Requirements

Approximately 5 or more years of experience within a risk management role or other financial institutions
Experience in Liquidity Risk, Treasury or Asset Liability Management is a big plus
Experience or keen interest to develop expertise in Liquidity risk and risk calculation methodologies
Strong written and verbal communication skills
Strong interpersonal skills and ability to build relationships remotely with people from different departments and levels of seniority
Strong organizational skills and the ability to manage multiple assignments concurrently
Ability to work independently, form own judgment/opinions, provide insights and drive change

Nice to Haves

Technology aptitude and programming skills are a plus
Interest in financial markets and risk management, motivated by learning and continuous improvement
Experience of risk measurement and/or the delivery of regulatory projects involving multiple stakeholders

Identify, design, and implement the best means of delivering risk information through compelling narratives, tools, and visualizations to increase understanding and awareness of risk
Innovate and design new analytics and visuals, leveraging internal and external programming languages and software
Use finance, economics, mathematics, programming, and logical thinking to find solutions to a broad range of problems, in a dynamic, fast-paced environment
Quantitative application to storytelling leveraging Risk Engineering processes to maximize significance, quality, efficiency, speed, and reliability while ensuring clear accountability and attribution
Perform anomaly detections in large data sets, investigating the cause and recommending corrective actions
Engage with colleagues around the global, across divisions and with external stakeholders of the firm, such as regulators and rating agencies
Delivering liquidity risk insights through verbal, written and interactive digital content to key stakeholders both internal and external to the firm
Work in close collaboration with bankers, traders and portfolio managers as well as risk modelers and technology across the firm