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Revolut

Market Risk Manager

Revolut, Poland, New York, United States

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About Revolut People deserve more from their money. More visibility, more control, and more freedom. Since 2015, Revolut has been on a mission to deliver just that. Our powerhouse of products — including spending, saving, investing, exchanging, travelling, and more — help our 65+ million customers get more from their money every day.

As we continue our lightning-fast growth, 2 things are essential to our success: our people and our culture. In recognition of our outstanding employee experience, we've been certified as a Great Place to Work™. So far, we have 10,000+ people working around the world, from our offices and remotely, to help us achieve our mission. And we're looking for more brilliant people. People who love building great products, redefining success, and turning the complexity of a chaotic world into the simplicity of a beautiful solution.

About The Role Risk at Revolut operates across all functions, products, and regions to monitor front-line performance and ensure the business operates safely. They’re among the first to be involved in new initiatives, from tech to customer support.

We’re looking for a Market Risk Manager to identify, quantify, and manage Revolut’s exposure across global financial markets. You’ll be analysing market data to assess and oversee risk-taking activities and collaborating with teams across the business to ensure effective risk management and control.

What You'll Be Doing

Monitoring market risk across equities, crypto, FX , and commodities

Investigating, analysing, and escalating limit breaches, ensuring timely resolution and documentation

Working with treasury and trading desks to ensure relevant market risk factors are properly identified, captured, and reflected in risk systems

Managing capital risk in line with ICAAP, Basel, and Capital Requirements Regulation frameworks

Running ICAAP processes and applying market risk methodologies to assess and manage capital adequacy

Developing and maintaining stress-testing frameworks and market risk models in line with regulatory and internal standards

What You'll Need

3+ years of experience in a market risk role or related discipline, preferably in a global firm with centralised risk governance of subsidiaries

An understanding of key risk factors and how they're measured for FX forwards, options, fixed income securities, and IR derivatives

A broad understanding of global financial markets, products, and regulations

Knowledge of VaR and stress testing methodologies, with practical experience in model development, implementation, and governance

Knowledge of techniques to measure and manage interest rate risks arising from non-trading activities (IRRBB)

At least a 2:1 degree in a STEM subject from a top university

The ability to break complex problems into smaller ones

To enjoy working with data

Natural curiosity and an interest in making an impact

Nice to have

Experience with algorithmic market making

Important notice for candidates Job scams are on the rise. Please keep these guidelines in mind when applying for any open roles.

Only apply through official Revolut channels. We don’t use any third-party services or platforms for our recruitment.

Always double-check the emails you receive. Make sure all communications are being done through official Revolut emails, with an @revolut.com domain.

We won't ask for payment or personal financial information during the hiring process. If anyone does ask you for this, it’s a scam. Report it immediately.

By submitting this application, I confirm that all the information given by me in this application for employment and any additional documents attached hereto are true to the best of my knowledge and that I have not wilfully suppressed any material fact. I confirm I have disclosed if applicable any previous employment with Revolut. I accept that if any of the information given by me in this application is in any way false or incorrect, my application may be rejected, any offer of employment may be withdrawn or my employment with Revolut may be terminated summarily or I may be dismissed. By submitting this application, I agree that my personal data will be processed in accordance with Revolut's Candidate Privacy Notice

Seniority level Mid-Senior level

Employment type Full-time

Job function Finance and Sales

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