A globally recognized financial market infrastructure organization is seeking a Senior Associate to join its Liquidity & Market Risk team with a strong emphasis on quantitative modeling and risk analytics. This group plays a critical role in ensuring the stability of large-scale settlement systems, with a focus on model development, validation, and enhancement across liquidity and market risk frameworks. The role offers deep exposure to regulatory-driven stress testing, complex risk modeling, and hands-on work with large datasets in a highly analytical environment.
RESPONSIBILITIES
Develop, enhance, and maintain quantitative liquidity and market risk models supporting settlement system risk oversight
Perform model performance monitoring, validation, and recalibration in line with model risk governance standards
Design and implement benchmarking frameworks to assess and validate internal risk models against external or alternative approaches
Build and refine stress testing models to evaluate liquidity shortfalls, member default scenarios, and system-wide risk impacts
Conduct advanced quantitative analysis of liquidity and market risk exposures under normal and stressed conditions
Enhance modeling methodologies used in risk measurement, including scenario design and parameter calibration
Analyze large, complex datasets to identify risk drivers, anomalies, and emerging trends impacting settlement liquidity
Support automation and optimization of model workflows and risk analytics processes to improve efficiency and scalability
Produce model-based risk reporting and quantitative insights for senior management, committees, and regulatory stakeholders
Partner with technology, risk, and operations teams to integrate models into production systems and improve data pipelines
Contribute to ongoing refinement of risk frameworks, ensuring alignment with regulatory expectations and industry best practices