ALM Risk Analyst: Liquidity, IRRBB & CSRBB

Next Frontier Capital; Paris; Sur place; EUR 90 000 - 130 000; Plein temps

Résumé du poste

J.P. Morgan in Paris seeks a Risk Analyst to join International ALM Risk, covering liquidity risk, IRRBB, CSRBB and funds transfer pricing. You will contribute to risk monitoring, model development and governance within a global bank.

Reporting to the Head of EU ALM Risk, you will collaborate with regulators and senior stakeholders, perform second-line reviews, and help build robust risk frameworks and stress testing capabilities.

Qualifications

• Solid understanding of liquidity and interest rate risks and related frameworks.
• Ability to link market developments to risk impacts with analytical rigour.
• Experience with risk monitoring, reporting and governance.

Responsabilités

• Support risk framework operation for liquidity, IRRBB, CSRBB, and FPT within JPMSE.
• Provide independent oversight of treasury adherence to risk frameworks.
• Contribute to second-line reviews, testing and data controls.
• Assist in new regulatory initiatives and stress testing.
• Develop and maintain risk models and capital allocation tools.
• Perform bespoke stress testing and deep-dives on balance sheets.

Connaissances

Liquidity risk

Interest rate risk

Data analysis

Excel

Python

Communication

Stakeholder collaboration

Tableau

Alteryx

Formation

Finance degree

Quantitative degree

Outils

Tableau

Alteryx

Python

Excel

Description du poste

J.P. Morgan in Paris seeks a Risk Analyst to join International ALM Risk, covering liquidity risk, IRRBB, CSRBB and funds transfer pricing. You will contribute to risk monitoring, model development and governance within a global bank.

Reporting to the Head of EU ALM Risk, you will collaborate with regulators and senior stakeholders, perform second-line reviews, and help build robust risk frameworks and stress testing capabilities.