Liquidity & Market Risk Leader

Quiet Capital; California (MO); On-site; USD 240,000 - 315,000; Full time

Job summary

Mercury is seeking a Head of Market & Liquidity Risk to lead the independent second-line oversight of liquidity, interest-rate, funding, and related balance-sheet risks. Reporting to the Chief Risk Officer, you will partner with Treasury, Finance, Data, Product, Legal, and Compliance to challenge strategies, models, and risk exposures.

This role blends quantitative analysis, strategic judgment, and executive communication.

Qualifications

• 12+ years of experience in liquidity risk, interest-rate risk, treasury risk, market risk, or broader financial-risk management.

Responsibilities

• Lead Mercury’s second-line framework for identifying, measuring, monitoring, and reporting liquidity, interest-rate, funding, investment, and related market risks.
• Serve as the primary independent Risk partner to Treasury and Finance, providing constructive challenge of balance-sheet strategy, liquidity management, funding plans, investment activity, and hedging decisions.
• Help develop and maintain financial-risk policies, risk-appetite measures, limits, key risk indicators, management triggers, and escalation standards.
• Help oversee liquidity-risk monitoring, stress testing, and contingency funding, including independent assessment of deposit behavior, funding concentrations, liquidity buffers, collateral, and contingent funding capacity.
• Evaluate interest-rate risk and challenge key modeling assumptions, including net interest income and economic value sensitivity, deposit betas, decay rates, repricing behavior, duration, and basis risk.
• Help assess the financial-risk implications of new products, rapid growth, market disruption, changes in customer behavior, and developments involving financial partners.
• Partner with Model Risk Management, Enterprise Risk, Credit Risk, and Data teams to oversee models, data quality, risk assessments, issue management, and reporting infrastructure.
• Support bank-partner oversight, audits, independent reviews, and regulatory examinations while monitoring relevant market and regulatory developments.
• Build scalable financial-risk capabilities by improving automation, scenario analysis, early-warning indicators, governance, and executive risk visibility.

Skills

Liquidity risk

Interest-rate risk

Treasury risk

Market risk

Asset-liability management

Financial risk management

Job description

Mercury is seeking a Head of Market & Liquidity Risk to lead the independent second-line oversight of liquidity, interest-rate, funding, and related balance-sheet risks. Reporting to the Chief Risk Officer, you will partner with Treasury, Finance, Data, Product, Legal, and Compliance to challenge strategies, models, and risk exposures.

This role blends quantitative analysis, strategic judgment, and executive communication.