’s exposure to credit, market, operational, and liquidity risks using methods such as stress testing, scenario analysis, and risk evaluations.
- ** Risk Monitoring & Reporting**: We monitor the bank’s risk profile and produce timely, accurate reports for internal stakeholders and regulatory bodies. This includes tracking risk metrics, key indicators, and early warning signals.
- ** Capital & Liquidity Adequacy**: We evaluate capital and liquidity adequacy in line with CRR and Basel requirements. This includes oversight of capital ratios, liquidity metrics, and stress testing to ensure compliance and support the bank’s strategic objectives.

**Your Responsibilities**:
As a Quantitative Risk Controller, you will be responsible for developing, implementing, and continuously improving Raisin Bank’s economic ICAAP framework, market price risk models, and liquidity risk analysis. Your work ensures that the bank’s internal risk-bearing capacity accurately reflects its risk profile and supports strategic decision-making. The role directly contributes to regulatory compliance, risk transparency, and the financial resilience of Raisin Bank.

**Key Responsibilities**
- Develop and maintain models and methodologies for the economic ICAAP perspective, including internal capital calculation and risk aggregation.
- Quantify and monitor market price risks (particularly interest rate risk) using standard and internal models.
- Analyze and report on liquidity risk metrics such as survival horizons, funding concentrations, and results from liquidity stress testing.
- Conduct scenario analyses and stress tests for capital and liquidity risks in line with MaRisk and EBA/ECB guidelines.
- Maintain the risk inventory and support the identification and assessment of material risks across all risk types.
- Prepare ICAAP reports for management, regulatory authorities, and internal committees with a focus on clarity, accuracy, and regulatory compliance.
- Collaborate with Treasury, Finance, and business units to align capital, liquidity, and risk strategies.
- Monitor regulatory developments and adjust internal methodologies accordingly.
- Support ongoing refinement of risk measurement tools and drive improvements in risk data quality.

**Your Profile**:
You bring a strong mix of quantitative skills, regulatory knowledge, and communication ability that supports risk-based steering and regulatory compliance at Raisin Bank. You work independently, think analytically, and can translate complex data into actionable insights for senior stakeholders.

We’re looking for someone who:

- Holds a degree in a quantitative discipline (e.g. mathematics, statistics, economics) or in Business Administration with a quantitative focus.
- Brings a certification such as FRM, CFA or PRM (a plus).
- Has 2-5 years of experience in risk controlling, quantitative analysis, or a related area within banking or financial services.
- Understands economic capital models, ICAAP methodology (especially the economic perspective), and capital aggregation techniques.
- Has a solid grasp of market risk measurement methods such as VaR, sensitivities, and stress testing, as well as liquidity risk metrics.
- Is familiar with MaRisk, Basel III/IV, and ECB ICAAP expectations.
- Works confidently with Excel/VBA and at least one analytical tool (e.g. Python, R, MATLAB, or SQL)
- Brings a high level of precision, independence, and analytical thinking.
- Writes clearly and structures documentation to ensure transparency and audit readiness.
- Communicates effectively and works well across departme