Identify, measure, and monitor structural risks (liquidity, interest rate, solvency, and FX) to ensure Qonto's financial stability.
Design, write, and maintain the financial risk policies that define the framework for the ALM team's operations.
Build, maintain, and improve risk models and dashboards using SQL and Python to value complex financial instruments (bonds, swaps, etc.) and track Key Risk Indicators.
Challenge the Finance and ALM teams ensuring they align with our risk appetite and regulatory constraints.
Contribute to major regulatory exercises and help structure the department's processes for our future status as a credit institution.
Requirements
Experience: You have at least 5 years of experience in Structural or Financial Risk Management.
Technical Skills: You are proficient in SQL and Python (data manipulation, financial libraries) and can build models from scratch.
Financial Knowledge: You have a deep understanding of financial instruments (bonds, interest rate swaps) and risk metrics (LCR, NSFR, VaR, sensitivities). FRM certification is a plus.
Communication: You can explain complex financial concepts to non-experts and have the confidence to challenge stakeholders when necessary.
Languages: You are fluent in English, French is a plus.
Tech Stack
Python
SQL
Benefits
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