Market & Liquidity Risk Specialist
Do you possess the technical mindset to automate Treasury data and the regulatory expertise to master risk metrics?
Join us as our new Market & Liquidity Risk Specialist and take ownership of the Treasury control environment at Lunar. We are looking for a builder—someone who understands the deep mechanics of liquidity and market risk regulation and can translate complex rules into precise, data-driven calculations. If you want to drive controls, own the interpretation of metrics like IRRBB and LCR, and use technology to professionalize our setup, this is your runway.
At Lunar, we are democratizing the power of money and changing the way we all bank, pay, and invest. Since starting in Aarhus in 2015, we've grown rapidly and are now a major player in the Nordics, with offices in Copenhagen, Aarhus, and Stockholm 🚀
So, who are we? Are we a tech company or a bank? Well, we're both—breaking free from the usual categories. Here, tech isn't just a cool add-on; it's the core of how we do things. With our own banking license, we go head-to-head with traditional banks. What sets us apart is the mix of tech and financial services, giving us the power to shake up a dusty industry that's ready for a change.
As our new Market & Liquidity Risk Specialist, you will drive and develop daily Treasury controls and risk reporting. You will help us by further developing our setup: Ensuring clear SOPs, documenting calculation logic, and replacing manual tasks with efficient, automated workflows.
The Team & Your Role
You will join the Capital & Regulatory Reporting (CRR) team, led by Meinhard Arge Jensen. Our team carries a wide mandate: we are responsible for Financial Regulatory Reporting, Capital & Liquidity Governance, and Treasury Controls. Essentially, we safeguard the bank’s financial integrity, ensure we meet regulatory standards, and provide accurate financial regulatory reporting.
To deliver on this, we operate with a lean, high-powered structure where two specialists cover the entire landscape of financial regulatory reporting and risk controls.
You will work alongside a dedicated Regulatory Reporting Specialist. While your colleague serves as the primary driver for our overall financial regulatory reporting, you will be the primary owner of the Treasury control framework and the regulatory metrics derived from it—specifically within Market and Liquidity Risk (LCR, NSFR, IRRBB).
However, we do not believe in rigid silos. We operate with a "one team" mindset where roles overlap by design. Since Treasury risk data feeds directly into our regulatory reports, you will work at the intersection of Treasury, Accounting and Regulatory Financial Reporting. You must be ready to look beyond daily controls and understand the wider regulatory framework, taking joint responsibility for the team’s success and cross-covering for your colleague on broader reporting tasks whenever needed.
What will you do?
Safeguard Treasury Operations & Risk Limits: Take full ownership of daily Treasury controls, doing deal validation and limit monitoring. You are the first line of defense in ensuring our data integrity matches our mandates.
Own the Regulatory Logic: You will take the lead on the technical interpretation and calculation of key risk metrics (including LCR, NSFR, and Interest Rate Risk/IRRBB). You won't just run the numbers; you will own the methodology and document key assumptions, ensuring our calculations are compliant and audit-ready.
Automate & Build: Drive the ongoing automation of Treasury controls. You will move us beyond manual spreadsheets by using the Treasury Management System (TMS) and your own coding skills (e.g., Python or Google Script) to build better processes.
Spearhead the ILAAP: Play a leading role in the ILAAP process, bridging the gap between raw data and regulatory requirements, and supporting the dialogue with the Danish Financial Supervisory Authority (DFSA).
Ensure Alignment across Treasury & Finance: Collaborate closely with Treasury and Finance to align on regulatory understanding, process flows, and reporting logic.
Collaborate & Cross-Cover: Act as a true team player with a flexible mindset. While Treasury risk & control is your distinct area of expertise, you share ownership of the team's overall deliverables. You will actively support and cross-train on financial regulatory reporting tasks to ensure we always deliver as a unit, regardless of who is in the office.
Curious about the Lunar culture? 💚
Everything at Lunar centers around our core—to challenge. It’s infused into our four values and guides us in how to work together, lead projects, and lead people to reach our mission. Our values aren't just words on a page—they're what make us who we are and shape the vibe of our culture. And trust me, we’re all about the vibe. For a longer read about our culture, click here.
We're excited to welcome everyone to apply for this impactful role! We can’t wait to follow up with talents who we believe are the best fit based on the following criteria:
Who are you? (Expected qualifications and attributes)
Treasury Control Experience: Experience in a Treasury Control, Risk, or similar function, ideally with exposure to Treasury Management Systems (TMS) and an understanding of how trade data feeds into risk reporting.
Strong Regulatory Knowledge: You have a solid grasp of the regulation surrounding market and liquidity risk (LCR, NSFR, IRRBB) and are comfortable interpreting technical requirements and documenting your logic.
Data-Driven Mindset: You have strong analytical skills and knowledge of data queries. Ideally, you have some coding experience (e.g., Google Script, Python) and an eagerness to use it to solve financial problems.
Proactive approach to process improvement and automation, with a keen eye for detail and controls.
Ability to communicate fluently in English (and Danish is a plus).
Comfortable working in a fast-paced, dynamic environment.
Eager to learn and grow—whether you are newly graduated with relevant experience or have a few years in similar roles.
Are you ready to join the journey? Apply now and let’s find out more!
While you hold on tight for us to get back to you, curious to see what we’re up to? Follow us on LinkedIn for business announcements and releases 📢, check out our Instagram for an inside scoop on what it’s like to work here 📸, and visit our blog for the latest tech and product insights! 📱🫰
Depending on the regulations in the country where you will be employed, we will ask to see or obtain information about your criminal record.
- Department
- Finance & Analytics
- Role
- Capital & Regulatory
- Locations
- Copenhagen, Denmark
- Employment type
- Full-time
Copenhagen, Denmark
About Lunar
We’re a 100% digital bank that helps you manage your money smarter.
Lunar is designed for you. We’re 100% digital, always accessible and we provide everything you need for your daily economy. That means smarter ways to manage your money, more control, easier investment tools, and no hidden fees.
Welcome to the future of banking.
Lunar was founded in 2015, and since then, we have employed more than 400+ skilled people in: Tech, Design, Business Development, HR, Compliance, Banking, Marketing, Communication, Support, and much more.
The journey is only getting started, this is your cue to join it. Apply now!
Already working at Lunar?
Let’s recruit together and find your next colleague.