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Revolut is seeking a Market & Liquidity Risk Specialist to join its risk management function, operating as part of the second line of defence. The role focuses on identifying, quantifying, and managing market and liquidity risks within the Colombian market while supporting Revolut's global operations.
Key responsibilities include developing and maintaining market and liquidity risk policies, limits, stress-testing frameworks, and reporting processes. You will challenge first-line teams on liquidity risk identification, monitoring, and governance, including conducting new product risk assessments. The role requires modelling market and liquidity risks under different stress scenarios using appropriate assumptions and calibrations, and monitoring risk exposures against internal and regulatory limits, with escalation of breaches when necessary.
You will produce management information and risk reports for senior stakeholders and governance committees, and build relationships with stakeholders to support effective challenge and enforcement of risk frameworks.
Required qualifications include 2+ years of experience in market and liquidity risk management or management consulting within financial services. You must have knowledge of market and liquidity risk methodologies, balance sheet dynamics, and income statement analysis. SQL expertise for data analysis and risk monitoring is essential, along with experience developing and implementing an internal liquidity adequacy assessment process (ILAAP). A solid understanding of global financial markets, financial products, and key liquidity risk drivers is required, along with familiarity with risk-related regulations and their impact on financial institutions.
Exposure to stress testing methodologies (model development, implementation, and governance) is necessary. You should demonstrate the ability to break down complex problems and work with data to support analysis and decisions, work independently with sound judgement, and drive improvements. Strong interpersonal and stakeholder management skills are essential.
Nice-to-have qualifications include experience in treasury, safeguarding, or middle office functions within the second line of defence, familiarity with Python or other scripting languages for data analysis or automation, and knowledge of Bloomberg Terminal and financial market data tools.
