Risk Management

Risk Management

Selby Jennings: A Specialist Recruiter for Risk Management in Germany

Selby Jennings is a leading specialist talent partner for financial sciences and services in Germany. Our global Risk Management team provides permanent, contract, and multi-hire talent.

For nearly 20 years, clients and candidates have had peace of mind that their specialist Risk Management recruitment process is in safe hands. With newly developed risk management software driving risk management talent marketing, the need for niche talent in Germany is getting increasingly difficult for companies to recruit, onboard, and retain.

From streamlining processes and upskilling workforces, to staying cutting edge by employing flexible work models, we advise enterprise leaders on when to strike and how. We also provide expert insight to Risk Management salaries, and assist them through their career moves.

If you’re interested in securing the very best Risk Management talent or you’re a professional looking for Risk Management jobs , the Selby Jennings’ Risk Management team connects exceptional talent to industry-leading clients.


If you're a candidate, please register your CV and get discovered for all relevant roles.

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If you're a client looking for the best talent, please Register your vacancy or Request a call back for an introduction to our services.

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Benefits of working with the Selby Jennings Risk Management team in Germany

We are a specialist talent partner. Among the many benefits of working with Selby Jennings’ global Risk Management team are:

Experience

We have nearly 20 years of experience as a leading talent partner in financial sciences & services in Germany.

​Network

A vast network of the best, in-demand professionals, working with large German financial institutions to innovative fintech start-ups and beyond.​

​Knowledge

Our award-winning talent specialists offer bespoke, tailored guidance on the latest German hiring trends and industry news to help you achieve your goals.

At Selby Jennings, we take pride in nurturing partnerships that are built on trust, integrity, and mutual growth. We aim to deliver personalized solutions crafted to match your particular needs, with flexible options that respect your hiring practices. Whether it's fast-tracking vital positions or creating strategic talent acquisition plans, we have the know-how and resources to get results. Share your vacancy with us today to start the process.

Take the initiative to resolve your talent shortage by completing our form today. Our team is excited about the prospect of discussing how we can assist your organization in efficiently addressing your Risk Management hiring needs.

Associate Hedge Fund Credit

Responsibilities Counterparty credit analyses (including direct client due diligence meetings) Authoring credit reviews Establishing counterparty credit ratings, counterparty credit limits Trade / transaction analysis and approval Exposure monitoring Industry and trend analyses Presentations to senior management Liaison between Credit, front office and other departments Qualifications 2+ years of counterparty credit experience covering funds (primarily Hedge Funds, experience with Private Equity Funds and / or Regulated / Pension Funds) Knowledge of capital markets products, (OTC derivatives, swaps, repo/reverse repo, stock loan/stock borrow, structured products, Futures). Strong communication skills Bachelor's Degree

Negotiable
New York
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IT Audit Manager

A leading Insurance Firm is looking to hire an IT Audit Manager to sit out of its office in Charlotte. This person will be responsible for managing end to end audits, overseeing testing, ensuring documentation is complete, and building strong relationships with stakeholders. This is a key hire for senior management and an exciting opportunity for candidates looking to make the pivot to more of a leadership role as you will also be responsible for mentoring junior staff and leading important team meetings. The ideal candidate must have a Bachelor's degree, 2+ years of experience overseeing IT Audit engagements and activities, and CISA certifications are preferred. Responsibilities: Manage end to end audit activities and oversee testing Collaborate with multiple teams across the bank and build strong relationships with stakeholders Identify control deficiencies & assist in creating and implementing action plans Mentor junior team members, lead meetings, ensure all documentation is accurate Qualifications: 3+ years of experience in IT Audit 2+ years of experience overseeing end to end IT audits hold a CISA/CISM/CIA or be willing to obtain the certification in the near future Excellent organization and project management skills Strong communicator who can work closely with senior leaders across multiple teams

US$110000 - US$130000 per year
Charlotte
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Buy Side Internal Auditor

A leading buy side firm is looking to hire an Internal Auditor to its team in Connecticut. This person will report directly to the Head of Internal Audit and will be responsible for overseeing a portfolio of audits across Finance, IT, Operational, etc. This is an exciting opportunity that will offer exposure to a number of senior stakeholders across the firm as well as other high-profile individuals. Given this exposure, the team is looking to bring in an excellent communicator who can effectively identify gaps/deficiencies, analyze findings, and communicate results in a concise and clear manner. The ideal candidate will have 3+ years of experience in Internal or External Audit, working knowledge of IT/Cybersecurity frameworks, and strong analytical/problem-solving skills. Previous buy side experience would also be a plus. Responsibilities: Help lead end to end audits, including planning, fieldwork, execution, reporting across a number of areas (Finance, IT, Cyber, Investments, etc) Identify control deficiencies, create and implement appropriate action plans Work closely with senior management and key stakeholders across the firm to gather evidence, ensure all documentation is accurate, and analyze findings Engage in strategic initiatives/projects to increase operational efficiency Qualifications: 3+ years of experience in Audit (Internal or External) Previous experience covering IT Audit and knowledge of IT governance frameworks (COBIT, NIST, etc.) strongly preferred Buy side or Big 4 experience would be a plus Strong analytical and organizational skills, ability to manage multiple projects at a time Excellent communication skills and the ability to work closely with senior management across the organization

US$140000 - US$185000 per year
New York
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Manager, Operational Risk

Operational Risk Manager Location: Chicago, IL Compensation 130-155k base I am currently partnered with a bank out of Chicago that is looking to grow out their Operational Risk Management function by adding a Manager. Ideal candidates have 8+ years of experience leading an ORM function and are familiar with GRC tools such as Archer. In this role, you would be responsible for leading a team in the execution of the firms ORM Framework, which includes conducting risk assessments, accurately identifying and reporting risks, and the development of the risk remediation plan in accordance with all relevant policies, regulations and procedures. Additionally, you would be responsible for spearheading the analysis of the firm's risk event data to evaluate and minimize operational risk exposure. Responsibilities: Oversee the enterprise-wide execution of the ORM framework Work closely with direct reports and provide coaching as necessary Collaborate closely with cross-functional teams to strengthen the firms ORM programs and governance Lead the oversight and testing of ORM functions such as third party risk management and business continuity Requirements: 8+ years of experience, ideally leading an ORM function Strong background in data/quantitative analysis in regards to the minimization of risk exposures People management experience Bachelor's degree in finance, business, or another related field Microsoft Office Proficiency Strong ability working independently Excellent written and verbal communication skills

US$130000 - US$155001 per year
Chicago
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AI/ML Model Validation Director

I am looking to speak with any experts in AI/ML models with experience in Model Validation, MRM, or Model Development who have worked in the 2nd line. I am working with a top financial institution who is looking to bring on someone with 10-15 years of experience to lead a small team and help booster the AI/ML capabilities of the firm. This team is led by one of the top leaders in the Model Risk who will be able to provide a strong runway and impact on the business. Location: Chicago, D.C., Dallas, NYC Responsibilities: Reviewing analytical methods and quantitative models for both new and existing products/portfolio. Serving as the Model Risk lead for model testing and validation. Developing validation reports based on rigorous theoretical and analytical reviews of models. Acting as an advisor and leader for team members, ensuring schedules are met and technical problems are resolved efficiently. Overseeing validation of credit decisioning models and participating in credit strategy review/challenge process. Managing validation of models utilizing modern ML/AI techniques such as Neural networks, Random Forest, and various boosting algorithms. Qualifications: Advanced degree in a quantitative field 10 years of professional work experience in quantitative analytics, model risk management, model validation, or model development Proficiency in at least one programming language such as Matlab, STATA, Python, C++, SAS, R Deep understanding of both statistical and AI/ML techniques.

US$250000 - US$350000 per year
Chicago
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1st Line Market Risk - Director

A major American investment bank is seeking a director for their front office market risk team. The 1st line team is responsible for market risk across all asset classes. Their business objectives span managing market risk for the global markets division with a focus on optimizing capital-based risk metrics to increase productivity. Responsibilities: Identify systemic and idiosyncratic risks across businesses and understand the firm's overall risk appetite and capital framework to effectively optimize and allocate risk appetite In depth understanding of RWA, VaR, FRTB work streams for the business Track performance of products within Markets regularly, and understand drivers of market movements across all asset classes, analyzing trends to create relative value and forward-looking views of material risks Improve on risk monitoring, control, and governance within the business Assess all risk/reward of transactions when making business decisions. Qualifications: 10+ years' experience in Macro/Cross-Asset trading or market risk Sell side equity structuring experience or 1st line market risk experience 2nd line front-facing market risk experience covering rates Exceptional understanding of Historical VaR and FRTB Regulatory experience across risk stripes Trading, Risk, or Structuring background

US$200000 - US$300000 per year + + Bonus
New York
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C++ Team Lead

What We Offer: Fast-paced environment Excellent international growth opportunities Exposure to world-class financial technologies and global markets Responsibilities: Collaborate on the development and enhancement of the back-end distributed system, enabling continuous firm-wide risk and P&L calculations. Work closely with Quants and Quant Developers globally to create pricing and risk analytics for our in-house pricing library. Contribute to the development of pre-trade analysis and market analysis tools for Portfolio Managers. Mandatory Requirements: Substantial experience in C++ (Expert understanding of the C++11/C++14/C++17 standards is a must). Previous experience leading/managing a team. Proficiency in developing and maintaining back-end distributed systems. Familiarity with source control systems (preferably Git). Bachelor's degree in computer science or another quantitative field (Master's degree is a plus). Excellent communication skills. Ability to work independently in a fast-paced environment. Detail-oriented, organized, demonstrating thoroughness and strong ownership of work. Additional Valuable Skills (Nice to Have): Experience with CI/CD. Familiarity with Linux platforms. Knowledge of Fixed Income analytics pricing and risk analytics. Exposure to Docker/Kubernetes. Understanding of financial mathematics and statistics. Previous work in the financial industry.

Negotiable
Les Genevez (JU)
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Stress Testing / ICAAP / Portfolio Risk (M/W/D)

Responsibilities: Lead cross-risk stress testing activities with specialists from various offices. Manage the Risk Division's role in ICAAP, ECB Stress Testing, and Recovery and Resolution Planning. Enhance methodologies for economic capital and stress testing. Maintain the Group's Risk Strategy and Risk Appetite Framework. Oversee the quarterly Risk ID process and set portfolio-level limits. Present management information on portfolio risks and stress testing. Develop policies and procedures for Risk Identification, Stress Testing, and ICAAP. Support regional and global Risk Division projects and regulatory requests. Qualifications: Bachelor's degree in Finance, Economics, Sciences, or Engineering. Experience in financial risk management, ideally in banking or consulting. Proven track record in leading change initiatives. Experience with financial regulators on topics like SREP. Strong understanding of ICAAP and Stress Testing. Skills: Strong organizational skills and ability to prioritize under pressure. Confident in proposing and challenging ideas, with strong influencing skills. Excellent written and verbal communication with diverse stakeholders. Fluency in English; German is a plus. Effective in a small team and able to coordinate with a wide network.

Negotiable
Frankfurt am Main
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Leader of Quantitative Risk Controlling (m/f/d)

We are currently seeking a Leader of Quantitative Risk Controlling in Stuttgart with our client in the banking sector. Lead and manage a team of five experts responsible for developing and adapting internal rating models for credit risk in accordance with Basel and IFRS 9. This includes validation, model backtesting, credit risk monitoring, analysis, and risk planning. Oversee and prioritize projects and tasks by setting clear objectives and efficiently allocating resources. Develop and implement quantitative risk models for credit risk. Assess and validate risk models to ensure compliance with regulatory requirements, group standards, and internal guidelines. Identify key risk drivers and trends, collaborating with the credit department to analyze the relationships between operational credit risk measures and their impact on risk provisioning and cost development according to IFRS and HGB. Recommend measures for risk optimization and control. Create and refine credit risk planning in collaboration with the credit department and financial controlling, including conducting scenario and stress tests. Lead and participate in management and group-level committees. Engage in internal and external audits, ECB inspections, and the approval process for models. Participate in bank and group projects. Your Qualifications: Completed studies in mathematics, statistics, industrial engineering, or economics with a quantitative focus. Several years of leadership and professional experience in quantitative risk management at a bank, insurance company, or auditing firm. Team-oriented working style with the ability to thrive in a dynamic environment. High degree of responsibility and initiative. Excellent communication and presentation skills, with the ability to explain complex issues clearly. Strong knowledge of quantitative methods and modeling techniques. Programming experience in SQL, SAS, and ideally R and Python. Strong analytical skills and problem-solving abilities. Ability to make decisions based on model-derived insights. In-depth knowledge of IRB regulations and IFRS 9. Project experience in regulatory projects. Proficiency in English and German. Advanced MS Office skills. If you meet the requirements above and are interested in this exciting opportunity, please submit your application today. Our client offers a competitive salary and benefits package, as well as opportunities for career advancement within a dynamic and innovative international bank. For further information, please apply here or get in touch at: +4930166340768

€80000 - €100000 per annum
Stuttgart
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Risk Controlling Reporting & Planning (m/f/d)

We are currently seeking a Risk Controlling Reporting & Planning for the Quantitative Risk Controlling department in Stuttgart with our client in the banking sector. Your Responsibilities: Collaborate with model developers and the credit department to identify key risk drivers and segments. Analyze the relationships between operational credit risk measures and their impact on risk provisioning, and develop risk costs according to IFRS and HGB. Regularly report developments, causes, forecasts, and recommendations to various local and group committees. Create and continuously optimize credit risk planning in close cooperation with the credit department and financial controlling, including scenario and stress tests. Determine action measures to optimize risk costs and integrate them into risk management. Conduct ad-hoc evaluations, scenarios, and portfolio analyses. Monitor and analyze the dunning portfolio and rescheduled loans. Document data lineage and risk indicators, implement group data requirements, and ensure monthly submissions. Participate in cross-departmental and group projects. Your Qualifications: Completed studies in statistics, (business) mathematics, physics, industrial engineering, or economics with a focus on risk management or statistics. Solid professional experience in risk controlling or auditing. Strong analytical skills and a high affinity for numbers. Programming experience (SQL, ideally Python, R, or SAS). Good knowledge of IRB regulations and IFRS 9. Project experience in regulatory projects. Proficiency in English. If you meet the requirements above and are interested in this exciting opportunity, please submit your application today. Our client offers a competitive salary and benefits package, as well as opportunities for career advancement within a dynamic and innovative international bank. For further information, please apply here or get in touch at: +4930166340768

€70000 - €90000 per annum
Stuttgart
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Director, Volatility Risk Manager

A Multi Strategy Hedge Fund is hiring a Director-level Vol Risk Manager in their NYC office. This hire will focus on risk managing volatility across all strategies. Daily interaction with PMs and Traders to optimize strategies, design hedges and establish hedge/risk frameworks, and manage exposure are the core responsibility. This individual is expected to regularly interact with the Chief Risk Officer & Chief Investment Officer to discuss macro trends, PnL movement, risk limits, and hedge strategy overall. The fund wants this risk manager to serve as a partner to the front office. It's a high visibility/high conviction role - the ideal candidate needs to collaborate with the PMs to take smart risks, but can't hesitate to face off with them when that risk goes the wrong way. Requirements: 7+ years of front office risk management experience Hedge fund/prop trading risk background and/or trading experience preferred Expertise risk managing volatility - index options + dispersion strategies, futures, commodity futures and options, exotic rates derivatives, etc. Proficiency in Python/SQL is necessary - analysis, scripting, tool building Building and maintaining strong relationships with PMs and Traders

US$200000 - US$250000 per year + bonus
New York
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Enterprise Risk Manager (Capital and Business Risk Management)

**Enterprise Risk Manager - 2LoD Capital and Business Risk Management** Are you a seasoned professional passionate about risk management within the financial sector? We are seeking an Enterprise Risk Manager to join our client's dynamic team, focusing on Second Line of Defense (2LoD) for capital and business risk oversight. This permanent position offers a fantastic opportunity to advance your career in one of the Netherlands leading Leasing organizations. The successful candidate will play a pivotal role in shaping enterprise-wide strategies that mitigate risks while supporting sustainable growth objectives. You'll be at the forefront of ensuring robust frameworks are enforced across all levels - safeguarding both our interests and those we serve. Responsibilities include: - Developing comprehensive policies around capital allocation. - Conducting thorough assessments related to leasing operations. - Collaborating with various teams including Amsterdam-based counterparts when necessary. - Ensuring compliance with regulatory standards as part of an effective risk team structure. We value skills such as: - Regulatory Knowledge: An understanding or experience working with renowned regulatory frameworks. - Leasing Knowledge: Familiarity with lease structuring, financing options, credit considerations which can significantly contribute toward informed decision-making processes regarding asset investments & liabilities management. - Risk Management Expertise**: Ability not just identify potential threats but also devise strategic plans aimed at reducing vulnerabilities without compromising operational efficiency is crucial for success here; adeptness navigating complex regulations supports this endeavor further still! Join us if you're ready take on challenges head-first enabling businesses flourish despite uncertainties today's markets might present!

Negotiable
Amsterdam
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