Copenhagen, Denmark

About the job

Are you passionate about banking, treasury and risk - and looking for the next step in your career - then look no further. Saxo Bank is looking for a Treasury Risk Manager to join its Internal Banking and Balance Sheet Risk team within the wider Group Markets & Treasury area.

Our teamIn our Internal Banking and Balance Sheet Risk team we are is responsible for managing Saxo Bank’s net interest income and the associated risks, including liquidity risk, interest rate risk, FX risk and capital risk. The objective is to maximise the Saxo’s earnings and optimise the usage of liquidity and capital, while creating transparency and awareness for stakeholders for optimal commercial decision making.

Our team is responsible for developing and implementing new earnings and risk initiatives, including new investment opportunities, hedging strategies, changes to internal and external pricing models and balance sheet optimisation. In addition, our team is 1st line is responsible for market and balance sheet risk, which consists of developing risk measures, assess new and arising risks, and provide input to management and other areas on risk management.

The team continuously collaborates with teams across Saxo, including Asset Liability Management, Secured Finance, Trading Desk, Finance, Risk and Compliance and IT. Cross-department collaboration and engagement is essential at Saxo, with the focus to achieve common group objectives, and optimise earnings, cost and capital capacity as a whole.

Our team is a key driver of the Saxo’s Asset Liability Committee (ALCO), which includes members from the Executive Team and other key stakeholders, where topics related to the Saxo’s earnings and risk are discussed.

To further strengthen the organisation and be able to deliver on the projects ahead of us, we are looking for a colleague with a focus on banking, treasury management and market risk management that can take part in developing the area further.

Responsibilities

• Driving internal bank earnings and risk initiatives, including

  • Development, implementation and maintenance of the internal funds-transfer-pricing model

  • Providing expert input into commercial pricing models and initiatives

  • Development of investment and hedging strategies with the ALM team

• Management of risks and development of risk measures

  • Support implementation of FRTB

  • Risk management and analysis of IRRBB, FX risk and liquidity risk

  • Development of risk measures and tools

  • Enhancement of risk frameworks

• Provide support to internal and external stakeholders across products, initiatives and compliance

  • Provide strategic analysis to executive management

  • Support Risk and Compliance risk reporting and assessments (ICAAP, ILAAP)

  • Provide input to commercial stakeholders on pricing

Your profile

We are looking for a candidate preferably with experience from a risk management or treasury function, preferably from a financial institution. The ideal candidate has knowledge and understanding of risk management and/or managing the balance sheet of a bank or a financial services firm. In addition, experience with the use of programming (Python, R, SQL and similar languages) is beneficial.

Furthermore, you are expected to

• Hold a relevant Master’s degree within economics, finance, engineering or similar.

• Understand how banking, financial markets, risk and asset and liability management work

• Have a passion for optimising processes and a drive to find intelligent and scalable solutions

• Know of how to leverage technology in finding future-proof business solutions

Furthermore, we are looking for a candidate who is structured, detail-oriented and analytical. You are a team player who enjoys to knowledge-share, and both listens to and challenges other peoples’ perspective(s). You have good cross-functional collaborative skills and enjoy or would like to be part of working within an international dynamic environment. You are self-driven with a passion for optimising processes and a drive to find intelligent and scalable solutions.

Please don't hesitate to apply even if you do not meet all of the above-mentioned requirements, we will be happy to hear from you!

We get curious people invested in the world
 

When you work at Saxo, you become a Saxonian and part of a purpose-driven organisation, where good ideas are always taken seriously, and where you can make a true impact. We are invested in your development, and you can expect a robust career from day one when you join Saxo – no matter which role you take on.
 

You will join 2,500 other ambitious colleagues across 15 countries and become part of an international organisation. Working in Saxo, you will get to meet colleagues from many different cultures and backgrounds, and you should know that we value diversity and inclusion and see it as a genuine source of strength to drive growth, foster innovation and position us for long-term success. 
 
We encourage an open feedback culture and supportive team environments enabling employees to grow and fulfil their career aspirations.  

When you bring passion, curiosity, drive and team spirit, your learning journey will be dynamic and your career opportunities in Saxo will be immense.

At Saxo we don’t just offer a job – we offer an opportunity to invest in your future!  

How to apply :

Click here to create an account and upload your resume and a short motivation. We look forward to getting to know you better!