Head of Market – Liquidity Risk

Mercury

. Lead Mercury’s second-line framework for identifying, measuring, monitoring, and reporting liquidity, interest-rate, funding, investment, and related market risks .

Posted 9/17/2026full-timeRemote • California • United StatesLead💰 $227,300 - $315,600 per yearWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates extensive expertise in liquidity risk, interest-rate risk, and financial-risk management, with a strong ability to challenge strategies and translate quantitative analysis into actionable insights. Proven experience in building scalable risk frameworks and collaborating with cross-functional teams to enhance risk visibility and governance.

Highest-signal resume keywords

Liquidity Risk ManagementInterest-Rate Risk MeasurementFinancial-Risk Policy DevelopmentIndependent Risk AssessmentTreasury Strategy Evaluation

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Liquidity RiskInterest-Rate RiskStress TestingContingency FundingAsset-Liability ManagementRisk Appetite MeasuresKey Risk IndicatorsQuantitative AnalysisRisk ReportingModel Risk Management

Soft Skills

Independent JudgmentCollaborationCommunicationRelationship BuildingProblem Solving

Industry Keywords

Financial ServicesRegulated BankFintechMarket RiskExecutive Risk Reporting

About the role

Key responsibilities & impact

Lead Mercury’s second-line framework for identifying, measuring, monitoring, and reporting liquidity, interest-rate, funding, investment, and related market risks
Serve as the primary independent Risk partner to Treasury and Finance, providing constructive challenge of balance-sheet strategy, liquidity management, funding plans, investment activity, and hedging decisions
Help develop and maintain financial-risk policies, risk-appetite measures, limits, key risk indicators, management triggers, and escalation standards
Help oversee liquidity-risk monitoring, stress testing, and contingency funding, including independent assessment of deposit behavior, funding concentrations, liquidity buffers, collateral, and contingent funding capacity
Evaluate interest-rate risk and challenge key modeling assumptions, including net interest income and economic value sensitivity, deposit betas, decay rates, repricing behavior, duration, and basis risk
Help assess the financial-risk implications of new products, rapid growth, market disruption, changes in customer behavior, and developments involving financial partners
Partner with Model Risk Management, Enterprise Risk, Credit Risk, and Data teams to oversee models, data quality, risk assessments, issue management, and reporting infrastructure
Support bank-partner oversight, audits, independent reviews, and regulatory examinations while monitoring relevant market and regulatory developments
Build scalable financial-risk capabilities by improving automation, scenario analysis, early-warning indicators, governance, and executive risk visibility
Report to the Chief Risk Officer and coordinate with Treasury, Finance, Data, Product, Legal, Compliance, executive leadership, and banking partners

Requirements

What you’ll need

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, financial institution, fintech, or similarly complex financial-services company
Deep knowledge of liquidity, funding, stress testing, contingency funding, and interest-rate risk measurement, including net interest income and economic value sensitivity
Experience challenging Treasury strategies, models, and assumptions while building a trusted and productive working relationship
Understanding of risk appetite, limits, escalation processes, and executive- and Board-level risk reporting
Ability to translate quantitative analysis into clear risk judgments and practical recommendations for technical and nontechnical audiences
Strong independent judgment while navigating ambiguity, collaborating across functions, and building frameworks that can scale

Benefits

Comp & perks

Base salary
Equity (stock options/RSUs)
Benefits
Reasonable accommodations throughout the recruitment process for applicants with disabilities or special needs