Liquidity Risk Associate (Multiple Openings)
Core
Monitor and assess liquidity risk exposures for CME clearing operations, including daily monitoring, stress testing, and regulatory reporting.
Role type
Associate liquidity risk analyst (quantitative)
Builds
Quantitative risk models, monitoring tools, and regulatory submissions for CME clearing
Domain
Financial services / Derivatives / Liquidity risk
Deliverable
production ML models
Required skills
Liquidity risk modeling, margin setting, statistical analysis (VaR, EVT, GARCH), complex derivatives pricing, large data set manipulation, visualization, C++, C#, R, Python, Java, SQL/Oracle, Tableau, Looker
Preferred skills
None stated
Technologies
Bloomberg, MS SQL, Oracle, Tableau, Looker
Responsibilities
Perform daily liquidity risk monitoring procedures, conduct liquidity stress testing, respond to regulatory requests, support mandatory reporting, create and present reports for internal governance committees, develop and automate quantitative models and risk monitoring tools
Seniority
Associate, hands-on IC