Liquidity Risk Analyst

Market leading FX Settlements firm seeks a Senior Associate in the Liquidity and Market Risk Management (LMR) team to be based in either London or New Jersey.

You will play a pivotal role in managing liquidity and market risk strategies for our organization. You will assist in the assessment and analysis of risk impact and benefits in offering new strategic initiatives of and on-boarding new members and currencies.

In addition, you will engage in day-to-day risk monitoring activities and contribute to the continuous improvement of our risk management processes, including but not limited to performing liquidity risk analysis for market events , conducting stress testing for enhanced risk monitoring, preparing management risk reporting, and executing model risk management responsibilities as a model owner.

Responsibilities

• Perform liquidity analysis to assess the risk and benefits as part of participation expansion and offering new strategic initiatives.
• Perform daily and quarterly stress testing to assess the impact of potential member pay-in failures for heightened settlement monitoring as part of Regulatory requirement.
• Perform risk impact analysis in response to market and geopolitical events
• Enhance existing processes by automating or enhancing them to minimize operational errors and make day-to-day work efficient.
• Conduct on-going model monitoring and enhance model documents for owned model in accordance with the Model Risk Policy requirements.
• Code and implement benchmarking models for owned model as part of on-going monitoring requirement.
• Prepare detailed risk reports for internal stakeholders and regulators to support management reporting and RCSA processes.

Experience:

• Three + years of work experience in banking, consulting, or other financial institutions.
• Degree in computer science, finance, economics or quantitative discipline, MS/MBA preferred.
• Strong quantitative skills and experience in financial analytics and risk methodologies.
• Strong discipline of vetting own work and attention to detail to deliver high quality work products.
• Possess excellent critical thinking capabilities and problem-solving skills.
• Strong communication and interpersonal skills.
• Ability to work collaboratively with cross-functional teams.
• Advanced SQL, R, Python, and Excel VBA skills.
• Proficient in interpreting, data cleaning, manipulating, and performing analysis with large amounts of data.