🛠 Tech Stack

💼 About This Role

You'll steer Qonto's balance sheet as we transition from a Payment Institution to a fully licensed bank, working with the Head of ALM to optimize profitability while adhering to regulatory capital and liquidity requirements. You'll build ALM models, design hedging strategies, and drive regulatory readiness for a pivotal transformation. This role offers autonomy and direct exposure to strategic decisions in a lean expert team.

🎯 What You'll Do

• Monitor and project key ALM metrics and contribute to risk reporting.
• Design and implement interest rate risk hedging strategies.
• Optimize capital and liquidity allocation to maximize risk-adjusted returns.
• Build and maintain IRRBB and liquidity models for banking balance sheet transition.

📋 Requirements

• 7+ years of ALM or Treasury experience in a regulated bank.
• Hands-on experience with ILAAP, ICAAP, and IRRBB frameworks.
• Strong quantitative skills in modeling balance sheet risk metrics.
• Native-level French and fluent English for ACPR interactions.

✨ Nice to Have

• Experience managing relationships with regulators like ACPR.
• Track record of leading projects independently.

🎁 Benefits & Perks

• 🚀 Autonomy in leading projects from day one.
• 📊 Data-driven environment with modern tech stack (Python, SQL, VBA).
• 🌟 Pivotal moment to build a bank's ALM framework from scratch.
• 👥 Lean team with direct exposure to strategic decisions.
• 💡 Unlimited access to best AI tools and experimentation.