JPMorgan Liquidity Risk- Associate 

India 

286280596

Job Responsibilities

· Identify, assess and monitor liquidity risks related to JPM’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

· Oversee the monitoring and evaluation liquidity risk and interest rate risk limits

· Oversee regulatory liquidity risk and interest rate risk ratios including Liquidity Coverage Ratios (LCR), Net Stable Funding Ratios (NSFR) and Economic (EVE) and Earnings based measures (EaR)

· 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

· 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

· 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

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

· Regularly contact and collaboration with other functions, other LOB’s and stakeholder management

Required qualifications, capabilities, and skills

· Bachelor’s degree in Mathematics, Finance, Economics or related discipline

· 5 plus years of experience in banking industry in Liquidity / Treasury Risk management with experience and knowledge of quantitative, financial and risk management techniques & systems

· Understanding of regulations, governances and practices in Liquidity risk and structural interest rate risk monitoring, including, stress testing, EaR, EVS, various return measures and experience with stress construction

·In depth understanding of balance sheet analysis and Fund Transfer Pricing (FTP) analysis for traditional banking and complex non-banking products, preferred

· Ability to balance and execute multiple projects at once and deliver results under time constraints with attention to detail

· Intellectually curious with well-developed analytical and critical thinking skills, a high level of self-initiative and the ability to handle ambiguity

· Clear and concise written and verbal communication with the ability to edit and prepare executive level communication