Liquidity Risk Analyst - Intraday

JOB DESCRIPTION

As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class.

As an Liquidity Risk Analyst - Intraday within the Risk Management team, you will collaborate with various business units, corporate treasury, and other risk divisions to gather, comprehend, analyze, and infer potential liquidity risk implications within the firm's operations. You will interact and partner with Business Units and other corporate functions to obtain, understand, analyze, and draw conclusions with respect to potential liquidity risks implications. You will be responsible for continuously evaluating emerging risks to the firm's liquidity by monitoring the evolving short-term funding markets and presenting your findings to senior management.

The team provides risk coverage of (i) Firmwide intraday liquidity and (ii) End-of-day liquidity for the Treasury/Chief Investment office (TCIO) function. You will spend each day providing independent review of regulatory and internal stress scenarios and assumptions, and developing risk monitoring, key metrics, and stress tests.

Job responsibilities

Review and challenge internal stress assumptions and any new methodology changes proposed by the Treasury, and propose alternatives assumptions based on independent risk assessment

Create and size limits and indicators to appropriately capture anomalies in the market and highlight potential risks, escalate breaches and investigate breach drivers.

Monitor the Firm's intraday liquidity position across different major currencies and highlight potential changes related to Firm's intraday liquidity profile based on client behaviour

Perform deep-dives on Fed's actions (e.g. QT, QE) and potential implications on short-term funding markets

Monitor changes to Firm's investment portfolio and identify any changes in strategies and liquidity concerns

Manage the liquidity risk of the Firm's Holding company

Review new regulatory rules related to liquidity and assess potential impacts and Firm's readiness

Review of existing US LCR, High Quality Liquid Assets, Liquid & Readily Marketable and Buffer Diversification framework and any further enhancements

Assist the team in periodic “adequacy and effectiveness” reviews of treasury processes including Collateral Management, Buffer Management and Intraday.

Work with stakeholders across the treasury organization to create dialogue around potential and emerging risks.

Conduct data analysis and deep dives on areas of risk across the corporate treasury activities.

Required qualifications, capabilities, and skills

An undergraduate degree

Extensive work experience in risk management; liquidity/treasury risk, market risk and/or trading, with a wide range of experience with quantitative, financial and risk management techniques and systems

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

Strong analytical and critical thinking skills, as well as a high level of self-initiative

Experience handling large data sets, creating effective data visualizations and solving complex problems

Demonstrated effectiveness working independently and in multi-disciplinary teams

A broad understanding of the macro and geopolitical environment

Excellent oral and written communication skills and presenting skills

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

Preferred qualifications, capabilities, and skills

Post-graduate degree/MBA

Knowledge of liquidity risk

Understanding of stress testing, various return measures and experience with stress construction

Quantitative backgrounds such as Mathematics, Finance or Engineering are an advantage in this role.

Experience with Tableau, Alteryx and Python, and strong AI skills.

ABOUT US

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.

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.