Treasury Analytics Specialist — IRR & Liquidity Risk

Next Frontier Capital; New York (NY); On-site; USD 110,000 - 150,000; Full time

Benefits offered by this job

Health care coverage

On-site wellness centers

Retirement savings plan

Backup childcare

Tuition reimbursement

Mental health support

Financial coaching

Job summary

JPMorgan Chase & Co. is seeking a Treasury Associate in the Asset and Wealth Management (AWM) Treasury team in New York. You will help shape the asset and liability management strategy and collaborate with senior management to promote insights into interest rate risk and liquidity risk.

You will develop and enhance frameworks, work with cross-functional teams, and drive actions across the firm to optimize liquidity management and exposure in varying rate scenarios.

Qualifications

• Bachelor’s degree in Finance, Economics, Business, STEM, or related field.
• 3+ years of relevant experience in banking, finance, or treasury.
• Advanced analytical skills with proficiency in Python, Alteryx, Tableau or similar automation technologies, as well as Microsoft Excel.

Responsibilities

• Gain an in-depth understanding of banking book (deposits, wholesale loans and mortgage) products.
• Work with pricing teams to understand deposit betas and attrition assumptions, and use to update IRR frameworks.
• Develop, analyze and enhance liquidity stress methodologies and assumptions, driving firmwide actions.
• Partner with Finance, Corporate Treasury, and Technology to automate liquidity management and IRR related processes.
• Collaborate with Corporate Treasury to review and understand AWM’s earnings at risk and basis point value (bpv) exposure in various interest rate scenarios.
• Liaise with Corporate Treasury and the Chief Investment Office to drive investment and funding decisions as well as developing portfolio strategies across the business.
• Discuss liquidity, ALM risk management, market conditions and fixed income hedging activities/strategies with senior management

Skills

Python

Alteryx

Tableau

Excel

Education

Bachelor's degree

Tools

Python

Tableau

Microsoft Excel

Job description

JPMorgan Chase & Co. is seeking a Treasury Associate in the Asset and Wealth Management (AWM) Treasury team in New York. You will help shape the asset and liability management strategy and collaborate with senior management to promote insights into interest rate risk and liquidity risk.

You will develop and enhance frameworks, work with cross-functional teams, and drive actions across the firm to optimize liquidity management and exposure in varying rate scenarios.