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Senior Liquidity Risk Manager – 2LOD

United States Of America, NEW YORK 150000.00 - 190000.00 USD / Year · Job Posted February 04, 2026
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Job Description

We are seeking an experienced Senior Liquidity Risk Manager to join our Market and Liquidity Risk team during a critical period of regulatory evolution. This role will be instrumental in supporting CACIB's transition to FED’s Category IV status requiring knowledge of liquidity risk management best practices and U.S. regulation. You will work directly with the Head of Market and Liquidity Risk with a team of 2 other analysts.

Job Responsibility

  • Monitor and report on daily liquidity positions, cash flow forecasting, and funding requirements across USD and other currencies
  • Monitor and report on intraday liquidity positions and risks
  • Perform stress testing and scenario analysis under normal and adverse conditions
  • Maintain and enhance the liquidity risk framework including policies, procedures, limits, and escalation protocols
  • Independently review and challenge 1LOD management of liquidity risk
  • Independently review assumptions used in the internal liquidity stress scenarios
  • Develop and document 2LOD liquidity risk appetite framework, limits’ structure, and governance processes aligned with Category IV expectations
  • Implement independent indicators to confirm the data quality of key metrics produced by 1LOD
  • Prepare management reporting on liquidity risk profile, limit utilization, and key risk indicators
  • Develop analytics and dashboards to provide actionable insights to senior management and business lines
  • Present findings and recommendations to Asset-Liability Committee and Liquidity Risk Committee
  • Provide technical guidance and mentorship to junior members of the team
  • Partner with Treasury, Finance, Operations, and business lines on liquidity-related initiatives
  • Collaborate with global Market and Liquidity Risk teams to ensure consistency with group-wide standards
  • Engage with regulators during examinations and respond to information requests

Requirements

  • Bachelor's degree in Finance, Economics, Mathematics, Engineering, or related quantitative field
  • 7+ years of progressive experience in risk management (ideally liquidity) at a bank or financial institution
  • Strong knowledge of funding markets, collateral management, and cash flow dynamics
  • Proven ability to interpret complex regulations and translate them into operational frameworks
  • Experience working with regulatory agencies preferred
  • Hands-on experience with liquidity stress testing methodologies preferred
  • Advanced skills on: Excel, VBA, Python, SQL, PowerBI
  • Excellent written and verbal communication skills with ability to present to senior management
  • Proficiency in English (both written and verbal)

Nice to have

  • Experience working with regulatory agencies preferred
  • Hands-on experience with liquidity stress testing methodologies preferred

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