Your role
We 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 Manager
Your 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.
Who Are You and What Do We Ask From You?
Key Accountabilities
- Lead 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 Experience
- Master degree in a quantitative discipline (Engineering, physics, statistics, econometrics, applied mathematics, or similar)
- At least 7 years of experience in ALM and liquidity related topics
- In-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 plus
- Advanced skills in programming languages such as Python or SAS
- Proficiency 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 skills
Some highlights of our benefits for you!
- 13th month salary, either paid monthly or once a year in December
- 30 days PTO (or 240 hours) per year (based on fulltime employment)
- Non-contributory pension scheme
- Flexible working; you can schedule your work hours to meet your personal needs
Your recruitment process
Apply to our vacancies by sending your CV and motivation letter to stanley.waccary@lloydsbank.nl, or use the application form on our website. After receiving your application, we'll review it and share a reply as soon as possible.
After you have submitted your application, our recruiter Stanley Waccary will reach out to you to plan a short introductory chat via Teams.
Your first chat with us will take place either online or at our Amsterdam office. The goal of this chat is get to know each other, and see if there's a match with the team, the organisation and the open position.
We're excited to have you meet additional collagues. The chat will take place either online or at our Amsterdam office, during which we'll dive deeper into the requirements of the position and the team you'll be joining.
Congratulations! We're happy to have you as our newest addition to the team. Do you feel the same way? Then you'll receive our offer by email. For most roles, a screening is part of the process. This will take place after accepting the offer.
About Lloyds Bank
Lloyds Bank GmbH is part of Lloyds Banking Group, a financial institution with a large clientele in the UK and other parts of the world. Together with our office in Berlin, we form Lloyds Bank GmbH with its headquarters in Amsterdam and we have over 500 colleagues.
We aim to lead by example in the bold decisions we make as a business, from where and how we invest, to the products and services we offer, and of course the workplace we create. We will search for new ways to work with people, communities and businesses, to always evolve with their needs. And we will never stop innovating to make sustainable, ethical choices easy and rewarding.
At Lloyds Bank GmbH we play an important part in peoples’ lives, by the products we offer, and also how we operate. We finance your mortgage, keep your savings secure and also provide you with a personal loan if you need this. In Amsterdam we do this with an enthusiastic team of approximately 200 colleagues from different nationalities, and with an engagement score of 93%, colleagues find us a real ‘Great Place to Work’!
With our grand ambitions, we are looking for new colleagues who will bring fresh ideas to help us grow!
Are you ready to join our journey?
Have we made you curious, and are you ready to join the team? Please introduce yourself to us in the best way possible and send this to: stanley.waccary@lloydsbank.nl, or use the application form on our website. A screening is part of the process.
We hope to meet you soon!
Acquisition to this vacancy is not appreciated.