Senior Analyst – Market & Liquidity Risk

Role Overview

• 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

Requirements

• 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

Benefits

• 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)
• International teams. Teams that go outside Pan-Baltic borders, where people value challenging work together with good humor and having fun
• Culture. You’ll be joining a team where things move fast, ideas flow freely, and change is part of the everyday. It’s a dynamic environment that keeps you learning, growing, and never bored
• More vacation. 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
• Paid leave. 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
• Health benefits. 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
• Wellbeing. Access to tools and resources that help you feel good and be productive at work and in life
• Professional growth. Internal and external training programs, LinkedIn learning, workshops, conferences, online training, etc
• Special Offer for Luminor products & services. Enjoy special offers & pricing for products and services provided by Luminor