This position is listed on behalf of a partner company, who manages all applications and next steps. Our partner is looking for a Financial Risk Manager based in United States.
This is a hands-on financial risk role focused on building and strengthening liquidity risk monitoring and stress testing capabilities within a growing financial services environment.
You’ll work across Treasury, Finance, Operations, Risk, Engineering, and Data to develop robust liquidity infrastructure and support sound financial decision-making.
The role combines daily liquidity reporting with intraday monitoring, stress testing, probabilistic modeling, alerting, and risk controls.
You’ll have significant ownership in developing new frameworks, streamlining data pipelines, and turning complex financial data into actionable insights.
Your work will support liquidity governance across products, legal entities, settlement flows, funding needs, and evolving business models.
Although the position carries managerial scope over key liquidity risk workstreams, it is primarily an individual contributor role with room to grow into broader leadership.
This is a remote-first, fast-paced environment suited to an analytical professional who enjoys building processes and risk frameworks from the ground up.
Accountabilities:
- Build and own daily liquidity reporting, providing timely and accurate visibility into liquidity positions across products and legal entities while improving data quality and reducing manual processes.
- Design and streamline data pipelines connecting Treasury, Finance, Operations, and clearing and settlement systems, partnering with Engineering and Data teams to automate reporting using SQL, Python, and BI platforms.
- Support broker-dealer liquidity and capital reporting, including requirements related to SEC Rules 15c3-1 and 15c3-3, as well as relevant FINRA and SEC obligations.
- Develop and maintain real-time and intraday liquidity monitoring capabilities covering cash positions, settlement flows, margin movements, funding requirements, and other key liquidity indicators.
- Establish intraday liquidity metrics, limits, and early warning indicators, investigate breaches, and prepare escalation materials for Treasury leadership.
- Support same-day funding and treasury decisions by providing timely liquidity analysis throughout market hours.
- Develop intraday stress testing capabilities that assess the impact of market movements, margin calls, settlement disruptions, and changes in customer activity on liquidity.
- Build and manage a longer-term stress testing program covering scenario design, assumptions, model execution, reporting, and analysis across multiple time horizons.
- Develop market-wide and tail-risk scenarios and assess their potential impact on net capital, customer reserves, liquidity, and settlement flows.
- Collaborate with Market Risk, Credit Risk, Operational Risk, Treasury Operations, and other stakeholders on integrated stress exercises and synthesize findings for senior decision-makers.
- Build and maintain Monte Carlo simulation models to complement deterministic stress testing, calibrating inputs, validating outputs, and incorporating probabilistic results into liquidity planning and risk limit setting.
- Design alerting frameworks and controls to identify limit breaches, deteriorating liquidity metrics, and stress test threshold breaches, while establishing clear escalation protocols and audit trails.
- Prepare analysis and documentation for regulatory examinations, internal audits, management reporting, and broader liquidity risk governance activities.
- Provide liquidity risk input to new product and market expansion initiatives, identifying potential funding and liquidity considerations for new asset classes, leveraged products, and international operations.
- Partner with Engineering, Product, and Operations teams to assess and stress-test margin engines, settlement workflows, and treasury systems.
- Contribute to enterprise risk management activities, including risk registers and key risk indicators, while helping document policies, procedures, and methodologies as the Treasury function evolves.
- Monitor regulatory developments, industry stress events, and emerging liquidity risks across financial technology and digital asset markets.
Requirements:
- 2–4 years of experience in liquidity risk, treasury, financial risk, middle office, or balance sheet analytics within a broker-dealer, bank, fintech, or similarly regulated financial environment.
- Solid understanding of broker-dealer liquidity and capital requirements, including SEC Rules 15c3-1 and 15c3-3.
- Hands-on experience supporting or building liquidity reporting, data pipelines, monitoring capabilities, or stress testing programs.
- Experience with intraday liquidity monitoring, stress testing, real-time risk reporting, or related financial risk analytics.
- Familiarity with Monte Carlo simulation techniques, probabilistic modeling, or other quantitative risk methodologies.
- Working knowledge of Treasury operations, cash management, funding workflows, and liquidity governance within a regulated environment.
- Understanding of how Treasury and Risk functions interact within a broker-dealer or comparable financial services organization.
- Strong proficiency in SQL and Python, or similar tools, for data analysis, reporting automation, pipeline development, and working with large datasets.
- Strong analytical and problem-solving skills, with exceptional attention to detail and the ability to translate complex analysis into clear recommendations for senior stakeholders.
- Strong written and verbal communication skills, with the ability to collaborate effectively across technical and business teams.
- Comfortable working independently and cross-functionally in a fast-paced, remote-first environment where processes and frameworks are continually evolving.
- Experience with a self-clearing broker-dealer, carrying or clearing firm, or similar environment is a plus.
- Experience building monitoring, alerting, or controls frameworks from the ground up is beneficial.
- Exposure to SPAN, TIMS, margin methodologies, or their liquidity implications is an advantage.
- Familiarity with crypto or digital asset liquidity risk, 24/5 trading environments, international regulatory frameworks, or SEC/FINRA examinations is valuable.
- FRM, CFA, or a similar professional certification, completed or in progress, is a plus.
- Experience working in a high-growth fintech environment where risk processes and infrastructure are still being developed is advantageous.
Benefits:
- Competitive salary and stock options.
- Health benefits.
- One-time $500 USD home-office setup allowance for new hires.
- $150 USD per month stipend provided through a Brex Card.
- Remote-first working environment with opportunities to collaborate across a globally distributed team.
- Opportunity to take ownership of foundational liquidity risk infrastructure and help shape emerging risk management practices.
- Scope for professional growth into broader leadership responsibilities as the function develops
How Jobgether works:
We use an AI-powered matching process to ensure your application is reviewed quickly, objectively, and fairly against the role's core requirements. Our system identifies the top-fitting candidates, and this shortlist is then shared directly with the hiring company. The final decision and next steps (interviews, assessments) are managed by their internal team.
We appreciate your interest and wish you the best!
Data Privacy Notice: By submitting your application, you acknowledge that Jobgether will process your personal data to evaluate your candidacy and share relevant information with the hiring employer. This processing is based on legitimate interest and pre-contractual measures under applicable data protection laws (including GDPR). You may exercise your rights (access, rectification, erasure, objection) at any time.
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