Senior Risk Strategist

Copenhagen, Denmark

About the Job

Take a leading role in shaping Saxo’s balance sheet strategy, earnings profile, and risk framework.

We are looking for a Senior Risk Strategist to join our Internal Banking and Balance Sheet Risk team as part of COO in the Markets and Treasury area. This role offers broad ownership, strategic influence, and close engagement across teams and with senior management.

Our team plays a central role in shaping Saxo’s earnings profile and balance sheet risks, including liquidity risk, interest rate risk, FX risk and capital risk, with the objective of maximising earnings while ensuring robust risk governance and transparency across the organisation.

As a senior member of the team, you will play a key role in defining balance sheet strategy, shaping risk appetite, and translating market and regulatory developments into actionable strategic decisions.

Responsibilities

As our new Senior Risk Strategist, you will have end-to-end ownership of some of the major balance sheet and treasury risk topics, including:

• Strategic ownership of internal bank earnings and balance sheet risk initiatives, ensuring alignment with Saxo’s overall business strategy

• Design, governance, and continuous development of the internal funds‑transfer‑pricing (FTP) framework, including methodological choices, incentives, and senior stakeholder alignment

• Act as a strategic sparring partner to commercial and product areas on pricing, balance sheet usage, and risk‑return trade‑offs

• Lead the development of investment and hedging strategies in close collaboration with Asset & Liability Management, with a strong focus on structural IRRBB, liquidity, and capital efficiency

• Own and further enhance risk measures, methodologies, and frameworks for IRRBB, FX risk, liquidity risk, and capital-related risks

• Provide strategic analysis and recommendations to executive management and ALCO, supporting key decisions on earnings, risk appetite, and balance sheet optimisation

• Support and influence the implementation and interpretation of regulatory initiatives (e.g. FRTB and evolving banking regulation) from a treasury and balance sheet perspective

• Engage in cross‑functional initiatives across Treasury, Finance, Risk, Trading, Secured Finance, and IT, ensuring coherent end‑to‑end solutions

Your Profile

You bring significant experience and seniority within treasury, balance sheet management, or risk management, preferably from a bank or financial institution.

In addition, you:

• Hold a relevant master’s degree in economics, finance, engineering, or a related field

• Have a strong, holistic understanding of banking, financial markets, and asset & liability management, and how strategic decisions impact earnings, risk, and capital

• Enjoy challenging existing frameworks and ways of working, and driving scalable, future‑proof solutions

• Experience with programming or advanced analytics (e.g. Python, R, SQL) is an advantage, especially for developing tools and analytical frameworks

You are comfortable operating at both strategic and technical levels and can translate complex risk topics into clear and compelling messages for senior stakeholders. You bring a structured, analytical, and pragmatic mindset, along with a strong sense of ownership and accountability.

Deadline for applications is 1st of March 2026. We will be reviewing applications on an ongoing basis, so it is better to apply sooner rather than later.

We get curious people invested in the world
 

When you work at Saxo, you become a Saxonian and part of a purpose-driven organisation, where good ideas are always taken seriously, and where you can make a true impact. We are invested in your development, and you can expect a robust career from day one when you join Saxo – no matter which role you take on.
 

You will join 2,500 other ambitious colleagues across 15 countries and become part of an international organisation. Working in Saxo, you will get to meet colleagues from many different cultures and backgrounds, and you should know that we value diversity and inclusion and see it as a genuine source of strength to drive growth, foster innovation and position us for long-term success. 
 
We encourage an open feedback culture and supportive team environments enabling employees to grow and fulfil their career aspirations.  

When you bring passion, curiosity, drive and team spirit, your learning journey will be dynamic and your career opportunities in Saxo will be immense.

At Saxo we don’t just offer a job – we offer an opportunity to invest in your future!  

How to apply :

Click here to create an account and upload your resume and a short motivation. We look forward to getting to know you better!