Senior Leader, Market & Liquidity Risk Strategy

Mercury; United States; Remote; USD 227,000 - 315,000; Full time

Job summary

Mercury is seeking a Head of Market & Liquidity Risk to lead independent second-line oversight of liquidity, interest-rate, funding, investment, and related balance-sheet risks. This executive will partner with Treasury, Finance, Data, and Legal to challenge strategies, models, and risk exposures while maintaining independence.

The role blends quantitative analysis, strategic judgment, and executive communication within Mercury’s Enterprise Risk team.

Qualifications

• 12+ years of experience in liquidity risk, interest-rate risk, treasury risk, market risk, asset-liability management, or broader financial-risk management.
• Meaningful experience in an independent second-line role at a regulated bank, fintech, or similarly complex financial-services company.
• Deep knowledge of liquidity, funding, stress testing, contingency funding, and interest-rate risk measurement.
• Experience challenging Treasury strategies, models, and assumptions while building trusted relationships.
• Understand risk appetite, limits, escalation processes, and executive- and Board-level risk reporting.
• Translate quantitative analysis into clear risk judgments and practical recommendations for technical and nontechnical audiences.
• Exercise independent judgment while navigating ambiguity and scaling frameworks.

Responsibilities

• Lead Mercury’s second-line framework for liquidity and market risks.
• Serve as the primary independent Risk partner to Treasury and Finance.
• Develop and maintain financial-risk policies, risk-appetite measures, limits, and KRIs.
• Oversee liquidity-risk monitoring, stress testing, and contingency funding.
• Evaluate interest-rate risk, NII, and economic value sensitivity modeling.
• Assess financial-risk implications of new products and rapid growth.
• Partner with Model Risk Management and Data teams to oversee models and data quality.
• Support bank-partner oversight, audits, and regulatory examinations.
• Build scalable financial-risk capabilities through automation and governance.

Job description

Mercury is seeking a Head of Market & Liquidity Risk to lead independent second-line oversight of liquidity, interest-rate, funding, investment, and related balance-sheet risks. This executive will partner with Treasury, Finance, Data, and Legal to challenge strategies, models, and risk exposures while maintaining independence.

The role blends quantitative analysis, strategic judgment, and executive communication within Mercury’s Enterprise Risk team.