Head of APAC Asset & Liability Management Risk – Executive Director

JP Morgan Chase; Singapore; On-site; SGD 256,000 - 410,000; Full time

Job summary

JP Morgan Chase is seeking a Head of APAC ALM Risk to oversee liquidity risk, IRRBB, and funds transfer pricing across APAC entities. You will set risk frameworks, drive monitoring and stress testing, and provide credible guidance on funding and balance sheet initiatives.

The role requires leadership across multiple locations and partnership with Treasury, risk, and business lines. You will advise senior management on material risk themes, regulatory engagements, and strategic balance sheet

Qualifications

• Minimum 10 years of experience in ALM risk, liquidity risk, market risk, or related quantitative risk discipline.
• Proven ability to build and operate risk frameworks within a large financial institution.
• Demonstrated people leadership across locations.
• Strong quantitative and analytical skills for risk metrics and balance sheet drivers.
• Excellent written and verbal communication, including executive-ready presentations.

Responsibilities

• Lead a multi-location APAC ALM Risk team with clear priorities and delivery standards.
• Define and enhance risk frameworks for liquidity risk, IRRBB, and funds transfer pricing.
• Oversee adherence to frameworks through independent review and credible challenge.
• Establish and maintain limit and control frameworks with escalation procedures.
• Design and improve risk monitoring, metrics, governance routines, and reporting.
• Advise senior committees on risk implications of ALM initiatives and macro developments.
• Deliver risk initiatives and support for new regulatory requirements and business activities.
• Conduct stress testing, scenario analysis, and deep dives on ALM topics.
• Partner across Treasury, risk, and business stakeholders to influence funding and risk management.
• Lead regulatory, audit, and exam engagement for APAC ALM risk topics.

Skills

ALM risk

Liquidity risk

Market risk

Quantitative risk

People leadership

Stakeholder influence

Regulatory/audit interactions

Executive communication

Balance sheet interpretation

Education

Bachelor’s degree in a quantitative field

Job description

Help shape how a leading global financial institution manages balance sheet risk across diverse APAC markets. You will lead a multi-location team and influence senior decision-making on liquidity and interest rate risk in the banking book (IRRBB). We’ll count on you to bring strong quantitative thinking, clear judgment, and a collaborative approach to complex, fast-changing risk topics. You’ll partner closely with Treasury, business leaders, and other risk teams to strengthen governance, controls, and resilience. If you enjoy solving real-world problems with high visibility and impact, you’ll thrive here.

As a Head of APAC Asset & Liability Management (ALM) Risk in International Asset & Liability Management (ALM) Risk, you lead independent oversight of liquidity risk, interest rate risk in the banking book (IRRBB), and funds transfer pricing across APAC legal entities. You set risk frameworks, drive monitoring and stress testing, and provide credible challenge and guidance on funding and balance sheet initiatives. You work closely with Treasury, line-of-business partners, and other risk functions to inform strategy through normal and stressed market environments. You advise senior management committees on material risk themes, emerging risks, and the risk implications of key decisions. You represent the function in governance, audit, and regulatory engagements related to APAC legal-entity ALM risk.

Job responsibilities

• Lead a multi-location APAC ALM Risk team and set clear priorities, development plans, and delivery standards.
• Define and enhance risk frameworks for liquidity risk, IRRBB, and funds transfer pricing across APAC legal entities.
• Oversee Treasury and business adherence to liquidity, IRRBB, and funds transfer pricing frameworks through independent review and credible challenge.
• Establish and maintain limit and control frameworks, including approving indicators and thresholds and ensuring timely escalation.
• Design and improve risk monitoring, metrics, governance routines, and management reporting to support decision-making.
• Advise senior committees on the risk implications of ALM initiatives, liquidity and IRRBB strategies, and macroeconomic developments.
• Deliver risk initiatives, including implementation of new regulatory requirements and support for new business activities.
• Conduct stress testing, scenario analysis, and deep dives on legal-entity balance sheets and related ALM risk topics.
• Partner with internal stakeholders to influence legal-entity funding and risk management strategies across market conditions.
• Lead regulatory, audit, and exam engagement for APAC legal-entity ALM risk topics, including issue management and response coordination.
• Escalate material risks, limit breaches, or control concerns with clear recommendations and documented rationale.

Required qualifications, capabilities, and skills

• Minimum of 10 years of experience with demonstrated expertise in Asset and Liability Management (ALM) risk, liquidity risk, market risk, or a related quantitative risk discipline.
• Proven experience building, enhancing, and operating risk frameworks within a large financial institution.
• Demonstrated people leadership experience, including leading teams across locations.
• Strong quantitative and analytical skills, including the ability to develop risk metrics and interpret balance sheet and market drivers.
• Demonstrated ability to partner effectively across Treasury, risk, and business stakeholders and influence outcomes.
• Experience managing regulatory and audit interactions, including preparing materials and leading responses.
• Strong understanding of financial markets and the ability to translate macro and market developments into risk implications.
• Excellent written and verbal communication skills, including executive-ready presentations.
• Demonstrated ability to improve processes and build or sponsor automation to enhance risk monitoring and reporting.
• Bachelor’s degree in a quantitative field (or equivalent practical experience).

Preferred qualifications, capabilities, and skills

• Experience with secured funding, derivatives, or prime brokerage.
• Knowledge of behavioral assumptions used in IRRBB modeling and measurement.
• Experience engaging with APAC regulators on liquidity or IRRBB topics.