Markets Treasury - Liquidity and Capital Optimization - Vice President

Figg, Inc.; Greater London; Hybrid; GBP 180.000 - 260.000; Vollzeit

Zusammenfassung

JPMorgan Chase in London is seeking a Vice President for Markets Treasury Optimization to lead the firm's strategy for optimizing balance sheet resources, liquidity, leverage, and capital. You will partner with trading desks and technology teams to design and implement scalable optimization solutions.

The role focuses on understanding regulatory drivers, data-driven analysis, and the development of analytics and AI-enabled tools to improve efficiency, with opportunities for career growth in a

Qualifikationen

• 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.
• Working knowledge of US financial resource topics, including liquidity, Basel III, GSIB, SLR, SCB, and regulatory initial margin.

Aufgaben

• Help drive the agenda 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, 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 to 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

Kenntnisse

Structured financing experience

XVA experience

Derivatives financing knowledge

Data analysis across stacks

Ausbildung

Bachelor's degree in Finance/Engineering/Mathematics

Tools

Python

SQL

Tableau

AWS

Databricks

AI tools

Jobbeschreibung

Are you ready to make a meaningful impact in financial resource optimization? This is an exciting opportunity to join the Markets Treasury team, where you will work on the optimization of financial resources across balance sheet, liquidity, leverage, and capital. Your expertise will drive innovation and shape strategic outcomes. You’ll benefit from career growth, skill development, and the opportunity to collaborate with talented colleagues across the firm. At JPMorganChase, we empower you to thrive and contribute to ambitious, high-impact initiatives.

As a Vice President on the Markets Treasury Optimization team, you will be responsible for delivering our optimization strategy and delivering 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 key stakeholders across the firm, you will help drive an ambitious, high-impact agenda.

Job Responsibilities

• Help drive the agenda 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
• 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, 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

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