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Liquidity Risk Management Specialist

2 months ago

New York, New York, United States CLS Group. Full time
About CLS Group:

CLS Group stands as a reliable entity at the heart of the global foreign exchange (FX) ecosystem. With thousands of counterparties relying on our services, we enhance the safety, efficiency, and cost-effectiveness of FX transactions. Our systems facilitate the flow of trillions of dollars in currency daily.

Founded by the market for the market, our unparalleled global settlement infrastructure mitigates systemic risk and provides standardization for participants in many of the world's most actively traded currencies. We deliver significant efficiencies and savings for our clients; indeed, our multilateral netting approach reduces funding requirements by over 96% on average, allowing clients to allocate their capital and resources more effectively.

CLS products are tailored to empower clients in managing risk efficiently throughout the entire FX lifecycle—whether through advanced processing tools or market insights derived from the largest single source of executed FX data available.

Our commitment to making a positive impact begins with our workforce. Our core values—Protect, Improve, Grow—guide all our actions at CLS and foster a supportive and inclusive workplace where everyone is encouraged to think openly and innovatively.

Key Responsibilities:

Strategic Functions:

Ensure adherence to Model Risk Policy requirements for LMR models aimed at mitigating liquidity and market risks.

Educate CLS settlement members on the liquidity and market risks associated with CLSSettlement at both platform and member levels.

Operational Duties:

Conduct ongoing model monitoring and enhance model documentation for LMR models in compliance with Model Risk Policy requirements.

Prepare meeting materials for bilateral discussions with settlement members to illustrate their liquidity impacts under stressed scenarios.

Compile materials for reporting and Risk Control Self-Assessment (RCSA) processes.

Leadership Responsibilities:

Effectively articulate ideas in group settings and influence peers.

Clearly convey complex concepts in straightforward terms.

Present analyses and findings to the LMR team and senior management effectively.

Experience Required:

3-5 years of professional experience in banking, consulting, or other financial institutions, preferably in risk management.

Qualifications:

A Master's degree in a quantitative discipline, finance, or economics is essential.

Knowledge, Skills, and Abilities:

• Strong quantitative skills and experience in financial analytics and risk methodologies.

• A disciplined approach to reviewing one’s own work to ensure high-quality deliverables.

• Excellent critical thinking and problem-solving abilities.

• Proficiency in SQL, R, and Excel VBA; knowledge of Python programming is advantageous.

• Ability to interpret, manipulate, and analyze large datasets proficiently.

Success Factors:

• Strong technical writing and communication skills.

• Quick adaptability to new skills and concepts.

• Motivation to complete assigned tasks diligently.

• Capability to act on constructive feedback and provide it to others.

• Ability to work effectively both independently and collaboratively across functional areas.

• A continuous improvement mindset towards current processes.

Our Commitment to Employees:

At CLS, we value diversity and consider it one of our greatest strengths. We are dedicated to creating an environment where everyone feels comfortable being themselves, and where inclusion is prioritized. All employees benefit from our inclusive offerings, including:
  • Generous holiday allowances and paid volunteer days.
  • Supportive parental leave policies and transition coaching.
  • Wellbeing and mental health resources.
  • Affinity Groups promoting diversity and inclusion.
  • Flexible working arrangements to enhance work-life balance.
  • Access to professional development resources and learning platforms.