Financial Risk Manager

Accountabilities:

• • Build and own daily liquidity reporting, providing timely and accurate visibility into liquidity positions across products and legal entities while improving data quality and reducing manual processes.
  • Design and streamline data pipelines connecting Treasury, Finance, Operations, and clearing and settlement systems, partnering with Engineering and Data teams to automate reporting using SQL, Python, and BI platforms.
  • Support broker-dealer liquidity and capital reporting, including requirements related to SEC Rules 15c3-1 and 15c3-3, as well as relevant FINRA and SEC obligations.
  • Develop and maintain real-time and intraday liquidity monitoring capabilities covering cash positions, settlement flows, margin movements, funding requirements, and other key liquidity indicators.
  • Establish intraday liquidity metrics, limits, and early warning indicators, investigate breaches, and prepare escalation materials for Treasury leadership.
  • Support same-day funding and treasury decisions by providing timely liquidity analysis throughout market hours.
  • Develop intraday stress testing capabilities that assess the impact of market movements, margin calls, settlement disruptions, and changes in customer activity on liquidity.
  • Build and manage a longer-term stress testing program covering scenario design, assumptions, model execution, reporting, and analysis across multiple time horizons.
  • Develop market-wide and tail-risk scenarios and assess their potential impact on net capital, customer reserves, liquidity, and settlement flows.
  • Collaborate with Market Risk, Credit Risk, Operational Risk, Treasury Operations, and other stakeholders on integrated stress exercises and synthesize findings for senior decision-makers.
  • Build and maintain Monte Carlo simulation models to complement deterministic stress testing, calibrating inputs, validating outputs, and incorporating probabilistic results into liquidity planning and risk limit setting.
  • Design alerting frameworks and controls to identify limit breaches, deteriorating liquidity metrics, and stress test threshold breaches, while establishing clear escalation protocols and audit trails.
  • Prepare analysis and documentation for regulatory examinations, internal audits, management reporting, and broader liquidity risk governance activities.
  • Provide liquidity risk input to new product and market expansion initiatives, identifying potential funding and liquidity considerations for new asset classes, leveraged products, and international operations.
  • Partner with Engineering, Product, and Operations teams to assess and stress-test margin engines, settlement workflows, and treasury systems.
  • Contribute to enterprise risk management activities, including risk registers and key risk indicators, while helping document policies, procedures, and methodologies as the Treasury function evolves.
  • Monitor regulatory developments, industry stress events, and emerging liquidity risks across financial technology and digital asset markets.

  Requirements:

  • 2–4 years of experience in liquidity risk, treasury, financial risk, middle office, or balance sheet analytics within a broker-dealer, bank, fintech, or similarly regulated financial environment.
  • Solid understanding of broker-dealer liquidity and capital requirements, including SEC Rules 15c3-1 and 15c3-3.
  • Hands-on experience supporting or building liquidity reporting, data pipelines, monitoring capabilities, or stress testing programs.
  • Experience with intraday liquidity monitoring, stress testing, real-time risk reporting, or related financial risk analytics.
  • Familiarity with Monte Carlo simulation techniques, probabilistic modeling, or other quantitative risk methodologies.
  • Working knowledge of Treasury operations, cash management, funding workflows, and liquidity governance within a regulated environment.
  • Understanding of how Treasury and Risk functions interact within a broker-dealer or comparable financial services organization.
  • Strong proficiency in SQL and Python, or similar tools, for data analysis, reporting automation, pipeline development, and working with large datasets.
  • Strong analytical and problem-solving skills, with exceptional attention to detail and the ability to translate complex analysis into clear recommendations for senior stakeholders.
  • Strong written and verbal communication skills, with the ability to collaborate effectively across technical and business teams.
  • Comfortable working independently and cross-functionally in a fast-paced, remote-first environment where processes and frameworks are continually evolving.
  • Experience with a self-clearing broker-dealer, carrying or clearing firm, or similar environment is a plus.
  • Experience building monitoring, alerting, or controls frameworks from the ground up is beneficial.
  • Exposure to SPAN, TIMS, margin methodologies, or their liquidity implications is an advantage.
  • Familiarity with crypto or digital asset liquidity risk, 24/5 trading environments, international regulatory frameworks, or SEC/FINRA examinations is valuable.
  • FRM, CFA, or a similar professional certification, completed or in progress, is a plus.
  • Experience working in a high-growth fintech environment where risk processes and infrastructure are still being developed is advantageous.

  Benefits:

  • Competitive salary and stock options.
  • Health benefits.
  • One-time $500 USD home-office setup allowance for new hires.
  • $150 USD per month stipend provided through a Brex Card.
  • Remote-first working environment with opportunities to collaborate across a globally distributed team.
  • Opportunity to take ownership of foundational liquidity risk infrastructure and help shape emerging risk management practices.
  • Scope for professional growth into broader leadership responsibilities as the function develops