Liquidity Risk Lead - Vice President

JPMorgan Chase & Co.; Mumbai; On-site; INR 2,500,000 - 4,200,000; Full time

Job summary

JPMorgan Chase & Co. in Mumbai is seeking a Liquidity Risk Lead to oversee balance sheet liquidity, IRRBB and risk governance within the CIO/Treasury Risk team.

You will work across APAC locations to measure, model and stress liquidity and interest rate risk, supporting ALCO discussions and risk reporting. The role emphasizes deep analysis of ALM, IFRS metrics, NII strategies and regulatory compliance, with strong Excel/Bloomberg/VBA capability and clear communication.

Qualifications

• Masters degree in Business Admin/Finance/ Economics/ Mathematics/ Engineering or CA.
• Understanding of IRRBB regulations and governance in banking.
• Strong knowledge of balance sheet items and macro developments.
• Familiarity with financial instruments and risk metrics.
• Excellent communication; ability to work independently across teams.
• Advanced Excel, PowerPoint, VBA and Bloomberg skills.

Responsibilities

• Assess structural interest rate risk from asset-liability mismatch (ALM).
• Analyze market events affecting balance sheet and income statement.
• Support NII strategy and NII optimization for CIO/Treasury.
• Monitor interest rate risk profile and macro trends effects.
• Track EVE and EaR metrics for IRRBB; oversee liquidity risks.
• Analyze liquidity sources/uses at firm-wide and legal entity levels.
• Conduct deep-dive reviews on specific entities/products/Moves.
• Support regulatory reviews for LCR and NSFR; stress testing design.

Skills

Liquidity risk

IRRBB knowledge

NII optimization

Excel

PowerPoint

Bloomberg

VBA

Communication

Education

MBA

Tools

Bloomberg Terminal

Excel VBA

PowerPoint

Job description

• Job Category Balance Sheet Risk Management
• Business Unit Corporate Sector
• Posting Date 08/18/2026, 04:04 AM
• Locations LEVEL 3 and 4 J.P. MORGAN TOWER, OFF CST ROAD KALINA SANTACRUZ EAST, Mumbai, IN-MH, 400098, IN
• Job Schedule Full time

Job 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 opportunity 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 measurement
• Contribute to the definition of risk policies, procedures and overall governance, in order to efficiently manage the risks, both in business-as-usual and in stressed conditions
• Oversee the monitoringand evaluation of existing risk limits
• Provide independent review of regulatory and internal stress scenarios, including analytical review of key market and behavioral assumptions and management of ad hoc analysis; support the development and execution of stress and back-testing processes
• Carry out in-depth analysis and create presentations for senior management meetings and Asset-Liability Committee (ALCO)
• Monitor on regular basis existing FTP framework
• Assist with regulatory requests regarding model updates/migrations
• Partner with other departments (i.e. within CTC Risk), other LOB’s to support consistent risk oversight and stakeholder engagement.

Required qualifications, capabilities, and skills

• An excellent academic record and Masters Degree in Business Administration / Economics / Finance / Mathematics / Engineering (or CA) from a reputed institute are required
• Understanding of regulations, governances and practices in interest rate risk in the banking book (IRRBB)
• Strong understanding of Bank’s B/S items, central banks monetary policy actions; required to follow market news, macroeconomic and political developments and asset prices closely – to be able to recommend strategic and tactical investment avenues across asset classes and geographies; confidence to challenge portfolio managers’ market positions and views
• Understanding of financial instruments at various levels in the capital structure
• Understanding of the governance and controls surrounding risk monitoring including, EaR, EVS, stress testing, various return measures and experience with stress construction
• Excellent oral and written communication skills
• Demonstrated ability to work effectively and independently across different businesses and functional areas
• Ability to work under pressure
• Strong technical skills in Excel, PowerPoint, VBA and Bloomberg

Preferred qualifications, capabilities, and skills

• CFA, FRM or other relevant quantitative, finance or risk certification is preferred
• Strong understanding of balance sheet analysis and Fund Transfer Pricing (FTP) analysis especially for Banks for traditional banking and complex non-banking products is preferred
• Understanding of Liquidity norms and requirements under Basel III requirements is preferred
• Experience in Liquidity Risk management with a wide range of experience with quantitative, financial and risk management techniques & systems is preferred

About Us

JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit ourFAQs for more information about requesting an accommodation.

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.