Stuctural Interest Rate Risk - Analyst

Testing Site - JPMC; Mumbai; On-site; INR 1,500,000 - 2,100,000; Full time

Job summary

JPMorgan Chase & Co. in Mumbai is seeking an Analyst specializing in Interest Rate Risk in the Banking Book (IRRBB) to monitor, analyze, and report on exposures across the firm.

You will work with IRRBB coverage teams and leverage Python, SQL, and data visualization tools to build risk insights, support frameworks, and present findings to management.

Qualifications

• Bachelor’s degree in Finance, Mathematics, or a quantitative field; Master’s in Financial Engineering or Quantitative Finance preferred.
• Proficiency in Python, SQL, or similar programming languages.
• Experience with data visualization tools and an innovation-oriented mindset.
• Strong analytical and problem-solving skills with attention to detail.
• Excellent oral and written communication skills.
• Ability to work across functional areas and global teams.
• Commitment to continuous learning and professional development.

Responsibilities

• Monitor and manage IRRBB exposures, including metrics like Earnings at Risk, Duration of Equity, and Economic Value of Equity, ensuring regulatory compliance and risk limits.
• Conduct deep-dive analyses and market scenario assessments to identify emerging risks and blind spots.
• Support development and enhancement of IRRBB risk frameworks, metrics, and reporting.
• Summarize analytical findings for management reports and presentations, communicating clearly to technical and non-technical stakeholders.
• Collaborate with IRRBB coverage teams across lines of business and global entities.
• Stay informed on market trends and macroeconomic environments to guide risk management.
• Drive process improvement and automation through citizen development tools (e.g., Python, SQL, data visualization).

Skills

Python

SQL

Data visualization

Analytical thinking

Communication

Cross-functional collaboration

Continuous learning

Education

Bachelor’s degree in Finance/Mathematics (quantitative field)

Master’s in Financial Engineering or Quantitative Finance (preferred)

Tools

Python

SQL

Data visualization tools

Job description

Join JPMorgan Chase’s CTC Risk organization, where you will play a key role in safeguarding the firm’s financial strength and resilience. As an Analyst specializing in Interest Rate Risk in the Banking Book (IRRBB), you will be part of a team responsible for identifying, monitoring, and managing interest rate risk across our firm. The CTC Risk function partners closely with Corporate Treasury, line of business Treasury groups, and senior management to inform risk management strategies through both normal and stressed market environments. Our culture is centered on innovation, challenging the status quo, and striving for best-in-class risk practices.

Job Responsibilities:

• Monitor and manage IRRBB exposures, including key metrics such as Earnings at Risk, Duration of Equity, and Economic Value of Equity, ensuring compliance with regulatory requirements and internal risk limits
• Conduct deep-dive analyses and market scenario assessments to identify emerging risks and blind spots
• Support the development and enhancement of risk frameworks, metrics, and reporting for IRRBB
• Summarize analytical findings for management reports and presentations, communicating complex concepts clearly to both technical and non-technical stakeholders
• Collaborate with IRRBB coverage teams across lines of business and global legal entities
• Stay informed on market trends and macroeconomic environments to guide the firm through complex Interest Rate Risk challenges
• Drive process improvement and automation initiatives to enhance risk monitoring and reporting through citizen development tools (such as Python, SQL, and data visualization platforms)

Required Qualifications, Capabilities, and Skills:

• Bachelor’s degree in Finance, Mathematics, or a quantitative field (Master’s in Financial Engineering or Quantitative Finance preferred)
• Proficiency in Python, SQL, or similar programming languages
• Experience with data visualization tools and an innovation-oriented mindset
• Strong analytical and problem-solving skills, with attention to detail
• Excellent oral and written communication skills
• Ability to work effectively across different functional areas and global teams
• Commitment to continuous learning and professional development

Preferred Qualifications, Capabilities, and Skills:

• Understanding of fixed income pricing concepts and balance sheet management
• Experience in preparing management reports and presentations
• Exposure to stress-testing frameworks (e.g., Value at Risk)
• Knowledge of global financial markets and macroeconomic analysis
• Experience with regulatory compliance in IRRBB/ Treasury functions