A top bulge bracket investment bank is looking to build out their Liquidity Risk team located in Dallas, TX. The Liquidity Risk team is accountable for identifying, quantifying, and managing the liquidity risk across the bank, and is relied upon by a number of teams including Corporate Treasury, Global Markets, Investment Banking, Wealth Management, and Asset Management.
The bank is looking to hire an experienced candidate with strong knowledge of liquidity risk and a deep analytical mindset. This team will be accountable for Stress Testing, Risk Metrics, Risk Limit Governance, Risk Analytics, and Risk Oversight, so the ideal candidate will be one who can lead projects across the team from a leadership perspective, and also have the skills to explain the necessary analytics to non-technical audiences so that they can make informed business decisions.
- Work closely with the Chief Risk Officer and broader Risk leadership to develop and implement comprehensive liquidity risk governance frameworks
- Work closely with engineering teams to model liquidity risks under stress scenarios
- Lead the methodology development, model creation and governance, review and approval for stress-testing
- Set liquidity risk appetite, calibrate risk limits, approve limit frameworks, and continue to monitor limit utilization and remediation
- Lead projects to develop platforms and tools for risk calculation and visualization
- Continually engage with various teams to monitor and govern liquidity risk
- Work closely with the CRO and global regulators regarding material risks, current risk exposures, and limit governance
- 6+ years of experience in capital markets, preferably in Risk, Treasury, or something similar
- Strong knowledge of risk management (limit setting, governance, monitoring, etc.)
- Deep analytical and communication skills
- Ability to develop relationships with teams internally