Market Risk Manager

Revolut Ltd; Greater London; Hybrid; GBP 90,000 - 140,000; Full time

Benefits offered by this job

Financial benefits

Remote flexibility

Revolut Metal subscription

Year-round events

Job summary

Revolut Ltd is seeking a Market Risk Manager to identify, quantify, and manage risk across markets. You’ll work with colleagues globally to assess risk-taking activities and ensure risk controls are integrated into new initiatives and product launches.

Join a fast-growing team at a company with a Great Place to Work culture, offering flexibility to work from home, the office, or abroad. Bring 6+ years of market risk experience and a strong background in equities, crypto, or macro fixed income.

Qualifications

• 6+ years of experience in a market risk role with oversight of algorithmic trading platforms.
• Deep product knowledge in equities, crypto, or macro fixed income.
• Technical expertise in VaR and stress-testing methodologies, with practical experience in model development and implementation.
• Knowledge of ICAAP and global financial regulations.
• A 2:1 or above in a STEM subject from a top-tier university.
• The ability to distil complex risk problems into brief, precise insights for executive leadership.

Responsibilities

• Overseeing market risk of trading activities, investment portfolio, and hedging strategies
• Partnering with Treasury and Trading to ensure market risk factors are accurately identified and captured within risk systems
• Developing and maintaining a robust market risk limits framework, including investigating and remediating breaches
• Building and refining stress-testing and market risk models to stay ahead of market volatility
• Collaborating on new product launches to ensure risk is embedded into the process from day one

Skills

SQL

Python

Education

STEM degree (2:1+)

Tools

VaR modelling

Job description

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 80+ 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 13,000+ 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

Risk at Revolut operates across all functions, products, and regions to monitor front-line performance and ensure the business operates safely. They’re among the first to be involved in new initiatives, from tech to customer support.

We’re looking for a Market Risk Manager to identify, quantify, and manage risk arising from activities across a variety of markets. You'll use your understanding of global financial markets to work closely with colleagues to assess and oversee risk-taking activities.

Up to shape what's next in finance? Let’s get in touch.

What you'll be doing

• Overseeing market risk of trading activities, investment portfolio, and hedging strategies
• Partnering with Treasury and Trading to ensure market risk factors are accurately identified and captured within risk systems
• Developing and maintaining a robust market risk limits framework, including investigating and remediating breaches
• Building and refining stress-testing and market risk models to stay ahead of market volatility
• Collaborating on new product launches to ensure risk is embedded into the process from day one

What you'll need

• 6+ years of experience in a market risk role with oversight of algorithmic trading platforms, preferably within a global firm
• Deep product knowledge in equities, crypto, or macro fixed income
• Technical expertise in VaR and stress-testing methodologies, with practical experience in model development and implementation
• Knowledge of ICAAP and global financial regulations
• A 2:1 or above in a STEM subject from a top-tier university
• The ability to distil complex risk problems into brief, precise insights for executive leadership

Nice to have

• Proficiency in SQL, Python, 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.

Get what you need to succeed

• Financial benefits that show we value your work
• Flexibility to work from home, the office, or abroad
• A Revolut Metal subscription loaded with perks
• Exciting events year-round so you can get to know your team