HQLAX is an innovative financial technology firm founded by financial market practitioners. Our vision is to accelerate the financial ecosystem’s transition towards frictionless ownership transfers of assets, and our core clients are financial institutions active in securities lending and collateral management.Together with Deutsche Börse, we created a multi-layer operating model which enables our clients to transfer ownership of securities across disparate collateral pools at precise moments in time, providing our clients with capital cost savings by reducing credit risk, intra-day liquidity requirements, and operational risk.
Reporting to the COO, the IT Risk Officer will work with internal and external stakeholders to control IT risk, and to design, document and evidence risk control mechanisms. To this end, the IT Risk officer will work with company management and colleagues in tech, finance, product development and sales, as well as our clients, stakeholders and partners. Experience with IT risk management in the financial industry is a plus – the willingness to learn, the ability to adapt to a dynamic environment and a commitment to helping build our vision and embracing our cultural values are essential. In return, we offer attractive compensation and benefits, including the opportunity to participate in the company’s growth, as well as flexible work-from-home arrangements and a commitment to work- / home-life balance.
The position is based in Luxembourg. Some travel within Europe may be required.
The IT Risk Officer will
To be successful in this role, the IT Risk officer must have
- access control mechanisms
- digital signatures
- logging, monitoring, alerting
- secret management
- key management
Nice to have
Ideally, the IT Risk officer will have
More information on HQLAᵡ is available here: www.hqla-x.com
Interested in this role? Please apply in English at firstname.lastname@example.org
HQLAX is committed to building a diverse team. We encourage candidates of all different backgrounds and identities to apply.