Vice President - Quantitative Enterprise Risk Manager (gn)

Vice President - Enterprise Risk Manager (gn)

For our client, a leading global universal bank with its European headquarters in Frankfurt, we are currently looking for a Vice President - Enterprise Risk Manager (gn) to strengthen the team.

Purpose of job

The role is responsible for supporting the delivery and continuous enhancement of the internal capital adequacy framework, encompassing risk identification, emerging and top risk assessment, scenario analysis, recovery planning and risk culture governance, while maintaining close oversight of evolving regulatory requirements. It ensures structured execution of analytical processes and consolidation of results underpinning key regulatory submissions, with particular emphasis on stress testing and recovery planning dimensions, through effective collaboration with adjacent risk functions and relevant business areas across the organisation.

Additionally, the role provides day-to-day risk management support to senior leadership within the Enterprise Risk function.

Tasks

• Maintain and develop the enterprise risk framework, aligning tools, methodologies and policies with organisational objectives
• Drive core risk processes across risk inventory, scenario modelling and top risk assessment, ensuring consistent application across capital and liquidity frameworks
• Coordinate regulatory reporting and management information up to Executive and Supervisory Board level
• Contribute to the vulnerability and stress testing framework, including macroeconomic and geopolitical scenario analysis
• Support the design and advancement of enterprise risk deliverables across strategy, methodology and risk culture
• Conduct complex risk analyses and translate findings into actionable recommendations for senior decision-making
• Act as primary point of contact for enterprise risk matters, ensuring coherence between policy and practice
• Lead projects and maintain effective stakeholder relationships across the organisation

Requirements

• Deep expertise in regulatory and internal capital adequacy frameworks, encompassing ICAAP, stress testing methodologies and recovery planning requirements across relevant regulatory regimes including MaRisk, ECB and EBA standards.
• Strong quantitative background with hands-on experience applying mathematical and statistical techniques to risk capital modelling, stress testing and the measurement of capital and liquidity positions.
• Solid understanding of risk appetite frameworks and their strategic anchoring, combined with a demonstrable grasp of how enterprise risk frameworks connect to broader organisational objectives.
• Proven experience in internal and external risk reporting, including the preparation of high-quality outputs for senior management, regulatory bodies and other external stakeholders.
• Proficient in data management tooling with the ability to handle and structure complex risk datasets effectively.
• Strong interpersonal and communication skills, with a track record of building trusted relationships and managing stakeholders across functions, seniority levels and cultural contexts, including direct engagement with regulators.