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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