Global Head of Financial Risk Oversight

Interactive Brokers Group•Greenwich, CT

15h•Hybrid

About The Position

The Global Head of Financial Risk Oversight will direct the identification, measurement, and management of credit, liquidity, market, and capital risks globally across multiple legal entities. This role involves conducting rigorous analysis under extreme market conditions through advanced stress testing, tail-risk assessment, and multi-factor scenario simulations. The position requires leading and coordinating specialized teams of quantitative analysts, risk specialists, and project managers in executing multi-jurisdictional risk initiatives. A key responsibility is developing, implementing, and maintaining sophisticated financial models, and interpreting and implementing compliance with a wide range of regulatory frameworks. The role also includes leading the preparation and presentation of regulatory filings and internal documentation, monitoring macroeconomic trends, and providing strategic recommendations to mitigate potential losses and enhance resilience. The Global Head of Financial Risk Oversight will design and maintain enterprise-wide risk taxonomies and second line-of-defense frameworks, and present complex risk assessments to senior executives and committees.

Requirements

Master’s degree or foreign equivalent in Finance, Economics or related field and Three (3) years of experience in a risk management position with a securities brokerage firm.
Analysis and application of U.S. financial markets regulations and regulatory guidelines including: FINRA regulations, SEC rules, Basel risk principles and standards (BCBS).
International exchange rules including OCC, CME and CFTC and their application to broker-dealer operations.
Conducting risk analysis in the following areas: Credit, Liquidity, Market and Capital Risk, and analysis of risk profiles in Investment firms.
Methods and approaches used for the quantification of liquidity risk, including cash flow forecasting, liquidity risk metrics, liquidity stress testing, sensitivity analysis, and risk modeling.
Methods and approaches used for the quantification of interest rate risk including income modeling, back testing, stress testing and net interest margin calculation.
Developing/coordinating the development of Python scripts and Power BI dashboards to extract, analyze, and model large-scale datasets.
Preparation of comprehensive ICLAAP reports for regulatory submissions, including evaluation of an entity's complete risk profile across all risk categories and determining appropriate regulatory capital reserve requirements.
Working with JIRA and Confluence for project management, internal reporting and documenting.

Responsibilities

Direct the identification, measurement, and management of credit, liquidity, market, and capital risks globally across multiple legal entities, including high-risk operations such as margin lending, securities lending, and cross-border trading.
Conduct rigorous analysis under extreme market conditions through advanced stress testing, tail-risk assessment, and multi-factor scenario simulations.
Lead and coordinate specialized teams of quantitative analysts, risk specialists, and project managers in executing multi-jurisdictional risk initiatives.
Develop, implement, and maintain sophisticated financial models, including Net Interest Income, Value-at-Risk, interest rate sensitivity, and Monte Carlo simulations.
Interpret, implement, and maintain compliance with an extensive range of regulatory frameworks, including CFTC, SEC, EBA, ECB, Basel principles, CRR, IFR, and other relevant standards.
Lead the preparation and presentation of regulatory filings and internal documentation, including Internal Capital and Liquidity Adequacy Assessments (“ICLAAP”) and Recovery Plan submissions for European entities.
Monitor macroeconomic trends, market signals, and regulatory developments to identify latent and systemic risks.
Provide proactive strategic recommendations to mitigate potential losses, enhance resilience, and preserve a competitive advantage in dynamic and uncertain markets.
Design and maintain enterprise-wide risk taxonomies and second line-of-defense frameworks.
Present complex, multi-dimensional risk assessments to senior executives, and Executive Risk Committees making recommendations on firm-wide capital allocation, liquidity management, and strategic risk-taking decisions.