Treasury Liquidity & Interest Rate Risk Analytics

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:

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Knowledge of Fixed Income products and Markets is a plus

To be eligible for this role, you must be authorized to work in the United States. We do not offer any type of employment-based immigration sponsorship for this role. Likewise, JPMorgan Chase & Co. will not provide any assistance or sign any documentation in support of any other form of immigration sponsorship or benefit, including optional practical training (OPT) or curricular practical training (CPT).