AI-Driven Interest Rate Risk Analyst

JPMorganChase; New York (NY); On-site; USD 120,000 - 170,000; Full time

Job summary

JPMorganChase's Risk Management and Compliance team seeks an Interest Rate Risk Associate in the Treasury and CIO to assess IRR in banking books and portfolios. You will conduct deep-dive analyses, develop market scenarios, and deliver actionable insights to senior management.

You will collaborate across global teams, integrating AI, Python, and Databricks into risk workflows while ensuring regulatory alignment and clear communication of complex concepts to technical and non-technical audiences.

Qualifications

• 3+ years of experience in trading, risk management, treasury, or finance.
• Proficiency in Python, SQL, or similar languages.
• Familiarity with AI/ML applications in financial analysis.
• Strong communication and analytical skills.

Responsibilities

• Monitor and manage interest rate risk in the banking book and related metrics.
• Conduct deep-dive analyses and market scenario assessments.
• Summarize findings for management reports and presentations.
• Integrate AI, Python, and Databricks into risk-management workflows.
• Support IRR strategies and modeling assumptions across lines of business.
• Keep abreast of market trends and regulatory challenges.

Skills

Python

SQL

AI/ML applications

Communication skills

Analytical thinking

Cross-functional collaboration

Regulatory awareness

Job description

JPMorganChase's Risk Management and Compliance team seeks an Interest Rate Risk Associate in the Treasury and CIO to assess IRR in banking books and portfolios. You will conduct deep-dive analyses, develop market scenarios, and deliver actionable insights to senior management.

You will collaborate across global teams, integrating AI, Python, and Databricks into risk workflows while ensuring regulatory alignment and clear communication of complex concepts to technical and non-technical audiences.