Market & Liquidity Risk Specialist
Banking hasn't changed much in decades. We're changing that. One product at a time.
Lunar is a Nordic challenger bank building the future of financial life with AI at the core. Our engineers, designers, and product people work on problems that actually matter. Making money simpler, smarter, and more rewarding for millions of people across the Nordics.
Fully licensed and founded in 2015, with offices in Copenhagen, Aarhus and Stockholm.
We move fast, we build with purpose, and we're just getting started.
As our new Market & Liquidity Risk Specialist you'll join the Capital & Regulatory Reporting (CRR) team based in Copenhagen, reporting to Meinhard — bringing your experience in market and liquidity risk into a role where you'll shape the frameworks, define what good looks like, and build the controls and reporting that Lunar's growth can rely on.
The Team & Your Role
The CRR team carries a wide mandate: financial regulatory reporting, capital and liquidity governance, and Treasury controls. In practice, that means safeguarding the bank's financial integrity, ensuring we meet regulatory standards, and producing accurate reporting that regulators, investors, and our customers can rely on.
We operate as a lean, two-person team. Your colleague owns the primary driver seat on financial regulatory reporting. You'll own the Treasury control framework and the regulatory risk metrics that sit within it — specifically LCR, NSFR, and IRRBB.
But we don't believe in rigid silos. Treasury risk data feeds directly into regulatory reporting, so the roles overlap by design. You'll need to understand the wider regulatory picture, cross-cover when needed, and share ownership of what the team delivers — regardless of who is in the office.
What will you do?
- Own the daily Treasury control framework — validating deals, monitoring limits, and ensuring our data integrity matches our mandates at all times.
- Lead the technical interpretation and calculation of key risk metrics — LCR, NSFR, and IRRBB — owning the methodology, documenting assumptions, and keeping our calculations compliant and audit-ready.
- Drive automation of Treasury controls, moving us from manual processes to robust, reliable workflows using our Treasury Management System and your own scripting and analytical skills.
- Own Lunar's ILAAP process — bridging raw data and regulatory requirements, and leading the dialogue with the Danish Financial Supervisory Authority.
- Ensure alignment across Treasury, Finance, and data teams — aligning regulatory understanding, process flows, and reporting logic so the numbers always tell the same story.
- Cross-cover with your colleague on financial regulatory reporting — sharing ownership of the team's deliverables and building the depth to step in wherever needed.
What are we looking for in you?
- Experience in a Middle Office, Treasury, or risk management function, with a solid understanding of how trade data flows into risk reporting and controls.
- Strong grasp of market and liquidity risk regulation — LCR, NSFR, IRRBB — and the confidence to interpret requirements, own the methodology, and document your logic.
- Analytical and data-capable: comfortable navigating complex data, building in Excel, and ideally with some scripting experience (Python, VBA, or Google Script) and a mindset geared toward process improvement.
- Able to communicate fluently in English.
- Comfortable working independently in a lean, high-trust environment where the expectation is that you drive the work — not wait for it to be defined for you.
What you get (aka. Benefits and perks)
4 days in the office. We're a team that builds together, thinks together, and moves together. Showing up is part of how we work.
State of the art equipment. The newest computer, monitor, mouse, and keyboard. We want you to do your best work without anything slowing you down.
Pension, health insurance, and enhanced parental leave. From your financial future to your family moments. We've got you covered.
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 .
Depending on the regulations in the country where you will be employed, we will ask to see or obtain information about your criminal record.
We welcome applications from candidates of all backgrounds. If you need any adjustments during the recruitment process, please let us know
- Department
- Finance
- Locations
- Copenhagen, Denmark
- Employment type
- Full-time
Copenhagen, Denmark
About Lunar
Lunar is a fully licensed digital bank founded in 2015, with offices in Copenhagen, Aarhus and Stockholm. We're 400+ people building cloud-native, real-time financial services for millions of users across Denmark, Sweden, and Norway.
Our mission is to pioneer financial empowerment. A world where money works for you, enabling you to live your best life, free from worry. That's what gets us out of bed every day.
We build on cloud-native infrastructure with modern technologies across our full stack. We hire across Tech, Design, Product, Finance, Marketing, Compliance, and Customer Excellence. No legacy systems. No old habits. Just a better way to build banking across the Nordics.
It's time to make your move.