Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area?
As a Liquidity Risk -Vice President in APAC Corporate Treasury, Treasury & Corporate (CTC)will be responsible for liquidity and structural interest rate risk related matters, including monitoring, forecasting, reporting, policy setting and regulatory risk management. The independent ALM Risk group partners with other internal risk groups, Corporate Treasury, as well as senior management, to formalize risk management decision through normal and stress market environments.
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
- 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
- Regular contact and exchange with other departments (i.e. within CTC Risk), other Line of Business ( LOB) and stakeholder management.
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Required qualifications, capabilities, and skills
- Bachelor's degree in Mathematics, Finance, Economics or related discipline
- 8 plus years' experience in banking industry across treasury, liquidity risk, market risk and/or trading of fixed income product
- Understanding of Liquidity norms and requirements under Basel III requirements along with balance sheet analysis and Fund Transfer Pricing (FTP) analysis especially for Banks for traditional banking and complex non-banking products,
- Well versed with 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
ABOUT US
JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.
ABOUT THE TEAM
Our professionals in our Corporate Functions cover a diverse range of areas from finance and risk to human resources and marketing. Our corporate teams are an essential part of our company, ensuring that we're setting our businesses, clients, customers and employees up for success.