Liquidity Risk Manager

3 days ago


New York, United States Motion Recruitment Full time

Grow your career as a Liquidity Risk Manager with an innovative global bank. Contract role with strong possibility of extension. Will require working a hybrid schedule 2-3 days onsite per week.

Join one of the world's most renowned global banks and trusted brand with over 200 years of continuously evolving financial services worldwide. Will review and challenge the stress testing process, which requires proven partnership, leadership and credit and market risk expertise as the team will coordinate across multitude of stakeholders in first line of defense teams, ERM governance, model development, reporting, technology, Internal Audit, and external regulators. Will have the opportunity to work with senior stakeholders in 1LoD and 2LoD. You will work alongside some of the smartest minds in the industry who are excited to share their knowledge and to learn from you.

Contract Duration: 3+ Months
Required Skills & Experience

Bachelor's degree 8+ years of experience in Treasury & Funding risk or OpRisk risk management fields, including Liquidity, Market, Operational Risk or CCR including risk management, model validation, or model analytics. Must have Stress Testing experince, knowledge of risk appetite, limit setting, banking book/ trading book products and risk management practices Experience in regulatory guidance, including the Reg YY, SR12-7 Demonstrated project management and organizational skills and capability to handle multiple projects at one time Proficient in Microsoft Office (EXCEL), SAS, R, Python or other programing languages Consistently demonstrates clear and concise written and verbal communication skills Self-motivated and detail oriented
Desired Skills & Experience
Strong preference for high academic qualifications and/or certifications such as a PhD, a second master’s degree, FRM or CFA. What You Will Be Doing Leverage analytics expertise on both the loss models and scenario models to support the firmwide stress testing program. Conduct annual reviews of programs for liquidity, market non-trading, and OpRisk stress testing programs, including the regulatory driven stress testing, internal stress testing, and the risk pool contribution to enterprise level stress testing programs (e.g., GSST, RST, ICAAPs). Contribute to additional review, which may be required based on changes in scenario, assumptions, or methodologies, as well as significant macroeconomic or market events Conduct data analysis and support pool owners in reviewing the results. Analyze and interpret reports, make recommendations addressing business needs. Communicate findings to applicable stakeholders and ensure action plans are defined to remediate issues Evaluate stress test results and actions (e.g., limit setting/ monitoring, risk appetite, risk identification). Assist in the development of analytic engines for business product lines. Communicate results to a variety of audiences. Conduct analysis and package it into detailed technical documentation reports to meet regulatory guidelines and exceed industry standards. Identify modeling opportunities that yield measurable business results. Supervise junior team members.

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