Market & Liquidity Risk Senior Analyst

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Luminor Group

This is the time full of new opportunities and chances to stand up and bring out the best in you!

We are looking for a strong Senior Analyst interested in financial markets to join Market and Liquidity Risk Department. You will be a part of the team within the 2nd line of defence in the organization which is an independent control and reporting function authorized to verify that Markets and Treasury operate within the set risk appetite and risk strategy. 

Market and Liquidity Risk Senior Analyst is expected to contribute on the development and maintenance of market and liquidity risk governance framework, ensuring that all market and liquidity risks are identified, assessed, monitored, tested, and independently reported 


  • Establish regular risk assessment process, proposing risk appetite framework and lower level limits for material risks
  • Develop and maintain market and liquidity risk governance, including key methodological principles and supporting documentation
  • Propose framework and assumptions for market and liquidity risk stress testing, including reverse stress testing and back-testing
  • Prepare ICAAP and ILAAP sections covering governance framework and methodology of controls and measures, including risk quantification methodology
  • Ensure independent control of the adherence to risk management policies and procedures
  • Analyze and forecast market and liquidity risk


  • Perform personal tasks with commitment and according to Luminor values
  • Contribute to team and company performance and collaboration
  • Take responsibility in professional self-development

Skills and experience:

  • Experience in building and maintaining market and liquidity risk management framework
  • Good understanding of instruments in financial markets
  • Knowledge of regulatory requirements related to market and liquidity risk management (e.g. CRR/CRD, IRRBB management, Stress Testing, ICAAP, ILAAP)
  • Good knowledge of MS Excel and MS Access
  • Hands-on experience working with large amounts of data
  • Higher education in Finance, Economics, Mathematics or similar
  • Excellent English language skills (written and verbal)
  • Initiative and high-level of responsibility
  • Constructive response to challenges
  • Result-oriented and self-motivated

Why Luminor? What we can offer you:

  • Dynamic and international working environment that is filled with interesting challenges and opportunities to innovate, as we build a bank together
  • Varied opportunities to support your professional and personal development and growth
  • A competitive benefits package in addition to your salary
  • An additional benefits package for employees after 1 year in the company, which includes additional days of vacation
  • A collaborative and supportive team where you can create and implement ideas
  • A salary range for this position at 2500-3700 EUR (Gross*), which is to be determined depending on the level of experience and competencies of the selected candidate


Application deadline is 17th of December

In case of questions please feel free to contact: hiring manager or HR partner

Additional information

  • Remote status

    Flexible remote

Or, know someone who would be a perfect fit? Let them know!

Vilnius, Lithuania

Konstitucijos pr. 21a
09306 Vilnius Directions +370 5 239 3444

Why Work With Us?

Join us if you want to grow your competences and make the change!

  • Wellness & Benefits

    We aim to support, spoil and take care of our employees

  • Additional Days of Vacation

    We provide an additional benefits package for employees after 1 year in the company, which includes additional days of vacation

  • Personal Development

    We provide varied opportunities for your professional and personal development and growth. In average we spent 20 hours per year on development for an employee in Luminor

  • Health & Wellness

    We take care of your health – we got your health insurance covered

  • Flexible Working

    The flexible working time and place concept is now part of our culture

  • Learning Resources

    We grant all employees access to our Luminor Library - course collection ranging from Luminor made courses to training produced by world known experts and supported by certificates

Workplace & Culture

Make the Change stands for motivation, 'yes we can' attitude, motivation to get things done and take initiative. It strengthens and complements our value set – curiosity, focus and collaboration, whilst putting them in action. And most importantly – Make the Change is about our people who are here being brave and passionate about making an impact themselves.

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