Treasury Risk Analytics: IRR & Liquidity Strategy

J.P. Morgan; New York (NY); On-site; USD 110,000 - 170,000; Full time

Job summary

JPMorgan Chase & Co. in New York invites applications for a Treasury Associate within Asset and Wealth Management (AWM) to help shape the asset and liability management strategy across the business.

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, and to drive automation of liquidity management and IRR processes.

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 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.

Responsibilities

• Gain 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 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

Analytical thinking

Data analysis

Teamwork

Communication

Fast-paced environment

Education

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

Tools

Python

Alteryx

Tableau

Microsoft Excel

Job description

JPMorgan Chase & Co. in New York invites applications for a Treasury Associate within Asset and Wealth Management (AWM) to help shape the asset and liability management strategy across the business.

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, and to drive automation of liquidity management and IRR processes.