Risk-Salt Lake City-Liquidity Risk Analytics and Reporting

A&R is responsible for reviewing, publishing, interpreting and communicating the firm's independent and authoritative risk & capital measures, which includes:

• Understanding financial & non-financial risk by analyzing risk & capital metrics (e.g. VaR, stress tests, operational resilience, etc.) to evaluate, explain and justify features & emerging trends observed in the Firm's risk data.
• Liaising with groups such as Modelers/Strats, Technologists, Trading & Investing businesses, Operations & Controllers to understand & explain observations in risk data.
• Document & communicate the firm's latest risk insights and explain in the context of macro and micro market events and the broader industry operating environment.
• Follow up-to-date events that impact the financial markets and the firm's operating environment and analyze their impact on the firm's risk exposure.
• Develop engaging online content to communicate curated risk insight through interactive dashboard tools.
• Enhancing and managing processes that quantify, review, explain & convey insight for risk & capital measurements for a large, diverse set of financial products or activities covering the whole Firm. Either on an activity by activity basis or in aggregate.
  
  
  
  • This involves developing and utilizing tools & signals to assist understanding risk & capital metrics, at varying levels of aggregation across the Firm, in order to discover insight while ensuring metrics continue to operate in line with intent.
  
  
• Automation engineering to improve control, reduce operational risks & costs and enhance the Firm's metric timeliness & availability increasing awareness of significant risks
• Testing, developing & integrating new/updated workflows and documentation
• Providing independent risk & capital metric process consulting for new or existing business activities in the Firm.
• Coordinating with firm internal governing bodies such as Risk Committees and executive members of the firm
• Interacting with firm external governing bodies such as external regulators and industry bodies

Preferred Qualifications:

• Experience working in areas of Funding, Treasury or Liquidity Risk management at a financial services organization or a large consulting firm
• Delivering risk information through data analytics or building visualizations using SQL, Tableau, Alteryx, Python is desirable
• Good understanding of regulatory landscape (e.g., Reg YY, LCR, NSFR, PRA110, ALMM, Recovery/Resolution Plan etc.) and exposure to liquidity risk frameworks related to deposits, unsecured/secured funding, derivatives or prime brokerage

Qualifications, Skills & Aptitude

Eligible candidates are preferred to have the following skills and aptitude:

• Entrepreneurial, creative, self-motivated and team-orientated
• Excellent written and verbal communication skills.
• Exposure to Liquidity Risk and/or Corporate Treasury data.
• Masters or Bachelors degree in a quantitative discipline such as financial engineering, economics, mathematics, physics, econometrics or engineering.
• Practical knowledge of mathematics and numerical algorithms, including statistics and time series analysis.
• Experience with, or keen interest to develop expertise in, development of risk analytics, interpretation & productivity tools for cultivating insights into risk & capital metric data.
• Experience with, or keen interest to develop expertise in, pricing, risk and capital models.
• Experience with, or keen interest to develop expertise in, financial markets & economics

Opportunities

In performing the job function, you will have the following opportunities:

• Work in a dynamic & highly creative teamwork and consensus-orientated environment
• Exposure to industry leading market data, pricing and risk & capital models for all activities the Firm engages in.
• Exposure to challenging quantitative problems such as modeling risks for derivatives, large scale Monte-Carlo simulations across the firm and advanced approximation techniques for risk measurements.
• Exposure to large volumes of data (a.k.a 'Big Data') and the tools & techniques to interact with, and determine meaningful interpretations of, such data.
• Development of quantitative and programming skills
• Development of economic, financial product and market knowledge.
• Engagement in critical internal risk management activities, and provision of data to both internal and external clients & Firm governing bodies
• Opportunities to work with senior members of the Firm and a wide variety of groups across all areas of the Firm.