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20/07 Dhanasekaran Vaiyapuri
HR at JPMorgan Chase

Views:1334 Applications:188 Rec. Actions:Recruiter Actions:55

JP Morgan Chase - Analyst - Structural Interest Rate Risk (1-5 yrs)

Mumbai Job Code: 952828

Risk Coverage :

- Primarily responsible for risk coverage for firmwide interest rate risk including DoE, EVS, EaR and Risk Governance for IRRM team

- Ongoing monitoring, forward-looking analysis and strategic risk management for key measures of Interest Rate Risk such as Basis Point Value (BPV), Earnings at Risk and Economic Stress

- Perform deep-dives on relevant IRR and FTP topics to support independent risk analysis

- Enhance and maintain governance over IRR assumptions, provide independent challenge of changes to assumptions

- Actively contribute and participate in LOB ALCOs (where applicable), LOB risk affirmation meetings and Risk Committees

Qualifications :

- 2+ years experience in Risk Management, Treasury or a Finance function

- Knowledge of standard financial concepts, strong quantitative and analytical skills, critical thinking, investigative problem-solving and decision making talents

- High level of self-initiative required, including an ability to balance and execute multiple projects

- Understanding of the governance and controls surrounding risk monitoring

- Demonstrated effectiveness working independently and in multi-disciplinary teams. Organized and able to execute responsibilities with minimal supervision

- Excellent oral and written communication skills with ability to prepare executive level presentations

- Demonstrated ability to work effectively across different businesses and functional areas

- Understanding of Balance Sheet management, Interest Rate Risk, Funds Transfer Pricing; or Capital Markets trading environment exposure a strong plus.

- Understanding of fixed income valuation and risk modeling

- Knowledge of machine learning and data mining is a plus

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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