JP Morgan Chase - Liquidity Risk Analyst - CTC

CTC seeks to hire an Analyst to join its APAC Assets & Liabilities Management (ALM) Risk function. This individual will be responsible for liquidity and structural interest rate risk related matters, including monitoring, forecasting, reporting, policy setting and risk management for a number of legal entities, with a focus on entities in India. The independent ALM Risk group partners with other internal risk groups, Corporate Treasury, as well as senior management, to formalize funding strategies through normal and stress market environments. In addition, the team will frequently interact with external regulators.

Responsibilities:

- Participate in assessment of structural interest rate risk arising from asset-liability mismatch through investment securities and interest rate derivatives

- Identify, analyze and assess the impact of specific market events or trends on the current and projected balance sheet and income statement of the Bank

- Monitoring Economic (EVE) and Earnings based measures (EaR) for IRRBB

- Identify, assess and monitor liquidity risks related to the Firm's business activities including banking (deposits, loans, commitments, etc.) and non-banking balance sheet (unsecured funding, secured funding, lending, prime brokerage, derivatives, etc.)

- Analyze sources and uses of liquidity on a firm wide and legal entity level, including understanding firm's businesses and products

- Deep dive on specific Legal-Entity/Line-of-business/specific-product/market-moves to analyze potential risks

- Contribute to the definition of risk policies, procedures and overall governance, in order to efficiently manage the risks, both in business-as-usual and in stressed conditions

- Oversee the monitoring and evaluation of existing risk limits

- Provide independent review of regulatory and internal stress scenarios, including analytical review of key market and behavioral assumptions and management of ad hoc analysis; support the development and execution of stress and back-testing processes

- Regular contact and exchange with other departments (i.e. within CTC Risk), other LOB's and stakeholder management

Qualifications :

- An undergraduate degree is required. A professional qualification such as CFA or FRM is a plus

- Experience in risk management is a plus: liquidity/treasury risk, market risk and/or trading of fixed income products

- Understanding of balance sheet analysis and Fund Transfer Pricing (FTP) analysis especially for Banks for traditional banking and complex non-banking products, preferred

- Understanding of Liquidity norms and requirements under Basel III requirements preferred

- Understanding of regulations, governances and practices in interest rate risk in the banking book

- Experience in Liquidity Risk management with a wide range of experience with quantitative, financial and risk management techniques & systems preferred

- Understanding of the governance and controls surrounding risk monitoring including, EaR, EVS, stress testing, various return measures and experience with stress construction