Liquidity Risk Analyst Liquidity Risk Analyst …

CME
in Chicago, IL, United States
Permanent, Full time
Be the first to apply
Competitive
CME
in Chicago, IL, United States
Permanent, Full time
Be the first to apply
Competitive
Liquidity Risk Analyst
Description
CME Group is the world's leading and most diverse derivatives marketplace. But who we are goes deeper than that. Here, you can impact markets worldwide. Transform industries. And build a career shaping tomorrow. We invest in your success and you own it, all while working alongside a team of leading experts who inspire you in ways big and small. Joining our company gives you the opportunity to make a difference in global financial markets every day, whether you work on our industry-leading technology and risk management services, our benchmark products or in a corporate services area that helps us serve our customers better. We're small enough for you and your contributions to be known. But big enough for your ideas to make an impact. The pace is dynamic, the work is unlike any other firm in the business, and the possibilities are endless. Problem solvers, difference makers, trailblazers. Those are our people. And we're looking for more.

To learn more about what a career at CME Group can offer you, visit us at www.wherefuturesaremade.com .

The Liquidity Risk Management Analyst is responsible for assessing and monitoring the liquidity risk that CME faces or could face. The Analyst performs in-depth research and analysis of market, credit, and trading data to identify risks, develop mitigation processes, and present findings to senior management. The Analyst performs daily assessments of market conditions and acts as the first line of defense against systemic, idiosyncratic, and counterparty-specific risks.

Key Responsibilities:
• Assess market conditions that affect CME's risk exposures, with particular focus on liquidity risk
• Liaise with market risk, financial surveillance, and other departments to familiarize others with counterparty credit, liquidity, and collateral risk profiles
• Perform daily procedures to monitor the risk to the clearinghouse, including liquidity stress testing, and escalate findings as necessary
• Respond to ad hoc regulatory requests and prepare submissions
• Identify and implement improvements to CME liquidity risk monitoring systems

Principle Accountabilities:
• Assess market conditions that affect CME's risk exposures, with particular focus on liquidity risk
• Work in partnership with members on the Credit and Collateral risk teams to complete various risk analyses and quantitative portions of projects
• Develop new automated solutions, improve, maintain and debug existing system solutions
• Monitor and perform liquidity stress testing as laid out by the Liquidity Risk Management Framework and Liquidity Dashboard procedures
• Present analysis, research results and other projects at Credit committee meetings and to senior management

Skills and Software Requirements:
• Experienced in Excel, PowerPoint and Word
• Bloomberg
• Programming - R, Python, C#, C++
• Familiarity with relational databases (MS SQL, Oracle) and SQL
• Ability to manipulate large data sets
• Strong analytical, quantitative, and organizational skills
• Excellent written and verbal communication skills
• Familiarity with derivatives and securities preferred

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