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Manager Liquidity Risk Management Jobs in Dallas, TX

Position Summary The Director of Risk Management supports the execution of TCR's risk management ... Serve as the primary relationship manager for insurance brokers and carriers alongside the Senior ...

Director, Risk Management The Opportunity This is a high-visibility role for a seasoned risk management professional who wants real breadth: financial lines, property, casualty, and cyber, plus a ...

Position Summary The Director of Risk Management supports the execution of TCR's risk management ... Serve as the primary relationship manager for insurance brokers and carriers alongside the Senior ...

Certified Risk Manager (CRM) * Chartered Property Casualty Underwriter (CPCU) * Certified Construction Professional or related construction/risk designation preferred Skills and Competencies * Strong ...

Director, Risk Management

Dallas, TX · On-site

$130 - $170/hr

Reporting to the SVP, Risk Management, the Director will lead risk identification, mitigation, and prevention efforts across Ashford's family of operating companies -- with direct exposure to senior ...

The Risk Management Specialist supports the review and administration of insurance provisions within client and vendor contracts, ensuring alignment with AMN's insurance programs and risk tolerance.

Risk Management Analyst Company: Prologis Risk Management Analyst A day in the life As a Risk Management Analyst at Prologis, you will help manage risk across a diverse global portfolio that includes ...

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Showing results 41-60

Manager Liquidity Risk Management information

See Dallas, TX salary details

$43K

$102.6K

$165.7K

How much do manager liquidity risk management jobs pay per year?

As of Aug 15, 2026, the average yearly pay for manager liquidity risk management in Dallas, TX is $102,587.00, according to ZipRecruiter salary data. Most workers in this role earn between $71,700.00 and $130,600.00 per year, depending on experience, location, and employer.

What is the difference between Manager Liquidity Risk Management vs Liquidity Analyst?

AspectManager Liquidity Risk ManagementLiquidity Analyst
ResponsibilitiesOversees liquidity risk policies, manages teams, develops strategiesAnalyzes liquidity data, monitors cash flows, prepares reports
Required CredentialsBachelor's degree, often CFA or FRM, experience in risk managementBachelor's degree, finance or related field, strong analytical skills
Work EnvironmentManagement level, strategic planning, cross-department collaborationAnalytical, data-driven, primarily office-based
Industry UsageCommon in banking, financial services, and asset managementWidely used in banking, investment firms, and financial institutions

The main difference is that the Manager Liquidity Risk Management focuses on leading liquidity risk strategies and managing teams, while the Liquidity Analyst concentrates on analyzing data and monitoring liquidity metrics. Both roles are essential in financial institutions but differ in scope and seniority.

What are the most commonly searched types of Liquidity Risk Management jobs in Dallas, TX?

The most popular types of Liquidity Risk Management jobs in Dallas, TX are:

What are popular job titles related to Manager Liquidity Risk Management jobs in Dallas, TX?

For Manager Liquidity Risk Management jobs in Dallas, TX, the most frequently searched job titles are:

What job categories do people searching Manager Liquidity Risk Management jobs in Dallas, TX look for?

The top searched job categories for Manager Liquidity Risk Management jobs in Dallas, TX are:

What cities near Dallas, TX are hiring for Manager Liquidity Risk Management jobs?

Cities near Dallas, TX with the most Manager Liquidity Risk Management job openings:

Infographic showing various Manager Liquidity Risk Management job openings in Dallas, TX as of June 2026, with employment types broken down into 4% As Needed, 87% Full Time, and 9% Part Time. Highlights an 84% Physical, 6% Hybrid, and 10% Remote job distribution, with an average salary of $102,587 per year, or $49.3 per hour.

Manager - Credit Risk Analyst

Charles Schwab Inc.

Westlake, TX • On-site

$85K - $165K/yr

Full-time

Re-posted 9 days ago


Job description

Your Opportunity
At Schwab, you're empowered to make an impact on your career. Here, innovative thought meets creative problem solving, helping us "challenge the status quo" and transform the finance industry together.
This is a role where you will be able to grow your expertise through consistent challenges with the backing of passionate leaders who will value your contributions and encourage your development.
The first line Finance Risk Management (FRM) function is an in-business strategic risk function within Finance, which designs and implements a cohesive risk management strategy and framework to adequately identify and mitigate risk while driving innovation and business growth. The mandate encompasses liquidity, market, capital, counterparty credit, and regulatory risk management across the Finance organization.
Additionally, the FRM function collaborates with the second line Corporate Risk Management function in the development and enhancement of risk management policies, procedures, and limits across the Finance risk disciplines. We partner across the firm to improve efficiency, effectiveness, and productivity by safeguarding financial flexibility to enable the company strategy.
We are seeking a Manager, Counterparty Credit Risk - Securities Financing to join the Finance Risk Management function reporting to the Head of Strategy & Analytics.
What you have
The following qualifications are required:
  • Bachelor's degree in Finance, Economics, Business, or a related field.
  • 5+ years of experience in counterparty credit risk, credit risk management, treasury, securities financing, capital markets, or related financial services disciplines.
  • Strong understanding of financial institution credit analysis, financial statement assessment, and key bank and broker-dealer risk metrics.
  • Experience evaluating counterparty exposures associated with securities lending, repurchase agreements, agent lending, or other secured financing transactions.
  • Knowledge of collateral, netting, margin methodologies, and exposure mitigation techniques.
  • Strong analytical, problem-solving, and quantitative skills.
  • Ability to effectively communicate complex risk topics to senior management and cross-functional stakeholders.
  • Proven ability to manage multiple priorities and drive initiatives to completion.
  • Self-motivated, able to multi-task, perform under strict deadlines, and able to develop new processes.
  • Advanced Excel and data analysis skills.

The following qualifications are preferred:
  • Experience with broker-dealers, banks, custodians, prime brokerage, clearing, securities financing, or capital markets businesses.
  • Knowledge of securities financing market infrastructure, including custody, settlement, tri-party collateral management, and securities lending operating models.
  • Experience analyzing financial institutions, including banks, broker-dealers, custodians, agent lenders, and other market participants.
  • CFA, FRM, CPA, or other relevant professional designations.
  • Familiarity with regulatory frameworks including Basel III, capital requirements, liquidity requirements, and counterparty credit risk regulations.
  • Experience working with data visualization and reporting tools such as SQL, Tableau, Python, Power BI, or Alteryx.

What you'll do:
  • Manage counterparty credit risk across securities financing activities, including agent lending, securities lending, tri-party repo, and other secured financing transactions.
  • Perform counterparty due diligence and credit analysis for broker-dealers, banks, custodians, agent lenders, and other financial institution counterparties, including ongoing monitoring of financial condition and creditworthiness.
  • Monitor portfolio exposures, limit utilization, collateral coverage, and concentration risk, ensuring activities remain within established limits, risk appetite, and governance standards.
  • Evaluate transaction structures, collateral arrangements, margin methodologies, and risk mitigants to support prudent risk-taking and effective exposure management.
  • Partner with Treasury, Legal, and second line Risk teams to support counterparty onboarding, transaction execution, and strategic securities financing initiatives.
  • Develop portfolio analytics, stress testing, and management reporting to monitor counterparty exposures, identify emerging risks, and support risk-informed decision making across the securities financing portfolio.

In addition to the salary range, this position is also eligible for bonus or incentive opportunities