Head of Market & Liquidity Risks

ABOUT THE TEAM
Our Risk team sits at the very core of Revolut. It works 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, to treasury and finance, to customer support.
If you want to gain priceless experience and exposure in one of the fastest-growing scaleups in Europe, helping to make Revolut safer for our customers, employees and shareholders, then apply to join our Risk department today.

ABOUT THE ROLE
Risk is one of the most cross-cutting teams at Revolut. We sit at the very core of Revolut and ensure the company keeps itself on certain ground. The team operates as the second line of defense and is responsible for ensuring that risks and controls are properly managed by the first line.

What you'll be doing
• Lead a team of Market and Liquidity Risk Managers covering world-wide operations of Revolut
• Set standards for managing market and liquidity risk, including risk appetite, balance sheet management, funding plans and impact assessments/responses to changes in market and liquidity risk regulations
• Develop risk management policies, limits, stress testing capabilities, analytics, system support and reporting infrastructure
• Monitor market and liquidity risk environment and Revolut risks exposures vs. established limits, investigate risk events and produce MI reports
• Establish strong relationships with senior stakeholders across the business, advise and challenge the first line of defence on market and liquidity risks taken

WHAT YOU’LL NEED
• At least 10 years of work experience in Market and Liquidity Risks of which at least 3 years in a leadership role (preferably in a global firm with centralised risk governance of subsidiaries).
• Strong knowledge and understanding of key market & liquidity risk drivers
• Excellent understanding of global financial markets and products
• Extensive knowledge and experience with balance sheet, income statement dynamics and liquidity risk issues and methodologies
• Thorough understanding of VaR, stress test methodologies and knowledge of valuation models for FX and interest rate derivatives.
• Strong knowledge of risk-related regulations, their application/impact in the banking industry
• You have graduated with at least a 2:1 in a STEM degree from a top university
• You can break complex problems into smaller ones and enjoy working with data to facilitate your work using such tools as SQL, Python and Excel/VBA
• Strong interpersonal skillsYou have flawless English




A LITTLE ABOUT US
We believe that there are better ways for people to control their money. Easier, fairer ways.
Revolut started in 2015 with card transactions abroad without rubbish exchange rates or hidden fees. We’ve since added business accounts, vaults, insurance and even access to cryptocurrency exposure.
We reached 5 million customers in June 2019 and we’re adding another million every quarter.

WHAT WE ARE LOOKING FOR
From employee 1 to employee 1000, you will be slotting into a global team that shares a number of traits.
You can work autonomously and take ownership. We thrive with the space and responsibility to solve problems.
You operate best without lots of bureaucracy. We don’t hide behind fancy job titles or clunky processes ‘because that’s how things are done’.
You approach work in a logical way. We are not afraid to make mistakes but we use data and logic to backup decisions and improve understanding.
And you share our mission to improve people’s relationship with their money.

THE BENEFITS
• Competitive salary
• Biannual equity bonuses
• All the latest tech you need
• Skip the commute and work from home once a week
• Roll with a free Revolut Metal subscription
• Pension plan
• Private health insurance
• Don’t panic about cooking: get free dinners with Deliveroo
• Start the day properly with fresh fruit and cereals
• Stay refreshed: get juice, tea, coffee and soft drinks on tap
• Rest up with 29 days’ holiday per year

Please only submit an application for one posting.