Manager, Market and Liquidity Risk
Core
Support financial risk modelling, capital, analytics, and oversight for market and liquidity risk profiles, strengthening measurement frameworks and stress testing.
Role type
Manager, Market and Liquidity Risk
Builds
Risk measurement frameworks, stress testing scenarios, risk appetite monitoring, and model governance outputs.
Domain
Banking / Financial Risk
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
Financial risk modelling, stress testing, scenario analysis, exposure modelling, collateral risk, concentration risk, liquidity-risk measurement, senior-level reporting, quantitative analysis
Preferred skills
Python, SQL, R, SAS, financial markets products (equities/derivatives), analytical programming
Technologies
Python, SQL, R, SAS
Responsibilities
Contribute to development and governance of financial risk models; Enhance exposure measurement to market movements and liquidity demands; Monitor key risk indicators and risk appetite metrics; Undertake stress testing and scenario analysis across portfolio and client exposures; Review and validate model assumptions and data quality; Translate modelling outcomes into insights for senior stakeholders; Partner with Technology and Data teams to improve automation and reporting infrastructure; Maintain documentation and support policy development for model risk governance.
Seniority
Manager, hands-on IC with strategic oversight
