Market and Liquidity Risk Manager (m/f/o)
Be part of something big from the beginning. Be part of Velvon.
Our ambition? To change the financial market fundamentally. First in Germany, then throughout Europe. The market is ripe for a new digital player that finally really replaces traditional incumbents. As a forward-looking bank (banking licence requested), we develop our products in the way our customers want them – amazingly easy, convenient and secure. Without financial jargon or hidden fine print.
Yes, we are a start-up. But behind Velvon stands the PPF Group, one of Europe’s largest and most successful private companies. It provides us with the absolute freedom to act agile and independent of any external financing. That’s why we have the best of both worlds: the stability of a global financial company and the inspirational environment of a start-up.
The people behind it? Already more than a hundred professionals with rich experience from prestigious German banks and Air Bank Czech, the most successful and fastest-growing bank in the Czech Republic. Who we are looking for? Doers and challengers who live and revitalize our dynamic culture with know-how, commitment and enthusiasm. Everyone at Velvon can bring in their individual strengths and actively drive our success. Are you one of them?
- Take the lead of the process of setting the Market and Liquidity Risk Strategy of the bank
- Define and implement the necessary processes and models to manage the portfolio of the bank according to the company risk appetite
- Develop the ILAAP and IRRBB and take responsibility for identifiying, assessing and reporting all relevant risk types (mainly interest rate risk, credit spread risk, FX risk and liquidity risk)
- Develop stress testing framework
- Take product control in the area of price verification and market conformity check, mark-to-market P/L and reconciliation as well as investigation of limit breaches
- Periodical reporting of the development of the risk profile of the portfolio (incl. stress testing and group reporting) for the different risk types
- You have a Bachelor or Master degree in business mathematics, economics or related field
- You have spent at least 3 years in market and liquidity risk management of a bank and have experience with the implementation of respective German and EU regulation
- You possess knowledge in the relevant produchts including debt instruments, Interest Rate Swaps and FX Swaps
- You are passionate about customer experience, you are a relentless communicator, you possess creative mind, you seek teamwork
- Du sprichst fließend Deutsch (and your English is pretty perfect as well)
- Inspiring environment of a start-up combined with the stability of a global financial company
- Exciting, varied tasks and individual career development opportunities
- Competitive and attractive salary package
- Free coffee, water and fruits and an additional lunch allowance (Lunchit)
- A casual dress code and regular team events
- And last but not least, a fun and friendly working environment
Sounds like an interesting challenge? Become now part of our team.