Mercury - Head of Market & Liquidity Risk
Requirements
• 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
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
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
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