Description
Join our Liquidity Risk team and help oversee the risks that shape the Firm’s balance sheet, liquidity profile and interest rate exposure.

Job summary
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 chance to gain insight into how the Firm measures and models liquidity risk and interest rate risk in the balance sheet.
Job responsibilities
- 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
- 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
- Conduct deep dive reviews on specific Legal-Entity/Line-of-business/specific-product/market-moves to analyze potential risks
- Perform Regulatory Recovery & Resolution and Volcker related review on JPM Legal-Entities/Line-of-Businesses
- Conduct reviews of the regulatory requirements for the Liquidity Coverage Ratio and Net Stable Funding Ratio
- Develop and implement liquidity risk governance policies and procedures, with a focus on liquidity risk stress testing, scenario design, and liquidity risk measur

📌 Liquidity Risk Lead (Mumbai)
🏢 JPMorganChase
📍 Mumbai