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Liquidity Risk Manager Jobs in Chicago, IL (NOW HIRING)

Deloitte

Financial Risk Manager

Chicago, IL

Credit Risk, Liquidity Risk, Market Risk, Capital Management/Stress Testing * Knowledge of financial services business models, products, and services * Experience in banking, digital assets, or ...

Quiet Capital

Financial Risk Lead

Chicago, IL · On-site

About The Role Reporting to the Head of Risk Management, the Lead of Financial Risk owns second-line oversight of market, credit, liquidity, and counterparty risk across the firm. You will build the ...

DriveWealth

Financial Risk Lead

Chicago, IL · On-site

About The Role Reporting to the Head of Risk Management, the Lead of Financial Risk owns second-line oversight of market, credit, liquidity, and counterparty risk across the firm. You will build the ...

IMC B.V.

Experienced Risk Manager

Chicago, IL · On-site

$150K - $210K/yr

IMC is looking for an Experienced Risk Manager to join our Chicago Risk team, focusing primarily on ... Since 1989, we've been a stabilizing force in financial markets, providing essential liquidity upon ...

IMC

Experienced Risk Manager

Chicago, IL · On-site

$150K - $210K/yr

A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we ...

Crowe LLP

Model Risk Manager

Chicago, IL · On-site

... management, liquidity, interest rate risk). * Supervise, train and review the work of other consultants. * Manage key aspects of client service projects from planning to completion. * Become a ...

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Liquidity Risk Manager information

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$23.7K

$63.3K

$105.7K

How much do liquidity risk manager jobs pay per year?

As of Sep 12, 2026, the average yearly pay for liquidity risk manager in Chicago, IL is $63,250.00, according to ZipRecruiter salary data. Most workers in this role earn between $45,400.00 and $71,100.00 per year, depending on experience, location, and employer.

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Liquidity Risk Manager jobs near you
Infographic showing various Liquidity Risk Manager job openings in Chicago, IL as of August 2026, with employment types broken down into 83% Full Time, 15% Part Time, 1% Contract, and 1% Nights. Highlights an 79% Physical, 3% Hybrid, and 18% Remote job distribution, with an average salary of $63,200 per year, or $30.4 per hour.

Risk Management and Corporate Governance Associate

Chicago, IL • On-site, Remote

Tidal Financial Group
Finance and Insurance • 11 - 50 employees
Learn more about Tidal Financial Groupexternal

$85K - $110K/yr

Full-time

Re-posted 13 days ago

Job description

The Tidal Financial Group is a leading ETF investment technology platform dedicated to creating, operating, and growing ETFs. We combine expertise and innovative partnership approaches to offer comprehensive, value-generating ETF solutions.
Our platform offers best-in-class strategic guidance, product planning, trust and fund services, legal support, operations support, marketing and research, and sales and distribution services.
About the role
Tidal's Risk Management & Corporate Governance Associate is a dynamic multi-disciplinary role that will be a valued contributor in delivering and managing our AI-driven Program target state. The Associate will leverage their technical capabilities to use automation, AI and modeling to support our target state mission, which will deliver a fully integrated Program that maximizes the efficiency and value of its processes and reporting.
The core componentsof our Program:
The Associate will include the following: Risk Intelligence, Derivative Risk Management Program (DRMP), Liquidity Risk Management Program (LRMP), Risk & Controls Self-Assessment (RCSA), Emerging Risks, Stress Testing, Risk Appetite, Third Party Risk Management, Issues Management, Policy Management & Corporate Governance.
Reporting directly to the VP of Risk Management, the candidate fortunate to earn our exceptional Risk Management Associate career opportunity will bring a passionate, entrepreneurial & disciplined mindset towards ensuring we maximize our Program's contribution and value to Tidal's continued growth and operational complexity.
What you'll do:
  • Integrated Central System - Design and implement our Program's integrated central system that will store, review, update and link our risks, controls, risk appetite limits, issues, counterparties, third-party vendors & policies/governing documents.
  • Risk Intelligence - Design and implement Tidal's Risk Intelligence data and reporting using automation, AI (ex. LLM, machine/deep learning), quantitative modeling, and visualization tools to deliver data-driven risk insights and forward-looking predictive analytics & forecasts to drive proactive risk-informed decisions.
  • Derivatives Risk Management Program (DRMP) - Tidal's DRMP satisfies SEC Rule 18f-4 and is one of the largest DRMPs in the country with ~200 covered funds. Earn an opportunity to become a designated 18f-4 Derivative Risk Manager (DRM) by optimizing our Value-at-Risk ("VaR"), Stress Testing and Backtesting data and reporting using automation, AI and quantitative modeling.
  • Risk & Control Self-Assessment (RCSA) - Build a comprehensive risk and controls inventory for all financial (ex. Market, Counterparty) and non-financial (ex. Ops, Compliance) risks across the Enterprise. Automate RCSA reporting and assessment updates by integrating with other key systems/reporting. Utilize AI and quantitative modeling to deliver defensible risk & control assessments.
  • Risk Appetite - Build a comprehensive risk appetite limit/metric and breach inventory across risks that is directly linked to our RCSA inventory. Automate risk appetite reporting and limit/metric and breach updates by integrating with other key systems/reporting. Utilize AI and quantitative modeling to set limits/metrics and develop early warning indicators.
  • Cross-Functional Leadership - Be a trusted partner across Tidal's growth-oriented, entrepreneurial culture by providing balanced challenge, thoughtful insights, and practical recommendations.

Qualifications
  • Bachelor's degree in Data Science, Econometrics, Advanced Mathematics, Financial Engineering, Computer Science or related technical degrees.
  • 1-5+ years of relevant experience in risk management within asset/investment management, ETF platforms, or broader financial services preferred.
  • Demonstrated knowledge and experience using AI (LLM, machine/deep learning) and building quantitative models to deliver forward-looking predictive analytics and forecasts.
  • Demonstrated knowledge and experience in building and using automation and data visualization tools to streamline complex processes and build reporting including dashboards with insightful and actionable information.
  • Practical understanding of enterprise risk & governance frameworks including risk identification & assessment, controls, risk appetite limits and stress testing preferred.
  • Practical understanding of trading, ETFs, derivatives risk, including options, swaps, futures, structured instruments, margining, collateral, and liquidity risk preferred.
  • Exceptional written and verbal communication skills, with ability to translate complex issues into clear and actionable decisions.
  • Ability to thrive in a fast-paced, high-growth, entrepreneurial environment, balancing structure with adaptability.
  • Strong interpersonal skills and ability to influence stakeholders.

The pay range for this role is:
85,000 - 110,000 USD per year (Remote)

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