Markets Treasury - Liquidity and Capital Optimization - Executive Director

Next Frontier Capital; Greater London; On-site; GBP 150,000 - 180,000; Full time

Job summary

J.P. Morgan is seeking an Executive Director for Markets Treasury Optimization in London to lead the creation and execution of strategies that optimize financial resources across balance sheet and liquidity.

You will partner with senior leaders and trading desks to drive actionable improvements and scalable analytics. You will develop a deep understanding of regulatory drivers and binding constraints, define the optimization roadmap, and deliver meaningful results.

Qualifications

• Bachelor's degree in Finance, Engineering, Mathematics, or related quantitative field.
• Extensive experience in structured financing, financing, XVA, or resource optimization.
• Experience structuring derivative and securities financing trades.
• Expert knowledge of US liquidity topics (LCR/NSFR, Basel III, GSIB, SLR, SCB, and initial margin).
• Pricing and risk management of securities financing and derivatives, cross-asset.
• Experience with large data across diverse technology stacks.
• Proven track record partnering with technology and quantitative research teams.
• Ability to engage with senior stakeholders and secure buy-in.

Responsibilities

• Lead optimization efforts within Markets Treasury to create and implement strategies addressing binding financial resource constraints.
• Coordinate optimization across collateral, liquidity management, and risk RWAs, including GSIB considerations.
• Understand drivers of financial resource consumption at firm and legal entity levels.
• Collaborate with FICC & Equities desks to move collateral to maximize liquidity value.
• Develop optimizers, data-mining strategies, and analytics; leverage AI to scale solutions and speed time-to-market.
• Maintain deep knowledge of internal liquidity methodologies and champion improvements.
• Review counterparty portfolios and trade structures to identify optimization opportunities.
• Engage with vendors and clearing houses to assess external offerings and shape roadmaps.
• Monitor competitive landscape and binding constraints faced by peer banks across regions.

Skills

Stakeholder engagement

Quantitative analysis

Financial modeling

Risk management

Education

Bachelor's degree in Finance, Engineering, Mathematics, or related quantitative field

Advanced degree and/or relevant 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

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.

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.

J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world. This is an exciting opportunity to join the Markets Treasury team, where you will lead the optimization of financial resources across balance sheet, liquidity, leverage, and capital. As an Executive Director on the Markets Treasury Optimization team, you will be responsible for setting our optimization roadmap, building out our capabilities, and delivering meaningful results. You will develop a deep understanding of the regulatory environment, the drivers of financial resource usage, and binding constraints to surface new opportunities for optimization. Partnering closely with Markets senior leadership and key stakeholders across the firm, you will help drive an ambitious, high-impact agenda.