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JPMorganChase

Treasury Liquidity & Interest Rate Risk Analytics

Reposted 2 Months Ago
Be an Early Applicant
Hybrid
New York, NY, USA
Mid level
Hybrid
New York, NY, USA
Mid level
Analyze and enhance interest rate risk and liquidity risk frameworks for the banking book; develop liquidity stress methodologies; partner with Finance, Corporate Treasury, and Technology to automate processes; evaluate earnings at risk and BPV exposure; support investment, funding, and hedging strategy decisions and brief senior management.
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Join our dynamic Treasury team within Asset and Wealth Management (AWM), where you will play a pivotal role in shaping the asset and liability management strategy across the business. 

As a Treasury Associate within Asset and Wealth Management (AWM), you will collaborate with senior management and cross-functional teams to develop and enhance frameworks that promote insights into Interest Rate Risk and Liquidity Risk.

Job Responsibilities

  • Gain an in-depth understanding of banking book (deposits, wholesale loans and mortgage) products
  • Work with pricing teams to understand deposit betas and attrition assumptions, and use to update IRR frameworks
  • Develop, analyze and enhance liquidity stress methodologies and assumptions, driving firmwide actions
  • Partner with Finance, Corporate Treasury, and Technology to automate liquidity management and IRR related processes
  • Collaborate with Corporate Treasury to review and understand AWM’s earnings at risk and basis point value (bpv) exposure in various interest rate scenarios
  • Liaise with Corporate Treasury and the Chief Investment Office to drive investment and funding decisions as well as developing portfolio strategies across the business
  • Discuss liquidity, ALM risk management, market conditions and fixed income hedging  activities/strategies with senior management
     

Required qualifications, capabilities, and skills:

  • Bachelor’s degree in Finance, Economics, Business, STEM, or a related field
  • 3 plus years of relevant experience in banking, finance, or treasury
  • Advanced analytical skills with proficiency in Python, Alteryx, Tableau or similar automation technologies, as well as Microsoft Excel
  • Experience working with large datasets and complex data analysis
  • Ability to thrive in a fast-paced, intellectually demanding environment
  • Team-oriented with a strong work ethic and excellent communication skills

Preferred qualifications, capabilities, and skills:

  • Knowledge of Fixed Income products and Markets is a plus

    To be eligible for this role, you must be authorized to work in the United States. We do not offer any type of employment-based immigration sponsorship for this role. Likewise, JPMorgan Chase & Co. will not provide any assistance or sign any documentation in support of any other form of immigration sponsorship or benefit, including optional practical training (OPT) or curricular practical training (CPT).

About Us
JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process. 

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans

About the Team
J.P. Morgan Asset & Wealth Management delivers industry-leading investment management and private banking solutions. Asset Management provides individuals, advisors and institutions with strategies and expertise that span the full spectrum of asset classes through our global network of investment professionals. Wealth Management helps individuals, families and foundations take a more intentional approach to their wealth or finances to better define, focus and realize their goals.​

Global Finance & Business Management works to strategically manage capital, drive growth and efficiencies, maintain financial reporting and proactively manage risk. By providing information, analysis and recommendations to improve results and drive decisions, teams ensure the company can navigate all types of market conditions while protecting our fortress balance sheet.
HQ

JPMorganChase New York, New York, USA Office

270 Park Avenue, New York, NY, United States, 10017-2014

JPMorganChase New York, New York, USA Office

4 Metrotech Center, New York, NY, United States, 11201

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