Treasury Liquidity & Interest Rate Risk Analytics

JPMorgan Chase & Co.; New York (NY); On-site; USD 110,000 - 160,000; Full time

Job summary

JPMorgan Chase & Co. in New York is seeking a Treasury Associate within Asset and Wealth Management to help shape ALM strategy and risk insights across the business.

You will partner with senior leaders and cross-functional teams to develop frameworks promoting liquidity and interest rate risk insights, supporting firmwide actions and informed funding decisions.

Qualifications

• Bachelor’s degree in Finance, Economics, Business, STEM, or related field.
• 3+ years of experience in banking, finance, or treasury.
• Advanced analytical skills with Python, Alteryx, Tableau, or similar automation and Excel.
• Experience with large datasets and complex data analysis.
• Ability to thrive in a fast-paced, intellectually demanding environment.
• Team-oriented with strong work ethic and excellent communication skills.

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 update IRR frameworks.
• Develop, analyze and enhance liquidity stress methodologies and assumptions.
• Partner with Finance, Corporate Treasury, and Technology to automate liquidity management and IRR processes.
• Collaborate with Corporate Treasury to review earnings at risk and bpv exposure in rate scenarios.
• Liaise with Corporate Treasury and CIO to drive investment and funding decisions and portfolio strategies.
• Discuss liquidity, ALM risk management, market conditions and hedging strategies with senior management.

Skills

Python

Alteryx

Tableau

Microsoft Excel

Data analysis

Communication skills

Teamwork

Education

Bachelor’s degree in Finance, Economics, Business, STEM, or related field

Tools

Python

Alteryx

Tableau

Excel

Job description

Join our dynamic Treasury team within Asset and Wealth Management (AWM), where you will play a pivotal role in shaping the asset and liability management strategy across the business.

As a Treasury Associate within Asset and Wealth Management (AWM), you will collaborate with senior management and cross-functional teams to develop and enhance frameworks that promote insights into Interest Rate Risk and Liquidity Risk.

Job 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
  

Required qualifications, capabilities, and skills:

• Bachelor’s degree in Finance, Economics, Business, STEM, or a related field
• 3 plus 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
• Experience working with large datasets and complex data analysis
• Ability to thrive in a fast-paced, intellectually demanding environment
• Team-oriented with a strong work ethic and excellent communication skills

Preferred qualifications, capabilities, and skills:

• Knowledge of Fixed Income products and Markets is a plus