Liquidity And Quantitative Risk Manager

Tasks

• Back test and calibrate credit risk models
• Build and maintain monitoring dashboards
• Deliver recurring liquidity risk reporting
• Develop and improve risk data flows and tooling
• Monitor collateral and margin usage
• Optimize collateral structures with credit risk
• Run liquidity risk stress testing
• Support liquidity mandates with traders

Perks/Benefits

• N/A

Skills/Tech-stack

Backtesting | CCP Models | CSA Netting | Collateral Management | Counterparty Exposure | Margin Mechanics | Python | Quantitative modeling | SQL | Stress Testing