Treasury IRRBB, FTP & Automation- Associate

JPMorgan Chase & Co.; Greater London; On-site; GBP 85,000 - 110,000; Full time

Job summary

JPMorgan Chase & Co. in London seeks a Treasury Banking Associate to enhance IRRBB and FTP capabilities guiding the balance sheet and liquidity strategy.

Translate data into decision-ready insights, build tools, and collaborate across Treasury, Risk, and Quant teams to refine methodologies and drive governance. You will partner with CIB Treasury and other teams to deliver analytics, dashboards, and models, supporting senior decisions across regions.

Qualifications

• Bachelor’s degree in Finance or Economics.
• Strong analytical and problem-solving skills with data interpretation.
• Proven experience designing or implementing automation for analytics, reporting, or BAU processes.

Responsibilities

• Drive daily IRRBB risk reviews and validate deposit interest rate risk modeling assumptions.
• Enhance the IRRBB framework by building reports, dashboards, and tools for risk analysis and transparency.
• Partner across Treasury, Risk, Quant Research, and deposit businesses to inform model assumptions and development.
• Develop and refine FTP methodologies, including curve calibrations and liquidity premiums.
• Produce ad hoc analytics and executive-ready materials supporting strategic FTP planning.
• Respond to FTP queries from LOBs and treasury partners with clear insights.
• Build and maintain quantitative analyses and tools to surface business insights.
• Own BAU processes and support senior analytics team members to meet timelines.

Skills

Automation for analytics

Python basics

Excel

VBA

Data analysis

Communication

Education

Bachelor’s degree in Finance or Economics

Tools

Excel

PowerPoint

Word

Access

Tableau

Job description

Join a team at the center of how the Commercial & Investment Bank (CIB) steers its balance sheet and pricing decisions. You’ll tackle high-impact problems in interest rate risk and funds transfer pricing that inform senior leadership across regions. Your work will turn complex data into clear insights, elevate our IRRBB and FTP frameworks, and influence outcomes for Payments and Securities Services. Bring your analytical rigor, curiosity, and automation mindset—we’ll empower you with responsibility from day one. Grow your impact while partnering across Treasury, Risk, and Quant teams.

As a Treasury Banking Associate in CIB Treasury Banking, you partner with us to enhance IRRBB and FTP capabilities that guide the CIB’s balance sheet and liquidity strategy. You translate data into decision-ready insights, strengthen risk frameworks, and build tools that improve transparency and speed. You collaborate across Corporate Treasury, Risk, Quantitative Research, and lines of business to refine methodologies and drive consistent, well-governed outcomes. Together, we advance controls, accelerate automation, and deliver results for stakeholders across regions.

Job responsibilities

• Drive daily IRRBB risk reviews and validate deposit interest rate risk modeling assumptions.
• Enhance the IRRBB framework by building reports, dashboards, and tools that elevate risk analysis and transparency.
• Partner across CIB Treasury, Corporate Treasury, Risk, Quant Research, and deposit businesses to inform model assumptions and development.
• Develop and refine FTP methodologies, including curve calibrations, liquidity premiums, and behavioral assumptions.
• Produce ad hoc analytics and executive-ready materials that support strategic FTP planning and senior decisions.
• Respond to FTP queries from LOBs and Treasury/ Chief Investment Office (TCIO) partners across Asia, EMEA, and LATAM with clear, actionable insights.
• Build and maintain quantitative analyses and tools that surface business insights and support decisioning.
• Own BAU processes, manage ad hoc requests, and support senior analytics team members to meet timelines and quality standards.
• Design approaches for non-standard balance treatments to ensure accurate outcomes in IRR reporting and FTP.
• Strengthen governance through thorough documentation, clear procedures, and a strong control mindset.
• Support internal audit, model governance, and regulatory inquiries with timely, well-evidenced responses.

Required qualifications, capabilities, and skills

• Proven experience designing or implementing automation for analytics, reporting, or BAU processes (e.g., Excel/VBA, Python, or workflow tools).
• Basic Python skills or a demonstrated willingness and ability to learn quickly.
• Strong analytical and problem-solving skills with the ability to work with data, interpret results, and draw defensible conclusions.
• Effective communicator who can present complex topics clearly to varied audiences.
• High attention to detail with a control mindset and focus on reproducibility and documentation.
• Bachelor’s degree required; Finance, Economics
• Ability to prioritize, rapidly prototype solutions, manage multiple tasks, and drive projects to completion in a fast-paced environment.
• Collaborative teammate who also works independently and exercises sound judgment on when to elevate.
• Proficiency in Excel, PowerPoint, and Word; experience with Access
• Familiarity with balance sheet, liquidity, and interest rate risk concepts.

Preferred qualifications, capabilities, and skills

• Hands‑on experience with IRRBB and/or deposit liquidity modeling concepts.
• Exposure to FTP frameworks, including curve construction, liquidity premium allocation, and SVA analysis.
• Working knowledge of liquidity risk, balance sheet analytics, and regulatory requirements relevant to banking books.
• Experience building dashboards or analytics in BI platforms (e.g., Tableau) or Python data stacks (pandas, Plotly).
• Experience partnering with Treasury, Risk, or Quant teams on model development or assumption setting.
• Understanding of accounting concepts related to interest rate risk and balance sheet treatment.
• Experience supporting audits, model governance, or regulatory requests with complete and well-structured documentation.