Head of Market & Liquidity Risk

📋 Description

• Lead Mercury's second-line framework for identifying, measuring, monitoring, and reporting
• Serve as the primary independent Risk partner to Treasury and Finance, providing constructive
• Help develop and maintain financial-risk policies, risk-appetite measures, limits, key risk
• Help oversee liquidity-risk monitoring, stress testing, and contingency funding, including
• Evaluate interest-rate risk and challenge key modeling assumptions, including net interest income
• Help assess the financial-risk implications of new products, rapid growth, market disruption

🎯 Requirements

• Have 12+ years of experience in liquidity risk, interest-rate risk, treasury risk, market risk
• Bring meaningful experience in an independent second-line role at a regulated bank, financial
• Have deep knowledge of liquidity, funding, stress testing, contingency funding, and interest-rate
• Have experience challenging Treasury strategies, models, and assumptions while building a trusted
• Understand risk appetite, limits, escalation processes, and executive- and Board-level risk
• Translate quantitative analysis into clear risk judgments and practical recommendations for

🎁 Benefits

• Base salary
• Equity (stock options/RSUs)
• Benefits