Senior Quant: Interest Rate Risk Analytics & ALM

JPMorgan Chase & Co.; New York (NY); Vor Ort; USD 140.000 - 200.000; Vollzeit

Zusammenfassung

JPMorgan Chase & Co. in New York is seeking a Global Finance and Business Management Manager to lead the Structural Interest Rate Risk Analytics (SIRRA) efforts within CCB Treasury.

You will analyze, improve, and manage interest rate risk across deposits, loans, and lending products, translating treasury principles into actionable balance sheet insights. You will apply quantitative methods, communicate with executives, and drive governance improvements while leveraging Python for advanced

Qualifikationen

• 2+ years of full-time work experience in finance (banking, strategy, capital markets, risk management).
• Bachelor’s or Master’s degree in a quantitative field (financial engineering, statistics, applied mathematics, data science, etc.).
• Proficiency in Python or other scripting language (R, MATLAB, VBA).
• Proficiency in Excel and PowerPoint.
• Knowledge of econometrics, machine learning, or related statistical techniques.
• Ability to work independently to deliver analytical solutions.
• Interest in applying quantitative skills to corporate finance and balance sheet risk.
• Effective written and verbal communication skills.

Aufgaben

• Evaluate interest rate risk (IRR) and update modeling assumptions across deposits, cards, and mortgages.
• Manage IRR within the banking book, focusing on Earnings at Risk, duration and DV01.
• Refine deposit funds transfer pricing methodologies for monthly forecasts and stress tests.
• Monitor market developments and macro conditions to support ALM and regulatory requirements.
• Perform scenarios and sensitivity analyses to assess risk-return tradeoffs.
• Ensure adherence to internal risk limits and governance enhancements.
• Leverage Python to design and execute quantitative analyses.
• Collaborate with cross-functional teams to embed risk analytics into balance sheet management.
• Create and improve reporting for senior management.

Kenntnisse

Python

Analytical thinking

Communication

Independent work

Quantitative finance

Ausbildung

Bachelor’s/Master’s degree in quantitative field

Tools

SQL

Tableau

Git/version control

Excel

Jobbeschreibung

JPMorgan Chase & Co. in New York is seeking a Global Finance and Business Management Manager to lead the Structural Interest Rate Risk Analytics (SIRRA) efforts within CCB Treasury.

You will analyze, improve, and manage interest rate risk across deposits, loans, and lending products, translating treasury principles into actionable balance sheet insights. You will apply quantitative methods, communicate with executives, and drive governance improvements while leveraging Python for advanced