Liquidity Risk- Analyst/Sr.Analyst

RISK :

- The mission of Risk Division is to effectively identify, monitor, evaluate and manage the firm's financial and operational risks (including reputational risk) in support of the firm's strategic plan, and in a manner consistent with the objectives set out in the firm's Board-approved Risk Appetite Statement. Through comprehensive processes, which include critical analysis, evaluating stress scenarios, dynamically managing risk, and prudently balancing risk and reward, the Risk Division plays a critical 2nd line of defense role.

LIQUIDITY RISK (LR) :

- Liquidity Risk is the independent risk management function responsible for identifying, quantifying, and managing the liquidity risk of the firm. We work closely with Corporate Treasury, Controllers, Operations, Securities Division, and the broader Risk organization to provide independent risk assessment and oversight of the firm's liquidity risk taking. Key functions include :

Stress Testing :

- Methodology development, model creation and governance, assumption review and approval, and risk measurement

Regulatory Stress Metrics, Liaison, & Advocacy :

- Calculation and disclosure of key regulatory stress metrics, guidance and rule interpretation, engagement with global regulators, and policy advocacy

Risk Limit Governance :

- Setting liquidity risk appetite, calibration of risk limits, sign-off on limits frameworks, and ongoing monitoring of limit utilization and remediation

Governance & Reviews :

- Ongoing evaluation of compliance with key regulatory regimes, new activity impact assessments and approvals, engagement with key committees and governing bodies, and maintenance of key policies and procedures

Risk Oversight :

- Monitor, govern, and challenge various liquidity and funding execution activities, including cash & collateral management, funds transfer pricing, balance sheet usage, liquidity and funding projections, and liability management

- Active and ongoing engagement with risk taking businesses to understand, monitor, and govern liquidity risk

- Direct engagement with the Chief Risk Officer and global regulators regarding material risks, current risk exposures, and limits governance

Job Summary & Responsibilities :

- Work closely with LR leadership to develop and implement comprehensive liquidity risk governance frameworks

- Monitor limit utilization, breach remediation, and escalation workflow

- Work closely with engineering teams to model liquidity risks under various stress scenarios; propose, calibrate, and implement appropriate assumptions

- Engage directly with the risk taking businesses to understand strategy, assess new activities, enforce limits, comply with regulatory requirements, and challenge proposals

- Engage periodically with regional regulators to explain the firm's risk posture, clarify rule interpretations, respond to analysis and data requests, and support advocacy discussions

Skills / Expertise :

- 1-3 years of experience in capital markets, preferably in Risk, Treasury, funding-related or regulatory functions

- Strong academic background, preferably in quantitative fields such as computer science, applied mathematics, engineering or statistics, though not required

- Interest in financial markets and risk management, motivated by learning and continuous improvement

- Ability to work independently, form own judgment/opinions, provide insights and drive change

- Proactive with strong analytical, interpersonal and communication skills and ability to build relationships remotely

- Strong verbal and written communication skills

- Ability to interact with and build relationships with people from different departments and levels of seniority

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