Risk Manager (Market Risk)

Details of the offer

About Revolut People deserve more from their money.
More visibility, more control, and more freedom.
Since 2015, Revolut has been on a mission to deliver just that.
Our powerhouse of products — including spending, saving, investing, exchanging, travelling, and more — help our 45+ million customers get more from their money every day.
As we continue our lightning-fast growth, 2 things are essential to our success: our people and our culture.
In recognition of our outstanding employee experience, we've been certified as a Great Place to Work.
So far, we have 10,000+ people working around the world, from our offices and remotely, to help us achieve our mission.
And we're looking for more brilliant people.
People who love building great products, redefining success, and turning the complexity of a chaotic world into the simplicity of a beautiful solution.
About the role Our Risk team sits at the very core of Revolut.
Those special agents work across functions, products, and regions to monitor front-line performance and ensure that the business is on safe footing.
People in the Risk team are among the first in the company to get involved in new business initiatives, from App Technology, through Treasury and Finance, to Customer Support We're looking for a Market Risk Manager to identify, quantify, and manage Revolut's risk arising from activities across a variety of markets A great data lover with a broad understanding of global financial markets.
Someone who'll work closely with colleagues to independently assess and oversee risk-taking activities.
Up for the challenge?
Let's get in touch What you'll be doing ? Focusing on FX (fiat and crypto) and rating, covering treasury and trading activities of Revolut worldwide, including a growing investment portfolio ? Working with treasury and trading desks to make sure relevant market risk factors are properly identified and captured in risk systems ? Developing and maintaining an appropriate market risk limits framework and monitoring compliance ? Investigating and escalating limit breaches ? Having experience with running ICAAP & knowledge on market risk ? Developing and maintaining stress-testing and market risk models What you'll need ? 3+ years of experience in a market risk role or related discipline, preferably in a global firm with centralised risk governance of subsidiaries ? An understanding of key risk factors and how they're measured for FX forwards and options, fixed income securities, and IR derivatives ? A broad understanding of global financial markets, products, and regulations ? Knowledge of VaR and stress testing methodologies with practical experience in model development, implementation, and governance ? Knowledge of techniques to measure and manage interest rate risks arising from non-trading activities (IRRBB) ? At least a 2:1 degree in a STEM subject from a top university ? The ability to break complex problems into smaller ones and to enjoy working with data ? Natural curiosity and an interest in making an impact Nice to have ? Experience with SQL, Python, and/or other scripting languages Building a global financial super app isn't enough.
Our Revoluters are a priority, and that's why in 2021 we launched our inaugural D&I Framework, designed to help us thrive and grow everyday.
We're not just doing this because it's the right thing to do.
We're doing it because we know that seeking out diverse talent and creating an inclusive workplace is the way to create exceptional, innovative products and services for our customers.
That's why we encourage applications from people with diverse backgrounds and experiences to join this multicultural, hard-working team.
Refer to our Data Privacy Statement for Candidates for details on our data handling practices during your application.


Nominal Salary: To be agreed

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