Global bank is seeking a Market and Liquidity Risk Manager to join their Risk Management department in Manhattan. This hire will have five years’ experience in market risk and liquidity risk monitoring, trade transaction reviews. Strong quantitative analysis experience. This role offers a one day a week remote ability.
Responsibilities:
- Monitor liquidity position, market risk exposures and related ratios and indicators
- Maintain market and liquidity risk related policies and procedures
- Risk Identification, exposure reporting and risk measurement.
- Raise level of awareness of quantitative analysis in the business
- Monitor the TD’s transactions according to related risk management P&Ps
- Quantitative monitor and analyze economic capital of the business
- Quantitative monitor and analyze RWA of the business
- Coordinate the country risk limit monitoring and control
- Coordinate the country exposure monitoring and reporting
- Analysis – mean reversion/ relative value, time series analysis, volatility analysis
- Build or run and maintain interest rate risk and market risk models relevance and accuracy
- Perform market and liquidity stress testing to ensure data integrity and timely turnaround of testing deliverables
- Additional tasks and projects as assigned
Requirements:
- 5+ years’ experience in market risk and liquidity risk monitoring, trade transaction reviews.
- Bachelor’s degree in a related field
- Master’s degree in quantitative finance or similar preferred
- Bilingual in English/Mandarin required
- Fixed income product knowledge
- Strong quantitative analysis background
- Microsoft Office, Strong excel
- Knowledge of programming languages such as python, R etc.
- Experience in risk management or operations involving data analysis and process management.
- Understanding of the fundamental concepts of market risk and interest rate risk
- Strong attention to detail- and quantitative-oriented
- Ability to work on technical matters
- Provide guidance to junior staff within the group
- Salary range $100,000-$150,000 based on experience
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