A top tier US investment bank is currently seeking a senior liquidity risk analyst to take up a front office position as part of their risk management team. You will be responsible for reviewing, devising and implementing liquidity strategy across capital markets, as well a strategic input into retail banking liquidity strategy. This role has oversight across all asset classes, incluing Equity, Credit, FX and Interest rate exotic derivative as well as hybrid products.



The Liquidity risk manager will be primarily based on the trading floor, and must be able to work effectively with both traders and desk heads, and have a strong commercial view on risk and liquidity startegy. You will be actively involved in developing liquidity risk framework and have sound knowledge of regulatory and supervisory body requirements and bank best practise.



Candidates for the liquidity risk manager position should be educated to MSc / BSc level, or equivalent, in a quantitative or finance related discipline. Candidates must have experience working with financial institutions across global capital markets, and are currently likely to be at senior analyst / associate / AVP level. Strong credit/financial analytical skills, and the drive to work in a busy and highly energetic trading floor environment are required for this opportunity. Excellent salary and benefit packages are on offer.

Please send your CV’s to risk@selbyjennings.com

www.selbyjennings.com