Senior IRR Analytics Lead - Balance Sheet Strategy

JPMorganChase; New York (NY); On-site; USD 140,000 - 190,000; Full time

Job summary

Chase is seeking a Global Finance and Business Management Manager within the Structural Interest Rate Risk Analytics (SIRRA) team to analyze, improve, and manage interest rate risk and transfer pricing across CCB's balance sheet, including deposits, home lending, auto lending, credit cards, and business loans.

As a key member, you will apply treasury principles to balance sheet analytics and communicate recommendations to executives.

Qualifications

• 2+ years of full-time work experience with finance exposure.
• Bachelor's/Master’s degree in a quantitative or related field.
• Proficiency in Python or other scripting language (R, MATLAB, VBA).
• Proficiency in Excel and PowerPoint.
• Knowledge of econometrics, machine learning or other statistical techniques.
• Ability to work independently to deliver quality analytical solutions.
• Interest in applying quantitative skills to corporate finance.
• Effective written and verbal communication.

Responsibilities

• Evaluate interest rate risk (IRR) and update modeling assumptions across deposits, credit cards, and mortgage portfolios.
• Manage IRR within the banking book, focusing on indicators such as Earnings at Risk, duration and DV01.
• Understand and refine deposit funds transfer pricing methodologies for monthly forecasts and stress testing.
• Maintain awareness of market developments and macroeconomic conditions to help navigate ALM and regulatory requirements.
• Perform in-depth scenarios and sensitivity analysis to assess risk-return tradeoffs.
• Ensure adherence to internal risk limits and policies, supporting governance enhancements.
• Leverage advanced Python skills to design and execute quantitative analyses.
• Collaborate with cross-functional teams to embed IRR analytics into balance sheet management.
• Create and improve reporting solutions to deliver actionable insights for senior management.
• Clearly communicate complex concepts to both technical and non-technical audiences.

Skills

Python

Excel

PowerPoint

SQL

Tableau

Econometrics

Data Analysis

Communication

Education

Bachelor's/Master’s degree in quantitative field

Tools

Git

Tableau

VBA

Job description

Chase is seeking a Global Finance and Business Management Manager within the Structural Interest Rate Risk Analytics (SIRRA) team to analyze, improve, and manage interest rate risk and transfer pricing across CCB's balance sheet, including deposits, home lending, auto lending, credit cards, and business loans.

As a key member, you will apply treasury principles to balance sheet analytics and communicate recommendations to executives.