Markets Liquidity Research & Analytics, Vice President at JPMC Candidate Experience page

, , United States -

Full Time

Start Date

Immediate

Expiry Date

10 Apr, 26

Salary

0.0

Posted On

11 Jan, 26

Experience

10 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Liquidity Risk, Analytics, Financial Markets, Regulatory Frameworks, Data Analytics, Python, SQL, Excel, Tableau, Communication, Presentation, Stakeholder Management, Multi-tasking, Problem Solving, Stress Testing, Modeling

Industry

Financial Services

Description

Are you passionate about navigating complex financial environments and advancing liquidity risk management at a global bank? The Commercial and Investment Bank Treasury is seeking a motivated professional to join the Liquidity Methodology and Analytics team, where you will innovate and develop new approaches to liquidity risk. As the Commercial and Investment Bank Treasury Liquidity Research Vice President, you will partner with business, risk, and technology teams to provide subject matter expertise on liquidity risk, market dynamics, and regulatory developments to help ensure liquidity frameworks are aligned with regulatory requirements and internal policies. This role will require managing relationships with Liquidity Risk Technology, Regional Treasury teams, Corporate Treasury, Liquidity Risk Management, Quantitative Research and Product groups to prepare and present analysis, findings, and recommendations to senior management and governance committees. Importantly, this role will provide you with exposure and responsibility across varying levels of management across the firm and is an excellent opportunity for a candidate who is interested in a strategic view of the Commercial and Investment Bank ’s activity and who has a keen interest in capital markets, liquidity risk management and funding. Job responsibilities Build-out of analytics framework to enhance the firm’s ability to evaluate and manage liquidity across the Markets businesses Read and understand interpretation of regulatory liquidity policies and be able to think clearly about and articulate the application of these rules to Commercial and Investment Bank markets business Participate in industry groups to stay up to date on changes in the industry or regulatory landscape Face off with regulators to present and defend liquidity stress methodologies and frameworks Support ad-hoc projects and analyses as needed by senior management, strategic, or regulatory initiatives Bachelor’s degree in Finance, Economics, Mathematics, Engineering, or related field; advanced degree preferred. Required qualifications, capabilities and skills 7+ years of experience in Treasury, Risk, Markets, or related financial services roles, with a focus on liquidity risk or analytics. Strong understanding of financial markets, products, and liquidity risk concepts. Experience with liquidity risk modeling, stress testing, and regulatory frameworks (e.g., LCR, NSFR, 5G, etc.). Proficiency in data analytics tools (e.g., Python, SQL, Excel, Tableau) and familiarity with automation solutions. Excellent communication, presentation, and stakeholder management skills. Ability to multi-task, prioritize well under fast-paced and dynamic environment, deliver prototype solutions with commitment to deliver under tight deadlines. Ability to deliver solution-oriented work that reflects independent and pro-active consideration of issues.

Responsibilities

The role involves building an analytics framework to enhance liquidity management and interpreting regulatory liquidity policies. Additionally, it includes presenting methodologies to regulators and supporting various strategic initiatives.