Prime Brokerage Liquidity Risk Manager

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Requirements:

• Minimum of 7-10 years’ experience in liquidity risk management at a global financial institution.
• Meaningful experience managing liquidity risks across prime brokerage and/or derivatives products.
• Experience with asset liability management across hedge funds, asset managers, and other prime clients.
• Strong quantitative skills and understanding of capital markets products.
• Strong verbal and written communication skills.
• Self-starter with commercial business insight, able to influence and build relationships.
• Ability to balance strategic focus with tactical implementation.
• Enjoy analyzing, evaluating, and forming independent judgments.

Responsibilities:

• Identify and mitigate liquidity risks with a primary focus on prime brokerage activities.
• Design and implement a liquidity risk framework and establish risk limits.
• Monitor outflows and contingent liabilities in the prime broker.
• Establish modeled liquidity outflows based on client behavior and stress scenarios.
• Engage in product design to influence and mitigate structural risks.
• Prepare liquidity risk reporting for senior management.
• Proactively monitor and escalate liquidity concerns to senior management.
• Recommend and implement policies and processes for existing products and emerging risks.
• Collaborate with business partners to resolve complex challenges.