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Liquidity Reporting - Analyst

1.00 to 3.00 Years   Bangalore   17 May, 2023
JPMorgan
Job LocationBangalore
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaGeneral / Other Software
EmploymentTypeFull-time

Job Description

    You are a strategic thinker passionate about driving solutions in Finance. You have found the right team.As the Liquidity Risk Reporting professional in our T reasury Chief Investment Office, you will spend each day defining, refining and delivering set goals for our firmYour team was formed to support Treasury Controllers across all of our business units. The group is responsible to ensure the accuracy and completeness of all information in support of the firm s internal and regulatory Liquidity Risk and Interest Rate Risk reporting and analytics. We partner with a wide range of stakeholders across the firm in:
    • Daily reconciliation of balances to the general ledger
    • Impact analyses for changes in regulatory reporting (e.g. LCR, 5G, Stress, Recovery & Resolution etc.)
    • Strategic sourcing, automation of feeds from various source systems into the central technology platforms in Treasury-CIO
    • Ensuring data quality controls in upstream sources & aggregation platforms
    Your team consists of 30 functional and technical experts who currently cover all aspects of Liquidity Risk across multiple products and Line of Businesses. You will partner closely with the existing team and joint responsibilities will include as below: Job responsibilities:
    • Review, adjust and attest to liquidity and interest rate risk data on a daily basis
    • Perform product reconciliations & assist with daily balance sheet variance analysis and reporting (e.g. LCR, 5G, etc.)
    • Determine business drivers behind variances and communicate impact to partner groups such as Liquidity Risk Oversight, Corporate Treasury Middle Office, etc.
    • Design queries to analyze large volumes of data from multiple sources to create financial and operational reports (e.g. daily available collateral, intercompany bookings, etc.)
    • Partner with senior stakeholders in the LOBs, Controllers, Global Treasury and other related areas to obtain, understand, and analyze Balance sheet data & other relevant information such as forecasts, assumptions etc. and their impact on the firm s liquidity & structural interest rate risk management
    • Identify opportunities for process improvements, remediate data quality issues, automation etc.
    • Must be self-starters who are able to work in a fast paced, results driven environment with minimal oversight and possess a strong sense of accountability and responsibility.
    Required qualifications, capabilities, and skills:
    • MBA with 1-3 years experience in the financial services industry, preferably within a regulatory reporting/policy department
    • FRM would be an added advantage
    • Strong analytic, creative thinking and problem solving skills. Keen attention to detail and ability to work independently
    • Excellent organizational, multitasking and prioritizing skills. Ability to handle stress and tight deadlines
    • Strong written and verbal communication skills. Be skilled in performing complex quantitative analysis.
    • Knowledge of key bank systems and processes, including financial sub-ledgers, product systems etc. would be an advantage
    • Possess subject matter expertise in banking book and trading book products, data flows & quality checks
    Preferred qualifications, capabilities, and skills:
    • Prior work experience in liquidity and/ or interest rate risk management programs would be a plus
    • Experience in building models and managing large amounts of data, identifying data quality issues & recommending solutions
    • Excellent working knowledge of MS Excel, PowerPoint, MS Access and Word
    ,

Keyskills :
interest rate risk managementsubject matter expertiseverbal communicationtechnology platformsrisk reportingsetlcrrisk

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