Treasury Stress Testing Associate

J.P. Morgan; New York (NY); On-site; USD 100,000 - 150,000; Full time

Job summary

A leading financial services firm in New York is seeking a professional for the CIB Treasury Stress Testing group. The role involves enhancing and developing CCAR models using Python, synthesizing results for management presentations, and leading process improvements. Candidates should have over 5 years of experience in a financial services organization, strong knowledge of risk management and statistical concepts, and excellent communication as well as teamwork skills.

Qualifications

• 5+ years supporting a large financial services organization.
• Familiarity and experience with capital stress testing.
• Strong understanding of statistical concepts.

Responsibilities

• Support CCAR model enhancement and development using Python.
• Synthesize stress-projection results into presentations.
• Lead continuous process improvement initiatives.

Skills

Regression-based modeling

Statistical concepts

Risk management

Python coding

Organizational skills

Communication skills

Teamwork

Problem-solving skills

Tools

Microsoft Excel

PowerPoint

Job description

The Commercial & Investment Bank (CIB) Treasury Stress Testing group is responsible for projecting the Balance Sheet, Net Interest Income (NII), Fund Transfer Pricing (FTP), and Risk Weighted Asset (RWA) in CIB’s quarterly CCAR exercises. It develops and refines analytical models to support the firm’s strategic decision‑making.

Job Responsibilities

• Support CCAR model enhancement, development (qualitative and quantitative modeling using Python), execution, analysis, and review.
• Synthesize stress‑projection results into presentations for senior management.
• Understand interactions between financial concepts on CIB’s stress projections, particularly in the Markets businesses.
• Lead continuous process improvement initiatives toward automated, repeatable solutions.
• Operate under tight timelines to meet internal and regulatory deadlines.
• Manage interactions with partner teams that have competing or dual priorities.
• Concisely convey technical topics to audiences with varying backgrounds on FTP, Balance Sheet, and NII.
• Collaborate with a global team operating across multiple continents.
• Grow into a technical subject‑matter expert role.

Required Qualifications, Skills, and Capabilities

• 5+ years supporting a large financial services organization.
• Familiarity and experience with capital stress testing.
• Knowledge of risk management concepts.
• Regression‑based modeling experience.
• Strong understanding of statistical concepts.
• Comfortable working autonomously in an unstructured environment.
• Excellent organizational, problem‑solving, teamwork, and communication skills.
• Proficiency in Microsoft Excel and PowerPoint.
• Ability to execute tasks under demanding targets and manage changes effectively.
• Ability to work under pressure and meet strict deadlines with competing tasks.

Preferred Qualifications, Skills, and Capabilities

• Experience with Market products.
• Previous experience analyzing FTP/NII.
• Knowledge of CIB products and Basel rules.
• Statistical modeling and Python coding experience.
• Python coding expertise preferred.

J.P. Morgan & Chase is an Equal Opportunity Employer and values diversity and inclusion. The company does not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. The firm makes reasonable accommodations for applicants and employees who have religious or medical needs.