VP, Market & Liquidity Risk

A global financial institution is seeking a VP to support and enhance its Liquidity and Market Risk framework. This role plays a critical part in maintaining a robust risk management program, ensuring regulatory compliance, strengthening governance, and providing timely insights on liquidity, interest rate, and market risk exposures. The VP will contribute to model development, stress testing, limit frameworks, and risk reporting while serving as a key advisor to senior management.

Client Details

Global financial institution.

Description

Key Responsibilities

• Identify, assess, measure, monitor, and report on liquidity and market risk exposures across the institution.
• Monitor risks arising from banking and trading activities to ensure alignment with regulatory expectations and internal risk appetite.
• Prepare high-quality market risk and liquidity risk reports and commentary for senior management and global stakeholders.
• Manage market risk control activities, including limit setting, monitoring, analysis, and escalation of breaches or emerging risks.
• Ensure the accuracy, completeness, and consistency of data used for stress testing, back‑testing, and other risk analytics.
• Maintain and enhance reporting processes, risk systems, and analytical tools.
• Conduct comprehensive risk assessments related to new products, business initiatives, regulatory changes, and model enhancements.
• Monitor financial markets and macroeconomic conditions to assess potential impacts on liquidity, interest rate risk, and hedging strategies; recommend adjustments as needed.
• Utilize analytical and programming skills to design, develop, and improve risk models, stress testing methodologies, and control processes.
• Uphold strong risk governance by identifying, escalating, and acting on risk issues in a timely and effective manner.
• Demonstrate consistent adherence to internal policies, procedures, and control standards.

Profile

Qualifications

• Bachelor's degree in a quantitative discipline required; advanced degree preferred.
• Minimum of 7 years of experience in market risk, liquidity risk, treasury, or asset‑liability management within a financial institution.
• Strong understanding of regulatory requirements related to liquidity and market risk.
• Professional certifications such as FRM are preferred.
• Experience working with international financial institutions is beneficial.
• Proficiency in financial markets, banking operations, and financial statement analysis, including cash‑flow projection modeling.
• Strong analytical skills, sound judgment, and the ability to operate effectively under pressure.
• Excellent communication, interpersonal, and stakeholder‑management skills.
• Demonstrated problem‑solving ability and influence across teams.
• Project management experience is a plus.
• Proficiency in Microsoft Office (including Access) and risk management systems; programming or data‑analysis skills are advantageous.
• Strong command of English; Mandarin language skills preferred.

Job Offer

• $150,000 - $165,000 base salary.

MPI does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual's status in any group or class protected by applicable federal, state or local law. MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.