Senior Market and Liquidity Risk Manager

Your roleWe are seeking a highly skilled and motivated Senior Market and Liquidity Risk Manager that will support in the quantification, oversight, and management of the banks’ economic value, net interest income, liquidity, and funding profiles. You will be at the heart of our mission to deliver innovative, data-driven solutions that safeguard our economic value, support the business to optimize net interest income, and ensure robust liquidity and funding profiles.What are we looking for?The role carries responsibilities across several key risk domains, including Interest Rate Risk in the Banking Book (IRRBB), Credit Spread Risk in the Banking Book (CSRBB), Liquidity Risk, Funding Risk, and related Concentration Risk. In addition to oversight and monitoring, the role is actively involved in the quantification of these risks through the development and implementation of models, scenario analyses, and stress testing frameworks. This includes setting up robust analytical tools and methodologies to optimize the banks’ risk management processes. The role is critical in enhancing the bank’s current risk management framework and supporting strategic decision-making.The role further requires excellent communication skills to cooperate with the wider risk department, e.g. the independent validation unit, as well as business functions such as Treasury, Finance, Operations, and Marketing.A day in the life of a Senior Risk ManagerYour day begins with a quick review of overnight market movements and liquidity positions, ensuring the bank’s funding and interest rate risk metrics are on track. Next, you dive into ECB regulatory requirements, preparing stress test scenarios and inputs for IRRBB and CSRBB.Mid-morning, you join a cross-functional meeting with Treasury and Finance to discuss funding strategies and optimisation opportunities. After lunch, you focus on enhancing risk models and analysing concentration risks, translating complex data into actionable insights for senior management.The afternoon often includes mentoring colleagues, reviewing reports for regulatory submissions, and collaborating with the independent validation unit to ensure risk quantification methods are fit for purpose. You wrap up by documenting key findings and planning improvements to strengthen the bank’s risk framework.Every day combines technical depth, regulatory expertise, and strategic influence, helping the bank stay resilient and future-ready.Which team will you be joining?Join our dynamic Integrated Risk Management (IRM) team, a diverse group of experts based in Amsterdam and Berlin. We value curiosity, creativity, and the courage to challenge the status quo. Here, your voice matters, and your ideas will help shape the future of risk management at Lloyds Bank GmbH.Your accountabilitiesApply and maintain the Group Risk Management Framework and local compliance plansIdentify, assess, monitor, and report on non-financial risksTranslate policies and regulations into local processes and proceduresProvide expert advice on regulatory developments and potential risksDevelop and deliver training to raise internal awarenessImplement and monitor controls, and report on performance against KPIsLead smaller compliance projects and represent the department in cross-functional initiativesPerform gap analyses and initiate waiver/exception processes when neededBuild strong relationships with internal stakeholders and external partnersWho Are You and What Do We Ask From You?Key AccountabilitiesLead the quantification and analysis of market, funding, and liquidity risks, translating insights into actionable recommendations that drive strategic decisions.Develop and maintain risk models for market and liquidity risk quantification.Lead the development of stress testing frameworks and scenario analyses to support the banks’ growth strategy under ECB supervision.Build and manage effective relationships across the wider Risk team and partnering functions such as Treasury, Finance, Operations, and Marketing fostering a culture of collaboration and shared success.Actively contribute to Treasury-related initiatives, providing independent challenge and expert input to proposals and strategic decisions.Prepare timely, accurate, and insightful management reports for both internal and regulatory purposes.Interpret complex data using statistical techniques and provide actionable insights to drive and support business decisions.Ensure compliance with all relevant market and liquidity regulations issued by BaFin and the ECB, and support regulatory submissions and audits.Lead the analysis and implementation of new regulatory initiatives.Key Capabilities, Knowledge, Skills and ExperienceMaster degree in a quantitative discipline (Engineering, physics, statistics, econometrics, applied mathematics, or similar)At least 7 years of experience in ALM and liquidity related topicsIn-depth knowledge of core retail banking products; expertise in corporate products is considered an advantage.Proven track record in model development, and/or reviewing of ALM and liquidity models.Experience in using or reviewing banking book models (client behavior models, risk reporting models ALM/IRRBB)Strong familiarity with regulatory frameworks related to market & liquidity risk from CRR/CRD; EBA Guidelines, ECB, and BCBS.Knowledge of Balance Sheet Management tools such as QRM is a plusAdvanced skills in programming languages such as Python or SASProficiency in SQL or Databricks and experience handling large datasets within data warehouse environments.Excellent verbal and written communication in English (Dutch/German an advantage)Excellent planning and organizational skillsSome highlights of our benefits for you!13th month salary, either paid monthly or once a year in December30 days PTO (or 240 hours) per year (based on fulltime employment)Non-contributory pension schemeFlexible working; you can schedule your work hours to meet your personal needsApply to our vacancies by sending your CV and motivation letter to Recruitment@Lloydsbank.nl!