Mirroring another former Saddlers' stopper - Phil Parkes - the hugely popular goalkeeper has established himself as a fans' favourite in east London, following his arrival from Walsall in summer 2004.
An outstanding professional, Walker has also emerged as the club comedian, thanks largely to his enlightening match-day programme column in which he spills the beans on events in the inner sanctum of the Boleyn Ground dressing room.
Walker became a local legend during his eleven years with Walsall, too, after joining the Midlanders on a free transfer from the Notts County youth ranks in August 1993.
He was originally handed his first opportunity in league football by Kenny Hibbitt, in August 1993 and, following a goalless draw against Rochdale, the Sutton-in-Ashfield born goalie went on to make 31 consecutive league appearances for the Saddlers in his first season in senior football - the prelude to a career that saw him become the defensive bedrock at the Bescot Stadium during 476 league and cup outings.
Nicknamed 'Wacka' by virtue of his powerful long-range kicking, Jimmy - who had to wash his own kit for six years - underlined his durability with a consecutive run of 157 matches, which was only broken in October 1999 when he missed the Saddlers' Worthington Cup-tie against Plymouth Argyle.
A free agent in the summer of 2004, Walker signed for West Ham United and duly kept a clean sheet on his debut, in a 2-0 win over Southend United in the League Cup second round in August 2004
And his popularity in the simply soared, when he followed that up with an outstanding performance in a 1-0 defeat at Chelsea in the fourth round, where he memorably saved a penalty from ex-Hammer, Frank Lampard.
But Walker was then forced to spend most of the 2004/05 season in the shadow of Stephen Bywater before making his Championship debut in a 4-2 defeat at Wolves on 15 January.
By April 2005, though, the five-feet, eleven-inch goalkeeper had established himself as first choice and started the last eleven games of the season, which climaxed with the Championship play-off Final against Preston North End.
That was Jimmy's second appearance at the Millennium Stadium, having previously played in the second division play-off Final in 2001, when he played a significant part in breaking Alan Pardew's heart as Walsall beat Reading after extra time.
Second time around, he was able to play his part in giving Pardew the right result against Preston, although it ultimately came at a price when, late on, he suffered cruciate ligament damage that ruled him out for the majority of the 2005/06 campaign.
The return of the equally-popular Shaka Hislop, as cover, presented another obstacle but, undeterred, Walker bravely returned to action in March 2006 and he realised a life-long ambition to play in the top-flight, when he ran out for his Premiership debut against Portsmouth.
After making three league appearances, Jimmy then landed a place on the bench for the epic 2006 FA Cup final against Liverpool.
Walker found his first-team opportunities stifled by Robert Green and Roy Carroll during the following season, while the subsequent summer 2007 arrival of England international Richard Wright intensified competition.
But one thing is for sure, the veteran stopper can be relied upon to pull on the gloves and perform to the highest standards whenever he gets the call from Zola.