Markets Treasury - Liquidity and Capital Optimization - Executive Director

JPMorgan Chase & Co.; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

JPMorgan Chase & Co. is seeking a seasoned specialist to lead optimization strategies within the Markets Treasury function. You will work on collateral optimization, liquidity models, and RWA analytics to maximize liquidity value across the firm.

The role requires deep knowledge of US liquidity topics, cross-asset risk, and experience delivering data-driven optimization with technology teams. Strong stakeholder collaboration is essential.

Qualifications

• Bachelor's degree in Finance, Engineering, Mathematics, or related quantitative field.
• Extensive experience in structured financing, financing, XVA, or a financial resource optimization role.
• Prior experience structuring derivative and securities financing trades.
• Expert-level working knowledge of US financial resource topics, including liquidity, Basel III, GSIB, SLR, SCB, and initial margin (NCMR/CCP).
• Strong knowledge of pricing and risk management of securities financing and derivative transactions, preferably cross-asset and with understanding of XVAs.
• Proven experience working with large amounts of data across various technology stacks.
• Track record of partnering with technology and quantitative research teams.
• Comfortable interacting with senior stakeholders and building buy-in for strategic initiatives.

Responsibilities

• Lead optimization efforts within the Markets Treasury organization to address binding financial resource constraints.
• Drive optimization across collateral, liquidity (LCR/NSFR), counterparty credit risk RWA, market risk RWA, leverage, and GSIB.
• Understand drivers of financial resource consumption at firm and entity level.
• Partner with FICC & Equities desks to move collateral to maximize liquidity value.
• Develop optimizers, data-mining strategies, and analytics; leverage AI to scale solutions.

Skills

Structured financing

Derivatives structuring

US liquidity topics

Pricing & risk mgmt

Data analytics

Cross-functional collaboration

Stakeholder mgmt

Strategic initiatives

Education

Bachelor's degree (Finance/Engineering/Math)

Advanced degree / certifications

Tools

Python

SQL

Tableau

AWS

Databricks

AI tools

Job description

Job Responsibilities

• Lead the effort within the Markets Treasury organization, focusing on creating and implementing optimization strategies in response to the firm's binding financial resource constraints
• Drive optimization efforts across collateral management, liquidity management (LCR/NSFR/internal stress models), counterparty credit risk RWA, market risk RWA, leverage, and GSIB
• Understand firm and legal entity-level drivers of financial resource consumption
• Partner with relevant FICC & Equities trading desks to move collateral in ways that maximize liquidity value for the firm
• Drive the development of optimizers, data-mining strategies, benefit trackers, and related analytics, leveraging AI tooling where possible to scale solutions and reduce time to market
• Maintain a deep understanding of our internal liquidity methodologies, recognize inefficiencies, and champion methodology changes
• Perform detailed reviews of our counterparty portfolios, analyzing trade structures and related documentation to identify opportunities
• Work with third-party vendors and clearing houses to understand external product offerings and help define internal and external roadmaps

• Stay informed on the broader competitive landscape and binding constraints faced by peer banks across regions

Required Qualifications, Capabilities, and Skills

• Bachelor's degree in Finance, Engineering, Mathematics, or a related quantitative field
• Extensive experience in structured financing, financing, XVA, or a financial resource optimization role
• Prior experience structuring derivative and securities financing trades
• Expert-level working knowledge of US financial resource topics, including liquidity (internal stress models, LCR, NSFR), Basel III, GSIB, SLR, SCB, and regulatory initial margin (NCMR/CCP)
• Strong knowledge of pricing and risk management of securities financing and derivative transactions, preferably cross-asset and with an understanding of derivative XVAs
• Proven experience working with large amounts of data across a variety of technology stacks
• Track record of successfully partnering with technology and quantitative research teams
• Comfortable interacting with senior stakeholders and building buy-in for strategic initiatives

Preferred Qualifications, Capabilities, and Skills

• Advanced degree and/or relevant certifications
• Deep experience working with Python, SQL, Tableau, AWS, Databricks, and AI tools strongly preferred