Maintenance of market and liquidity risk framework, ensuring that all market and liquidity risks are identified, analyzed, measured, monitored, managed, reported and kept within limits and the group’s risk appetite
Daily market and liquidity risk control
Portfolio and risk analytics as well as associated documentation and reporting
Limit monitoring and reporting
Coordinating development of risk measurement tools, e.g. market value at risk
Stress testing of market and liquidity risks
Analyzing and forecasting market and liquidity risk
Designing and defining framework components (e.g. risk limits, risk appetite, funding plan)
Coordinating ILAAP process

3+ years of experience in market and liquidity risk management
Good numerical and analytical skills
Knowledge of data and data models
Hands-on experience working with large amounts of data
Good knowledge of MS Excel and similar tools
Good knowledge of regulatory requirements related to market and liquidity risk management
Product knowledge of financial instruments (bonds, derivatives etc.)
Fluent English is required in spoken and written communication due to working on the Pan-Baltic level

Flexibility. Flexible working hours, Hybrid work, and the possibility to work from anywhere in the EU, Iceland, Switzerland, and the UK (in total 90 days per year)
Additional weeks of vacation are available to all employees who have been in the company for 1 year or more
Volunteer time off. We care about giving back to society, therefore, you will get additional days off for volunteering purposes
We are proud of our employees who are participating in military training. Therefore, Luminor offers 30 fully paid calendar days for military training every year
A competitive benefits package in addition to your salary that includes health insurance after the first 3 months pass in all three Baltic states, as well as Health days in case of your absence due to sickness without a doctor's note needed
Access to tools and resources that help you feel good and be productive at work and in life
Internal and external training programs, LinkedIn learning, workshops, conferences, online training, etc
Enjoy special offers & pricing for products and services provided by Luminor

Senior Analyst, Market & Liquidity Risk

Key skills