Liquidity Risk Lead - Vice President

About the role

As a Liquidity Risk Lead in the Chief Investment Office , Treasury and Corporate (CTC) Risk team, you will support Asset and Liquidity Management Risk Oversight across APAC locations. You will get an opportunity to gain insight into how the Firm measures and models liquidity risk and interest rate risk in the balance sheet.

What you'll do

• Assess structural interest rate risk arising from asset-liability mismatch(ALM) 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
• Assist in the development of Net Interest Income (NII) strategy and NII optimization for CIO and Treasury
• Track JPM’s interest rate risk profile and effects of current and forecast macroeconomic trends on IRR profile
• Monitor Economic (EVE) and Earnings based measures (EaR) for IRRBB

What you need

• Financial statements
• Capital markets
• Treasury
• Excel
• Bloomberg
• Performance testing
• Chartered Accountant or MBA or BBA or CFA

Good to have

• CFA
• Risk management
• Transfer pricing
• VBA
• PowerPoint