Stress Testing & Liquidity Risk Consultant

Job Title: Stress Testing & Liquidity Risk Consultant
Location: New York, NY 10282
Contract: 12-month contract (with potential for extension)

Job Description
*The Group is launching a new Securities Clearing House, which will initially launch clearing services for cash treasuries as well as Bilateral Tri-party Repo. The candidate is responsible for daily stress testing of market risk to ensure sources to manage potential obligations in the event of a clearing member default.
*The candidate 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 candidate performs daily assessments of market conditions and acts as the first line of defense against systemic, idiosyncratic and counterparty-specific risks.
*The role is also responsible for creating reports for internal governance committees, measuring key risks, and escalating issues as appropriate.
*The role sits within the Liquidity Risk team, specifically supporting Securities Clearing. While the primary focus is on securities clearing (U.S. government fixed income products such as Treasury bills, notes, bonds, and repo transactions), the team operates in a lean and highly collaborative environment with exposure across other asset classes including futures and interest rate products.
*The consultant will be involved in stress testing, liquidity risk monitoring, and model maintenance, including managing historical and hypothetical stress scenarios. Additional responsibilities include guarantee fund calculations, liquidity analysis, new product risk assessments, and monitoring participant trading activity. A significant portion of the role also involves documentation and reporting for internal stakeholders and regulators.
*From a skills and experience standpoint, strong knowledge of fixed income products and financial risk concepts is essential. This includes understanding bond math, repo markets, risk metrics (duration, DV01, convexity, etc.), and basic risk modeling concepts such as Value at Risk and stress testing. Familiarity with clearing house functions and regulatory frameworks is preferred. The team is looking for someone hands-on, adaptable, and eager to learn, given the dynamic nature of the work.

Key Responsibilities:
*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 risk to the clearinghouse, including credit and liquidity stress testing, and escalate findings as necessary
*Demonstrate a strong understanding of applicable regulations at both domestic and international level as well as have a firm grasp of applicable rules in the clearinghouse's rule book
*Use technical skills, including knowledge of programming and financial mathematics, to maintain models
*Assist in preparing responses to ad hoc regulatory requests

Skills and Software Requirements:
*Experienced in Excel, PowerPoint and Word
*Bloomberg
*Familiarity with relational databases (MS SQL, Oracle) and SQL
*Ability to manipulate large data sets
*Strong analytical, quantitative, and organizational skills
*Knowledge of financial analysis at an intermediate level
*Excellent written and verbal communication skills
*Capability to work independently as well as in a team setting
*Familiarity with derivatives and securities preferred

Nice-to-have skills
*Knowledge of U.S. Treasury markets, repo markets, settlement processes, and tools like Python or Bloomberg.
*Experience handling large datasets and exposure to quantitative techniques is also beneficial.

Dexian stands at the forefront of Talent + Technology solutions with a presence spanning more than 70 locations worldwide and a team exceeding 10,000 professionals. As one of the largest technology and professional staffing companies and one of the largest minority-owned staffing companies in the United States, Dexian combines over 30 years of industry expertise with cutting-edge technologies to deliver comprehensive global services and support.

Dexian connects the right talent and the right technology with the right organizations to deliver trajectory-changing results that help everyone achieve their ambitions and goals.To learn more, please visit https://dexian.com/.

Dexian is an Equal Opportunity Employer that recruits and hires qualified candidates without regard to race, religion, sex, sexual orientation, gender identity, age, national origin, ancestry, citizenship, disability, or veteran status.