Treasury Liquidity & Interest Rate Risk Analyticsnew
JPMorgan Chase (JPMC) · Other
- Risk Management
- Corporate Finance & Treasury
- NY, United States
- Professional · Full time
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
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
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