Director - In Business Risk - Liquid Financing

Director - Liquid Financing

Join Our Front Office Team in Liquid Financing

Step into a dynamic front office role within the Liquid Financing team, where you will serve as the First Line of Defence (FLOD) for the firm's financing business within the in-business risk and margin team. This role spans a broad range of products including cash prime brokerage, synthetic financing (Delta One), derivatives clearing (Cleared OTC & ETD), intermediation (FXPB), and fixed income financing (DM/EM Government & Corporate) across multiple asset classes such as equities, rates, credit, commodities, FX, and securitised products.

In this cross-product, cross-asset capacity, you will engage directly with the firm's largest clients-including major hedge funds and asset managers-focusing on counterparty risk management, framework design, and structuring terms aligned with the firm's underwriting standards. Your objective will be to maximise risk-adjusted returns across the liquid financing business while ensuring appropriate risk coverage.

Key responsibilities include:

• Gaining a deep understanding of clients' trading strategies and working closely with their risk, treasury, and portfolio financing teams.
• Assessing risk and liquidity management practices and evaluating financing or clearing requirements.
• Designing efficient structures and compensating controls to optimise the firm's risk-return profile.
• Collaborating with internal stakeholders across Risk, Credit, Sales, Legal, and Markets Management to monitor existing portfolios and onboard new clients.
• Leading initiatives with technology and quant partners to enhance risk analytics, visibility, and management tools, while providing technical expertise to both internal and external stakeholders.
• Monitoring the risk exposures for the liquid financing client base and taking appropriate actions to ensure prudent collateralisation.

Ideal Candidate Profile

We are looking for candidates with the following skills and experience:

• Risk management: Experience in measuring, articulating, and consolidating risk exposures across regions and asset classes.
• Cross-asset market knowledge: Equities, Rates, Credit, FX, Commodities, Volatility, Securitised Products.
• Understanding of financing and clearing: Cash Prime, Synthetics/Delta One, Derivatives Clearing.
• Quantitative analytics: Pricing, risk analytics, liquidity assessment, margin methodologies (design and calibration).
• Data analysis: Ability to analyse large datasets and derive actionable insights using tools such as Python/Jupyter.
• Professional background: Bachelor's degree in a quantitative field and 8+ years' experience in a front office financing role at a major investment bank, hedge fund, or similar institution.
• Stakeholder engagement: Proven ability to interact with internal and external stakeholders on complex, bespoke transactions.
• Problem-solving: Strong capabilities in connecting risk management, pricing, and return optimisation on scarce resources like balance sheet and capital.