Liquidity Risk Management - Data Analytics Lead - Vice President

Location: New York, NY, United States

Job Family: Balance Sheet Risk Management

About the Role

At JP Morgan Chase, we are a leading global financial services firm with a strong commitment to innovation in risk management. The Liquidity Risk Management - Data Analytics Lead - Vice President role within our Balance Sheet Risk Management team in New York, NY, offers an exciting opportunity to drive data-driven enhancements to our liquidity risk capabilities. In this position, you will partner closely with risk managers, leveraging advanced analytics to design and implement solutions that strengthen our ability to monitor and mitigate liquidity risks across our global operations. This role is pivotal in ensuring the firm's resilience against market volatilities, aligning with JP Morgan's robust risk culture and regulatory excellence. As a Vice President, you will lead the development of sophisticated data models and analytics tools to evaluate liquidity positions, stress testing, and forecasting. Your work will involve collaborating with cross-functional teams, including technology, finance, and compliance, to integrate cutting-edge data solutions into our balance sheet management frameworks. You will analyze complex datasets to uncover insights on funding sources, intraday liquidity, and concentration risks, while ensuring all outputs comply with Basel III and other key regulations. This hands-on leadership role demands a blend of technical expertise and strategic thinking to influence decision-making at the executive level. Joining JP Morgan Chase means becoming part of a dynamic team that values diversity, innovation, and professional growth. You will have access to world-class resources, mentorship from industry leaders, and opportunities to contribute to high-impact projects that shape the future of financial risk management. If you are passionate about using data to safeguard liquidity in a complex global landscape, this role at JP Morgan offers the platform to make a meaningful difference.

Key Responsibilities

• Partner with liquidity risk managers to identify data gaps and design analytics solutions that enhance risk monitoring and reporting
• Develop and implement advanced data models to assess liquidity positions under various stress scenarios
• Lead the creation of dashboards and visualization tools for real-time liquidity risk insights using tools like Tableau or Power BI
• Collaborate with technology teams to integrate data analytics into JP Morgan's balance sheet risk management platforms
• Conduct quantitative analysis on liquidity metrics, including intraday liquidity and funding concentrations
• Ensure compliance with regulatory standards by validating data quality and model accuracy
• Mentor junior analysts and drive innovation in liquidity risk methodologies
• Present findings and recommendations to senior stakeholders, including risk committees
• Monitor emerging trends in liquidity risk and propose enhancements to existing frameworks

Required Qualifications

• Bachelor's degree in Finance, Economics, Mathematics, Computer Science, or a related quantitative field; advanced degree (Master's or PhD) preferred
• 8+ years of experience in data analytics, risk management, or financial modeling within the banking or financial services industry
• Proven expertise in liquidity risk management frameworks, including regulatory requirements such as Basel III and LCR/NSFR
• Strong proficiency in programming languages and data tools used in financial analytics
• Experience collaborating with cross-functional teams in a large financial institution
• Deep understanding of balance sheet risk management and its impact on liquidity positions
• Ability to handle sensitive financial data with strict adherence to compliance and confidentiality standards

Preferred Qualifications

• Experience at a major global bank like JP Morgan Chase, with exposure to liquidity stress testing
• Knowledge of JP Morgan's internal risk management systems and tools
• Certification in financial risk management (e.g., FRM) or data analytics (e.g., CFA with quantitative focus)
• Prior leadership role in data-driven risk projects
• Familiarity with machine learning applications in financial risk modeling

Required Skills

• Proficiency in Python, R, or SQL for data manipulation and analysis
• Expertise in financial modeling and statistical analysis
• Knowledge of liquidity risk metrics and regulatory frameworks
• Data visualization tools (e.g., Tableau, Power BI)
• Machine learning and predictive analytics techniques
• Strong analytical and problem-solving abilities
• Excellent communication and presentation skills
• Project management and leadership capabilities
• Understanding of big data technologies (e.g., Hadoop, Spark)
• Attention to detail and accuracy in handling financial data
• Ability to work under pressure in a fast-paced environment
• Team collaboration and stakeholder management
• Familiarity with risk management software (e.g., SAS, MATLAB)
• Quantitative research and scenario analysis skills
• Regulatory compliance and audit experience

Benefits

• Competitive base salary and performance-based annual bonus
• Comprehensive health, dental, and vision insurance plans
• 401(k) retirement savings plan with generous company matching
• Paid time off, including vacation, sick days, and parental leave
• Professional development opportunities, including tuition reimbursement and leadership training
• Wellness programs with gym memberships and mental health support
• Employee stock purchase plan and financial planning services
• Flexible work arrangements and hybrid office options in New York

JP Morgan Chase is an equal opportunity employer.