Original listing text, shown exactly as published by the company.
➡️ What you'll do
- Identify, measure, and monitor structural risks: Liquidity, interest rate, solvency, and FX risks — ensure Qonto's financial stability across all dimensions.
- Design and maintain financial risk policies: Write the frameworks that define how the ALM team operates. You set the rules, monitor compliance, and give ALM autonomy within those boundaries.
- Build risk models and dashboards: Use SQL and Python daily to value complex financial instruments (bonds, swaps), track Key Risk Indicators, and improve modelling infrastructure.
- Challenge Finance and ALM teams: Ensure their strategies align with Qonto's risk appetite and regulatory constraints. You bring data-backed analysis, not just opinions.
- Contribute to regulatory exercises: Help structure the department's processes for Qonto's future status as a Credit Institution — ILAAP, ICAAP, and supervisory reporting.
➡️ What we're looking for
- 5+ years in Structural or Financial Risk Management: You've managed liquidity, interest rate, or market risks in a bank or financial institution. You understand the domain deeply, not theoretically.
- Technical proficiency in SQL and Python: You manipulate data, use financial libraries, and build models from scratch. You don't depend on others for your analysis.
- Deep financial instruments knowledge: Bonds, interest rate swaps, and risk metrics (LCR, NSFR, VaR, sensitivities) are your daily vocabulary. FRM certification is a plus.
- Clear communication on complex topics: You explain financial concepts to non-experts and engage confidently with stakeholders when risk positions need to be defended.
- Languages: Fluent English. French is a plus.
➡️ What we can offer you
- Direct P&L impact: Your analysis guides strategic decisions on asset allocation, hedging, and revenue optimisation. This isn't back-office risk reporting — your work moves the numbers.
- A pivotal moment — becoming a bank: Qonto is structuring its banking operations with expectations of significant growth. You'll build the financial risk framework for a Credit Institution, not maintain an existing one.
- "Trust but verify" methodology: The Risk team sets policies and monitors compliance; ALM executes with autonomy. You define the boundaries and ensure they hold.
- A pair-working model: You'll work alongside an experienced Financial Risk Manager, with direct access to Clément. Technical depth and ownership are valued over hierarchy.
➡️ Your future manager
Your manager will be Clément, Head of Financial Risk Management.
- His path? Nearly 4 years at Qonto — joined as Senior Financial Risk Expert and promoted to Head of Financial Risk Management in 2024, leading ALM strategy design and risk policy development for the Credit Institution filing. Before Qonto, 6+ years at Bpifrance: Front Office (funding EMTN & NEU CP, hedging strategy), Financial Risk Manager, then Head of Financial and Country Risks Management. Toulouse School of Economics graduate.
- What does he bring to the team? Deep financial risk expertise built across public investment banking and fintech. He values analytical rigour, fosters a collaborative environment, and gives his team real ownership. He's navigating Qonto's Credit Institution transition from the risk side — you'll be at the centre of that work.
