ALM Risk Analyst: Liquidity & IRRBB Specialist

JPMorganChase; Paris; Sur place; EUR 70 000 - 100 000; Plein temps

Résumé du poste

J.P. Morgan is seeking a Risk Analyst to join the International ALM Risk function covering JPMSE, focusing on liquidity risk, IRRBB, CSRBB and funds transfer pricing. You will conduct risk monitoring, develop metrics and support governance.

Reporting to Head of EU ALM Risk, you will interact with senior management and coordinate with risk groups, corporate treasury and stakeholders, performing stress tests and ad-hoc analyses across legal entities.

Qualifications

• Strong grasp of basic financial theory and accounting principles
• Foundational understanding of liquidity and interest rate risks, with a strong interest in developing deeper expertise
• Good understanding of financial markets and ability to link market developments to risk impacts
• Collaborative mindset with good interpersonal skills and willingness to learn from and partner with stakeholders
• Excellent oral and written communication skills, with the ability to edit and prepare executive level communication
• Well-developed analytical skills and strong critical thinking, with thorough attention to detail
• Strong Excel and data analysis skills, with the ability to work with large datasets and translate analysis into clear insights
• Experience with Tableau, Alteryx or Python, with an interest in innovation, automation and the practical use of AI-enabled tools

Responsabilités

• Supporting the operation and enhancement of risk frameworks for liquidity risk, interest rate risk in the banking book (IRRBB), credit spread risk in the banking book (CSRBB) and funds transfer pricing within JPMSE
• Providing independent oversight of corporate and line of business treasury adherence to the liquidity, IRRBB, and CSRBB frameworks
• Being involved in second line review and challenge requirements such as change management, user testing, data and controls review and other matters that impact ALM risk
• Supporting new initiatives for the risk stripe, e.g., implementation of new regulatory requirements such as Climate Risk, ongoing development of CSRBB, supporting new business activities
• Supporting the development and maintenance of models where required, for example for use in capital allocation
• Conducting bespoke stress testing, ad-hoc analysis and deep dives on legal entity balance sheets and broader topics relevant to ALM risk

Connaissances

Financial theory

Liquidity risk

IRRBB

CSRBB

Data analysis

Excel

Tableau

Alteryx

Python

Stakeholder collaboration

Formation

Bachelor's/Master's degree in finance, economics, mathematics, engineering, accounting

Outils

Tableau

Alteryx

Python

Description du poste

J.P. Morgan is seeking a Risk Analyst to join the International ALM Risk function covering JPMSE, focusing on liquidity risk, IRRBB, CSRBB and funds transfer pricing. You will conduct risk monitoring, develop metrics and support governance.

Reporting to Head of EU ALM Risk, you will interact with senior management and coordinate with risk groups, corporate treasury and stakeholders, performing stress tests and ad-hoc analyses across legal entities.