Risk neutral measure for jump processes

Assume we model the dynamics of a tradable asset as follows

$$S_t = S_0 \exp\left[\sigma W_t +(\alpha-\beta\lambda-\frac{1}{2}\sigma^2)t+J_t \right]$$ where $W_t$ is a standard Brownian motion independent from $J_t = \sum_{i=1}^{N_t} Y_i$ a compound Poisson process.

What conditions should $\alpha$ and $\beta$ verify for this dynamics to be a valid risk-neutral dynamics?