Treasury Liquidity & Interest Rate Risk Analytics
Chase
Treasury Associate
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
JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans
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