Markets Treasury - Liquidity and Capital Optimization - Vice President

JPMorgan Chase & Co.; Greater London; Vor Ort; GBP 180.000 - 240.000; Vollzeit

Zusammenfassung

JPMorgan Chase & Co. in London seeks a Vice President for Markets Treasury Optimization to lead the optimization strategy across balance sheet, liquidity and capital. You will partner with trading desks, technology and quantitative teams to surface opportunities and implement scalable solutions.

The role requires deep regulatory knowledge, data-driven decision making, and delivering measurable improvements in resource efficiency across the firm.

Qualifikationen

• Bachelor's degree in Finance, Engineering, Mathematics, or related field.
• Extensive experience in structured financing, XVA, or financial resource optimization.
• Experience structuring derivative and securities financing trades.
• Knowledge of US financial resource topics: liquidity (internal stress models, LCR, NSFR), Basel III, GSIB, SLR, SCB, and initial margin (NCMR/CCP).
• Strong pricing and risk management knowledge for securities financing and derivatives.
• Experience handling large data across multiple technology stacks.
• Proven experience partnering with technology and quantitative research teams.

Aufgaben

• Drive optimization strategies within Markets Treasury to address binding financial resource constraints.
• Lead collateral management, liquidity management (LCR/NSFR), and risk-weighted assets optimization.
• Analyze firm and legal entity drivers of resource consumption.
• Collaborate with FICC & Equities desks to optimize collateral for liquidity value.
• Develop optimizers, data-mining strategies and analytics; leverage AI tooling to scale solutions.
• Maintain understanding of internal liquidity methodologies and drive improvements.
• Review counterparty portfolios to identify optimization opportunities.
• Engage with vendors and clearing houses to shape internal/external roadmaps.
• Stay informed on broader competitive landscape and peer-bank constraints.

Kenntnisse

Structured financing

XVA

Financial resource optimization

Derivatives financing trades

Pricing and risk management

Data analysis across tech stacks

Partnership with tech & research teams

Python

SQL

Tableau

AWS

Databricks

AI tools

Ausbildung

Bachelor's degree in Finance, Engineering, or Mathematics

Advanced degree and/or relevant certifications

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