Head of Financial Risk

Join bunq’s Mission to Make Life Easy for Users

Ready to get shit done?

bunq is on a mission to make life easy for its users. To achieve this, we need to ensure we always have liquid funds to execute Eva’s payment requests and that we don't endanger the safety of Eva's funds. That's where you come in! As the Head of Financial Risk, you'll take ownership of the 2nd line of defense Financial Risk function, monitoring performance and digging under the hood of 1st line ownerships in Treasury in Finance.

Take Ownership:

• Build and execute market and liquidity risk management frameworks.
• Review bunq's ICAAP and ILAAP framework to improve our SREP score.
• Review capital and liquidity allocation to optimize our balance sheet and stabilize our earnings across different scenarios.
• Monitor performance and dig under the hood of 1st line ownerships in Treasury in Finance to ensure bunq always has liquid funds to execute Eva’s payment requests as well as bunq does not endanger the safety of Eva funds by holding sufficient capital and not having excessive losses stemming from market risks.

This challenge is perfect for you if

• Excellent knowledge of regulatory requirements for managing market and liquidity risk.
• Technical expertise in VaR, IRRBB and non-maturing deposits modelling.
• Good knowledge of ICAAP and ILAAP processes, including ability to guide the company how to calculate Pillar 2 requirements.
• Ability to use AI effectively to automate, improve and scale operations.
• Ability to turn company goals into action, solving complex problems and leading major projects.