Job Description
As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo, and striving to be best-in‑class.
The Chief Investment Office, Treasury and Corporate (CTC) Risk function is looking to hire a Risk Analyst to join the International Asset & Liability Management (ALM) Risk function covering JPMSE, one of the largest banks in Germany on a standalone basis. Reporting to the Head of EU ALM Risk, you will contribute to liquidity risk, interest rate risk in the banking book (IRRBB), credit spread risk in the banking book (CSRBB), and funds transfer pricing in JPMSE including risk monitoring, metric development, reporting, and governance.
Responsibilities
- 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
Required Qualifications, Capabilities, and Skills
- 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
Preferred Skills, Experience and Qualifications
- Experience in ALM Risk, Market Risk or a related quantitative area
- Familiarity with regulatory expectations for liquidity risk, IRRBB or broader ALM risk management would be beneficial
- Understanding of stress testing, various return measures and experience with stress construction
- Bachelor'/master's degree in finance, economics, mathematics, engineering, accounting or another quantitative discipline
Asset & Liability Management (ALM) Risk Analyst (all genders) - Frankfurt & Paris Arbeitgeber: JPMorgan Chase & Co.
JPMorgan Chase ist ein hervorragender Arbeitgeber, der seinen Mitarbeitern in Frankfurt und Paris eine dynamische und unterstützende Arbeitsumgebung bietet. Unsere Kultur fördert kreatives Denken und Zusammenarbeit, während wir gleichzeitig auf die persönliche und berufliche Weiterentwicklung unserer Mitarbeiter Wert legen. Mit Zugang zu erstklassigen Schulungsressourcen und der Möglichkeit, an bedeutenden Projekten zu arbeiten, sind wir bestrebt, eine vielfältige und integrative Gemeinschaft zu schaffen, die sich für verantwortungsvolles Wachstum und Innovation einsetzt.
