• Risk at Revolut operates across all functions, products, and regions to monitor front-line performance and ensure the business operates safely
• We’re looking for a Market Risk Manager to identify, quantify, and manage Revolut’s exposure across global financial markets
• You’ll be analysing market data to assess and oversee risk-taking activities and collaborating with teams across the business to ensure effective risk management and control
• Monitoring market risk across equities, crypto, FX , and commodities
• Investigating, analysing, and escalating limit breaches, ensuring timely resolution and documentation
• Working with treasury and trading desks to ensure relevant market risk factors are properly identified, captured, and reflected in risk systems
• Managing capital risk in line with ICAAP, Basel, and Capital Requirements Regulation frameworks
• Running ICAAP processes and applying market risk methodologies to assess and manage capital adequacy

Developing and maintaining stress-testing frameworks and market risk models in line with regulatory and internal standards

• 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, 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
• To enjoy working with data
• Natural curiosity and an interest in making an impact

Experience with algorithmic market making