ALM Risk Analyst: Liquidity & IRRBB Focus

JPMorgan Chase & Co.

Paris

Sur place

EUR 70 000 - 110 000

Plein temps

14 jours+

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Résumé du poste

JPMorgan Chase & Co. invites a Risk Analyst to join the International ALM Risk function covering JPMSE in Germany. You will support liquidity risk, IRRBB, CSRBB, and funds transfer pricing, reporting to the Head of EU ALM Risk, with visibility across management.

Ideal candidates have strong financial theory, knowledge of ALM risk, and experience with data analysis, Excel, Tableau, Alteryx or Python. You will work with risk teams, corporate treasury, and regulators on frameworks and stress

Qualifications

Strong grasp of financial theory and accounting basics.
Foundational understanding of liquidity and interest-rate risks.
Knowledge of IRRBB and CSRBB within banking risk frameworks.
Experience linking market developments to risk impacts.
Proven analytical and data skills; able to handle large datasets.

Responsabilités

Support operation and enhancement of risk frameworks for liquidity, IRRBB, CSRBB, and funds transfer pricing within JPMSE.
Provide independent oversight of treasury adherence to risk frameworks.
Participate in second line review, testing, data and controls reviews.
Contribute to regulatory initiatives including climate risk and CSRBB development.
Support model development for capital allocation.
Conduct bespoke stress testing and deep-dive analyses of ALM topics.