Head of Market Risk (m|f|x) London

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 50+ 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 Head of Market Risk to identify, quantify, and manage Revolut’s market and interest rate risk.

Up to shape the future of finance? Let’s get in touch.

Aufgaben

• Developing and leading a best-in-class risk management framework for interest rate risk in the banking book (IRRBB) and traded market risk (FX, commodities, and crypto)
• Overseeing key market risk regulatory metrics, such as NII and EvE sensitivities
• Working with treasury and trading desks to make sure market risk drivers are properly identified and managed
• Leading risk’s contribution to IRRBB and traded market risk assessments for the Group ICAAP and ILAAP
• Developing and maintaining stress-testing and market risk models

Profil / Ihre Qualifikation / Ihre Persönlichkeit:

• 9+ years of experience in market risk or related role, preferably in a global firm with centralised risk governance of subsidiaries
• Experience managing a team
• A broad understanding of global financial markets and products
• A solid understanding of banking regulations applicable to IRRBB and traded market risk
• Expertise in ESFL, 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

Bewerbung

• Only apply through official Revolut channels. We don’t use any third-party services or platforms for our recruitment.
• Always double-check the emails you receive. Make sure all communications are being done through official Revolut emails, with an @revolut.com domain.

Diese Anzeige auf LinkedIn teilen →

Standort

7 Westferry Circus, UK-E14 4HD London