Principal, Stress Testing & Liquidity Risk Management
Core
Principal leading stress testing and liquidity risk management for a central clearing organization, supporting regulatory exams and system development.
Role type
Principal, Risk Management (Stress Testing & Liquidity)
Builds
Stress testing systems, regulatory filings, and risk exposure reports for clearing members.
Domain
Financial Services / Central Counterparty Clearing / Risk Management
Required skills
Financial derivatives (options/futures), Central counter-party clearing, Market/Credit/Liquidity risk management, VaR/SPAN/Stress testing methodologies, Business requirements definition, Large complex data analysis, SEC/CFTC regulations
Preferred skills
Graduate degree, CFA Charter, FRM Certification, Exchange/regulator/trading firm experience
Technologies
SQL, Python, R, Matlab, Tableau, Alteryx, Jira, AI tools (Claude Chat)
Responsibilities
Analyze market and stress test risk exposures for cleared products, Develop tools for position and financial exposure reporting, Interface with external regulators and 2nd/3rd line functions, Mentor junior staff, Assist in creating risk management policies
Seniority
Principal, hands-on IC with mentorship
