What are the responsibilities and job description for the Risk Manager - Securities Financing & Liquidity position at Goldman Lloyds?
Senior Quantitative Risk Manager
Securities Financing & Liquidity
New York
Director Level
We are working with a leading alternative investment platform to hire a Senior Quantitative Risk Manager specialising in securities financing and liquidity risk. This is a front office facing, framework ownership role requiring strong quantitative modelling skills and hands-on experience across financing and liquidity risk.
The Role
- Own and develop liquidity risk frameworks across a complex multi-asset portfolio
- Model financing stability, margin requirements, and liquidity stress scenarios
- Assess counterparty exposure and financing concentration across external manager relationships
- Build and maintain stress testing models for liquidity and financing risk under adverse market conditions
- Work closely with investment, treasury, and legal teams on risk assessments and new mandates
- Present risk analysis and recommendations independently to senior leadership
What We Are Looking For
- 8 years in securities financing risk, liquidity risk, or prime brokerage risk at an investment bank or asset manager
- Strong quantitative background — demonstrated ability to build and own risk models from scratch
- Experience modelling financing stability, margin requirements, and liquidity stress scenarios
- STEM degree from a top tier university — mathematics, statistics, physics, financial engineering, or computer science; advanced degree (Masters or PhD) a strong plus
- Hands-on experience building margin models and taking them from design through to production implementation
- Rapid career progression — Director or near-Director level
- Comfortable presenting independently to CRO or senior leadership
Salary : $225,000 - $250,000