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CIO - Liquidity Risk Oversight Vice President

Req #: 170093121
Location: Hong Kong, , HK
Job Category: Accounting/Finance/Audit/Risk
Potential Referral Amount: 20000 Hong Kong Dollar (HKD)

About J.P. Morgan Corporate & Investment Bank

 

J.P. Morgan's Corporate & Investment Bank is a global leader across banking, markets and investor services. The world's most important corporations, governments and institutions entrust us with their business in more than 100 countries. With $18 trillion of assets under custody and $393 billion in deposits, the Corporate & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.

 

CTC Risk manages the risk of the retained portfolio generated from the Chief Investment Office, Global Treasury, and other Corporate businesses (Firm-wide Pension Plan, Insurance programs, and Mortgage Servicing Rights).  The CTC Chief Risk Officer (CRO) reports to the Firm-wide CRO and is responsible for the end to end risk framework within the CTC Line Of Business; including, but not limited to, Market Risk, Credit Risk, Liquidity Risk, Reputation Risk, Country Risk, Principal Risk, and Model Risk.  

 

Description

 

CTC seeks to hire a Vice President (VP) to join its APAC Liquidity Risk Oversight function. This individual will be responsible for liquidity risk related matters, including liquidity monitoring, forecasting, reporting, policy setting and risk management for a number of countries in APAC. The independent Liquidity Risk Oversight group partners with other internal risk groups, Corporate Treasury, as well as senior management, to formalize funding strategies through normal and stress market environments. In addition, the team will frequently interact with external regulators. The position offers opportunities to gain visibility into various market products, risk metrics and processes, and increase understanding in firm wide company initiatives.

 

Specific responsibilities:

  • Support assessment and control of liquidity risk for all legal entities in a number of countries in APAC.

  • Provide commentary on liquidity risk reports

  • Provide liquidity risk analysis including liquidity stress tests, scenario analyses and ad hoc reviews of market or internal developments

  • Work with Treasury and Risk groups to develop and maintain liquidity risk reports and limit monitoring tools

  • Produce key risk analytic reports for senior Treasury management, business partners, various Risk committees and regulators.

  • Analyze market and behavioral assumptions for liquidity stress testing

  • Participate in the development and build-out of the liquidity risk management process and infrastructure

  • Interact and partner with Lines of Business and other corporate functions in order to obtain data, understand and analyze potential liquidity risks implications.

  • Contribute to responses on regulatory requests regarding liquidity risk.

Qualifications
  • Minimum 5 years experience in risk management: liquidity/treasury risk, market risk and/or trading of fixed income products
  • Excellent analytical and critical thinking skills
  • Excellent oral and written communication skills
  • Eager to learn and able to quickly understand new and complex issues
  • Ability to handle multiple projects at once and deliver results under tight time constraints
  • Understanding of stress testing and experience with stress construction
  • Understanding of fixed income market, including cross currency swaps, interest rates swaps, and basis risk
  • Understanding of the governance and controls surrounding treasury functions and liquidity risk monitoring.
  • Knowledge of liquidity risk management guidance and banking regulations and practices in Asia
 
Education: An undergraduate degree is required. A professional qualification such as CFA or FRM is a plus.
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