Senior ALM Manager

London
Treasury – Product · Treasury · ALM
Permanent
ABOUT THE TEAM
Our Treasury team sits at the very core of Revolut. It works across functions, products, and regions to centrally manage liquidity, market, wholesale credit and capital adequacy risks of the Revolut Group. People in the Treasury team are among the first in the company to get involved in new business initiatives helping to setup payment and financial risk management infrastructure and advice on optimisation of returns from liquidity and capital deployed.

If you want to gain priceless experience and exposure to one of the fastest-growing scaleups in Europe, and you share in our vision of execution and decision-making automation, then apply to join our Treasury department today.

ABOUT THE ROLE
Group Treasury centrally manages financial risks (liquidity, market, counter-party and issuer credit risks) as well as capital position of Revolut. We sit at the very core of Revolut and ensure the company keeps itself on certain ground. The team operates as the first line of defence covering all offices globally.

YOUR KEY RESPONSIBILITIES
• Manage liquidity position and hedge market risks of Revolut;
• Analyse client flows, market data and make proposals for hedges and liquidity placements;
• Develop liquidity and regulatory ratios forecasts, stress test scenarios, balance sheet control metrics
• Produce ALM reporting to senior management;
• Build deep knowledge of Revolut data warehouse, transaction and account representations and become comfortable with making complex SQL queries to extract all types of data;
• Work with product, technology and data science teams across Revolut to understand how their products may impact Treasury.  

WHAT YOU’LL NEED
• At least 5 years of experience in bank Treasury
• Practical experience with managing nostro, MM placements, FX swaps, repo
• Experience with development of risk analytics including liquidity and regulatory ratio forecasts, stress tests, liquidity and interest rate gap reports, IRRBB, VaR, sensitivities for fixed-income securities portfolios.
• Good understanding of principles/experience with setting FTP rates
• Strong SQL and Python
• High attention to detail
• Experience working closing with the business and technology to implement solutions

A LITTLE ABOUT US
We believe that there are better ways for people to control their money. Easier, fairer ways.
Revolut started in 2015 with card transactions abroad without rubbish exchange rates or hidden fees. We’ve since added business accounts, vaults, insurance and even access to cryptocurrency exposure.
We reached 5 million customers in June 2019 and we’re adding another million every quarter.

WHAT WE ARE LOOKING FOR
From employee 1 to employee 1000, you will be slotting into a global team that shares a number of traits.
You can work autonomously and take ownership. We thrive with the space and responsibility to solve problems.
You operate best without lots of bureaucracy. We don’t hide behind fancy job titles or clunky processes ‘because that’s how things are done’.
You approach work in a logical way. We are not afraid to make mistakes but we use data and logic to backup decisions and improve understanding.
And you share our mission to improve people’s relationship with their money.

THE BENEFITS
• Competitive salary
• Biannual equity bonuses
• All the latest tech you need
• Skip the commute and work from home once a week
• Roll with a free Revolut Metal subscription
• Pension plan
• Private health insurance
• Don’t panic about cooking: get free dinners with Deliveroo
• Start the day properly with fresh fruit and cereals
• Stay refreshed: get juice, tea, coffee and soft drinks on tap
• Rest up with 29 days’ holiday per year

Please only submit an application for one posting.