VP, Market & Liquidity Risk

Key Responsibilities

• Identify, assess, measure, monitor, and report on liquidity and market risk exposures across the institution.
• Monitor risks arising from banking and trading activities to ensure alignment with regulatory expectations and internal risk appetite.
• Prepare high-quality market risk and liquidity risk reports and commentary for senior management and global stakeholders.
• Manage market risk control activities, including limit setting, monitoring, analysis, and escalation of breaches or emerging risks.
• Ensure the accuracy, completeness, and consistency of data used for stress testing, back‑testing, and other risk analytics.
• Maintain and enhance reporting processes, risk systems, and analytical tools.
• Conduct comprehensive risk assessments related to new products, business initiatives, regulatory changes, and model enhancements.
• Monitor financial markets and macroeconomic conditions to assess potential impacts on liquidity, interest rate risk, and hedging strategies; recommend adjustments as needed.
• Utilize analytical and programming skills to design, develop, and improve risk models, stress testing methodologies, and control processes.
• Uphold strong risk governance by identifying, escalating, and acting on risk issues in a timely and effective manner.
• Demonstrate consistent adherence to internal policies, procedures, and control standards.

MPI does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual's status in any group or class protected by applicable federal, state or local law. MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.