Risk Management and Banking Expert

2 days ago


Copenhagen, Copenhagen, Denmark Saxo Group Full time
Job Description

The Treasury Risk Manager will be responsible for driving internal bank earnings and risk initiatives, including developing and implementing the internal funds-transfer-pricing model, providing expert input into commercial pricing models, and managing risks and developing risk measures.

  • Responsibilities:
  • Develop and implement internal funds-transfer-pricing model
  • Provide expert input into commercial pricing models
  • Manage risks and develop risk measures
  • Support implementation of FRTB
  • Risk management and analysis of IRRBB, FX risk, and liquidity risk


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