VP, Markets Treasury Optimization: Liquidity & Capital

Next Frontier Capital; Greater London; On-site; GBP 150,000 - 230,000; Full time

Job summary

J.P. Morgan is seeking a Vice President to join the Markets Treasury Optimization team in London. You will lead initiatives to optimize balance sheet resources, manage liquidity, and refine regulatory metrics across LCR, NSFR, and GSIB considerations.

You will partner with traders and technology teams to build scalable analytics, develop optimization strategies, and surface opportunities with data-driven insights while navigating a complex regulatory landscape.

Qualifications

• 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.
• 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.

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

Skills

Python

SQL

Tableau

AWS

Databricks

AI tools

Education

Bachelor's degree

Tools

Python

SQL

Tableau

AWS

Databricks

AI tools

Job description

J.P. Morgan is seeking a Vice President to join the Markets Treasury Optimization team in London. You will lead initiatives to optimize balance sheet resources, manage liquidity, and refine regulatory metrics across LCR, NSFR, and GSIB considerations.

You will partner with traders and technology teams to build scalable analytics, develop optimization strategies, and surface opportunities with data-driven insights while navigating a complex regulatory landscape.