市场与流动性风险主管
Head of Market & Liquidity Risk
正在寻找一位市场与流动性风险主管，负责领导Mercury的流动性、利率、资金、投资及相关资产负债表风险的独立第二线监督。向首席风险官汇报，该职位将作为财务和资金部门的紧密监督合作伙伴，对其实战略、假设、模型、风险敞口和应急计划进行严谨而建设性的质疑，同时保持有效风险职能所需的独立性。
此职位适合能够自如地在量化分析、战略判断和高管沟通之间切换的人选。该人员将是Mercury企业风险团队中的关键领导者，并参与高度协作的工作环境。该职位需要与资金、财务、数据、产品、法律、合规、高管领导以及我们的银行*合作伙伴进行密切协调。
*Mercury是一家金融科技公司，不是FDIC承保的银行。银行业务通过Choice Financial Group和Column N.A., Members FDIC提供。
主要职责：
- 领导Mercury的第二线框架，用于识别、衡量、监控和报告流动性、利率、资金、投资及相关市场风险
- 作为资金和财务部门的主要独立风险合作伙伴，对资产负债表策略、流动性管理、资金计划、投资活动和对冲决策进行建设性质疑
- 协助制定和维护金融风险政策、风险偏好指标、限额、关键风险指标、管理触发条件和升级标准
- 协助监督流动性风险监控、压力测试和应急资金，包括对存款行为、资金集中度、流动性缓冲、抵押品和应急资金能力的独立评估
- 评估利率风险并质疑关键建模假设，包括净利息收入和经济价值敏感性、存款贝塔系数、衰减率、重新定价行为、久期和基差风险
- 协助评估新产品、快速增长、市场颠覆、客户行为变化以及金融合作伙伴相关发展的财务风险影响
- 与模型风险管理部门、企业风险、信用风险和数据团队合作，监督模型、数据质量、风险评估、问题管理和报告基础设施
- 支持银行合作伙伴的监督、审计、独立审查和监管检查
查看英文原文
We’re hiring a Head of Market & Liquidity Risk to lead independent second-line oversight of Mercury’s liquidity, interest-rate, funding, investment, and related balance-sheet risks. Reporting to the Chief Risk Officer, this individual will be a close oversight partner to Finance and Treasury functions - providing rigorous, constructive challenge of its strategies, assumptions, models, risk exposures, and contingency plans while maintaining the independence required of an effective risk function.
This role is well-suited for someone who can move fluidly between quantitative analysis, strategic judgment, and executive communication. The individual will be a key leader within Mercury’s Enterprise Risk team and part of a highly collaborative environment. The role involves especially close coordination with Treasury, Finance, Data, Product, Legal, Compliance, executive leadership, and our banking* partners.
*Mercury is a fintech company, not an FDIC-insured bank. Banking services provided through Choice Financial Group and Column N.A., Members FDIC.
Key Responsibilities:
- 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
Qualifications:
- Have 12+ years of experience in liquidity risk, interest-rate risk, treasury risk, market risk, asset-liability management, or broader financial-risk management
- Bring meaningful experience in an independent second-line role at a regulated bank, financial institution, fintech, or similarly complex financial-services company
- Have deep knowledge of liquidity, funding, stress testing, contingency funding, and interest-rate risk measurement, including net interest income and economic value sensitivity
- Have experience challenging Treasury strategies, models, and assumptions while building a trusted and productive working relationship
- Understand risk appetite, limits, escalation processes, and executive- and Board-level risk reporting
- Translate quantitative analysis into clear risk judgments and practical recommendations for technical and nontechnical audiences
- Exercise strong independent judgment while navigating ambiguity, collaborating across functions, and building frameworks that can scale
Mercury values diversity & belonging and is proud to be an Equal Employment Opportunity employer. All individuals seeking employment at Mercury are considered without regard to race, color, religion, national origin, age, sex, marital status, ancestry, physical or mental disability, veteran status, gender identity, sexual orientation, or any other legally protected characteristic. We are committed to providing reasonable accommodations throughout the recruitment process for applicants with disabilities or special needs. If you need assistance, or an accommodation, please let your recruiter know once you are contacted about a role.
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Total Rewards
The total rewards package at Mercury includes base salary, equity (stock options/RSUs), and benefits.
Our salary and equity ranges are highly competitive within the SaaS and fintech industry and are updated regularly using the most reliable compensation survey data for our industry. New hire offers are made based on a candidate’s experience, expertise, geographic location, and internal pay equity relative to peers.
Our target new hire base salary ranges for this role are the following:
US employees in New York City, Los Angeles, Seattle, or the San Francisco Bay Area:
$252,000—$315,600 USD
US employees outside of New York City, Los Angeles, Seattle, or the San Francisco Bay Area:
$227,300—$284,000 USD