Senior Quant: Interest Rate Risk & ALM Analytics

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

Job summary

JP Morgan Chase in New York 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 across CCB's balance sheet, including deposits, home lending, auto lending, credit cards, and business loans.

You will apply treasury principles to balance sheet analytics, synthesize strategic insights, and communicate recommendations to executive stakeholders.

Qualifications

• 2+ years of full-time work experience in finance or risk management.
• Bachelor's or Master's degree in a quantitative field (e.g., financial engineering, statistics, applied mathematics).
• Proficiency in Python and at least one scripting language.
• Strong Excel and PowerPoint skills.
• Experience with econometrics or ML techniques.
• Ability to work independently and communicate insights.

Responsibilities

• Evaluate IRR and update modeling assumptions for deposits, cards, and mortgages.
• Manage IRR within banking book using key metrics.
• Refine deposit funds transfer pricing for forecasts and stress tests.
• Monitor macro conditions to support ALM and regulatory requirements.
• Perform scenarios and sensitivity analyses.
• Develop reporting and dashboards for executive leadership.
• Collaborate with cross-functional teams to embed IRR analytics.
• Communicate complex concepts to technical and non-technical audiences.

Skills

Python

Excel

PowerPoint

Econometrics

Machine Learning

Communication

Independent work

Education

Bachelor's degree in a quantitative field

Master's degree in a quantitative field

Tools

SQL

Tableau

Git

Job description

JP Morgan Chase in New York 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 across CCB's balance sheet, including deposits, home lending, auto lending, credit cards, and business loans.

You will apply treasury principles to balance sheet analytics, synthesize strategic insights, and communicate recommendations to executive stakeholders.