The Global Risk Management team is based across the New York, London, Frankfurt, and Asia offices and comprises subject matter experts across all product areas. The Liquidity Risk Management function forms part of the Global Risk Department.RoleJefferies Financial Group is looking to hire an Assistant Vice President for the Liquidity Risk Management team. The role will be based in New York, with responsibilities for second line liquidity risk management globally. The primary responsibility of this Risk Manager will be to help manage day‑to‑day liquidity risks and drive strategic project work. The individual will work closely with Treasury, Front Office, Risk Controllers, Risk Managers, Risk Analytics team and other corporate functions. The responsibilities will comprise BAU liquidity risk management activities, new business proposals, methodology review and challenge, including liquidity stress testing & scenario analysis.Key Responsibilities & ActivitiesReview and challenge of the Internal Liquidity Stress Test and related analyses, limit calibrations and completeness, contingency funding plan, and other reporting and metrics related to liquidity and fundingIndependent assessment of key liquidity risks, including modeling, data analysis and business interaction to gain a deep understanding of underlying mechanics and risk profileHelp drive the build of an integrated market shock engine, in collaboration with other areas of Risk, to determine the net liquidity impact of market movementsParticipate in ongoing discussions with Treasury, Operations, businesses and other constituents to understand and help mitigate the liquidity risks arising from our business and funding activitiesMonitor limits, including those related to the Risk Appetite Statement, and escalates breaches as appropriateAssess data requirements and help build out Risk's access to strategic dataAssist with regulatory requests by collaborating with Treasury, Compliance and other groups as neededStrong quantitative academic background with ideally a postgraduate degree in business, mathematics or similarStrong Liquidity Risk Management experience in either a first line function (Treasury) or second line function (Liquidity Risk)In‑depth knowledge of equity and fixed‑income trading products and markets, including cash trading, derivatives and prime brokerageSolid understanding of liquidity risk measurement methodologies, including scenario analysis and stress testingExperience with new product/business development due diligence and related testingExperience performing due diligence on trades and their impact on liquidityExperience managing and developing risk appetite/limitsQualificationsStrong quantitative academic background with ideally a postgraduate degree in business, mathematics or similarStrong Liquidity Risk Management experience in either a first line function (Treasury) or second line function (Liquidity Risk)In‑depth knowledge of equity and fixed‑income trading products and markets, including cash trading, derivatives and prime brokerageSolid understanding of liquidity risk measurement methodologies, including scenario analysis and stress testingExperience with new product/business development due diligence and related testingExperience performing due diligence on trades and their impact on liquidityExperience managing and developing risk appetite/limitsPrimary Location: New York Full Time Salary Range of $150,000-$175,000.#J-18808-Ljbffr