Key Skills

Job Description

Your role At Lloyds Bank, market and liquidity risk are essential to steering the bank safely. As a Market & Liquidity Risk Analyst, you’ll help safeguard that stability by analysing risks in our expanding corporate lending portfolio and assessing how market movements, funding dynamics, and liquidity drivers shape the bank’s overall risk profile. You’ll work with advanced models, stress‑testing frameworks, and regulatory methodologies, contributing directly to ICAAP/ILAAP and supporting our interactions with ECB and BaFin supervisors. A core part of the role is consolidating market and liquidity risk insights across the bank, ensuring that information from the corporate portfolio is fully integrated into a unified, bank‑wide view of risk. You’ll collaborate closely with Treasury, Finance, Product, and Data teams to enhance risk monitoring, drive forward‑looking analysis, and support strategic decision‑making. This role offers broad exposure to both the business and central risk functions, helping you build a deep understanding of the bank’s balance sheet, funding strategy, and risk‑management practices across the region. A Day in the Life of a Market & Liquidity Risk Analyst Your day starts with a coffee and a scan of our real-time dashboards, checking how market shifts and new corporate deals are shaping our risk profile. You meet with the team to discuss the latest exposures, brainstorm enhancements to our risk models, and set priorities for the day. Mid-morning, you collaborate with IT and data colleagues to refine our analytics tools, making sure we’re capturing every detail needed for robust risk assessment. you then turn your attention to integrating our portfolio insights into ILAAP and ICAAP, preparing clear, actionable recommendations for senior management. After lunch, you join a cross-functional session with Treasury and Finance, where you challenge proposals, share risk insights, and help ensure our consolidated view supports the bank’s strategic goals. You might wrap up the day by contributing to a regulatory initiative, or finalizing a report for the ECB. Which team will you be joining? The Corporate Lending RMC team, which is part of the wider Risk Management & Controlling (RMC) department at Lloyds Bank GmbH, is a team composed of 7 people with a focus on corporate lending. Our team is at the forefront of identifying, assessing, and mitigating financial risks to ensure the bank's resilience and success. We are a diverse group of professionals who thrive on collaboration, innovation, and excellence and value who you are as much as what you can do. What are we looking for? In this role, you’ll help shape the corporate business unit market and liquidity risk agenda. You ensure our risk frameworks stay aligned with BaFin, ECB, and broader supervisory expectations, support regulatory submissions and audits, and contribute to the rollout of new regulatory initiatives. You play a key part in harmonising risk governance across Lloyds Banking Group and EU requirements, advising on risk appetite setting and helping embed regulatory standards in day‑to‑day business practices. You’ll lead analysis of market, funding, and liquidity risks within the corporate lending portfolio, translating data and model outputs into actionable insights for senior stakeholders. You support the development and maintenance of risk models and stress‑testing approaches, and you help integrate corporate exposures into ICAAP, ILAAP, and wider Bank‑level risk views. Working closely with IT and data teams, you enhance monitoring through automated tools and dashboards, prepare high‑quality internal and regulatory reports, and turn complex datasets into clear, meaningful insights. Collaboration is central to the role: you partner with Treasury, Finance, Operations, Product, and wider Risk teams to ensure our risk outputs support both business objectives and regulatory obligations. You contribute to key Treasury initiatives, provide challenge where needed, and help strengthen risk culture across the organisation through training, communication, and ongoing engagement. Who are you and what do we ask from you? Experience & Knowledge 3-4 years’ experience in corporate lending risk management, with a strong focus on market and liquidity risk modelling, stress testing, and portfolio integration into ICAAP/ILAAP. Demonstrated expertise in developing and implementing risk frameworks for new or evolving corporate lending portfolios. Strong knowledge of regulatory frameworks for corporate lending and financial risk management. Experience with risk modelling tools and programming languages (e.g., Python, SAS, SQL). Excellent communication skills, with the ability to engage stakeholders across risk, business, and regulatory functions. Strong planning, organizational, and project management skills. Experience working in a collaborative, cross-functional team environment. Qualifications Master’s degree in a quantitative discipline (e.g., finance, economics, engineering, statistics, or similar). Skills & Capabilities Ability to translate complex model outcomes into business-relevant insights. Strong analytical and problem-solving skills. Excellent planning and organizational abilities. Self-motivated, and able to work under pressure. Hands-on mentality with a proactive approach to challenges. Excellent communication skills in English; Dutch or German is a plus. 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 Are you interested to join us? Share your resume and motivation with Stanley Waccary, via [email protected]!

Core Responsibilities

Analyze market, funding, and liquidity risks in the corporate lending portfolio, develop and maintain risk models and stress-testing approaches, and integrate portfolio insights into ICAAP, ILAAP, and bank-wide risk views. Collaborate with Treasury, Finance, Data, and other teams to improve monitoring, prepare internal and regulatory reports, support supervisory engagement, and inform strategic decisions.

Requirements

Requires 3–4 years of corporate lending risk management experience, particularly in market and liquidity risk modelling, stress testing, portfolio integration into ICAAP/ILAAP, and regulatory frameworks. Candidates should have a master’s degree in a quantitative discipline, experience with tools or languages such as Python, SAS, or SQL, and strong analytical, communication, planning, and collaboration skills; Dutch or German is a plus.

Benefits

• 13th Month Salary
• 30 Days Paid Time Off
• Non-Contributory Pension Scheme
• Flexible Working Hours