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The Firm's Corporate Treasury function and the Chief Investment Office (together referred to as "Treasury/CIO") manage the Firm's balance sheet. This includes activities such as, Deploying the Firm's excess liquidity, Managing the Firm's funding and liabilities, Managing the Firm's structural interest rate/foreign exchange risk, and Managing the Firm's liquidity risk and its regulatory compliance.

As a Leader in the firmwide Interest Rate Risk function within JPMorgan Chase's CTC Risk Office, you will drive strategic initiatives and innovation in risk modeling, data science, and balance sheet management. This leadership role offers the opportunity to shape effective risk management strategies and establish best practices by leveraging emerging technologies.

Job responsibilities

+ Be a thought leader and suggest solutions with respect to IRR management - Strategy, Model Assumptions and connectivity with related Risks, e.g. Liquidity Risk and Capital Risk

+ Managing a team to lead data science initiatives to enhance risk modeling capabilities; including AI adoption, advanced statistical techniques for interest rate risk assessment, and establishing the next-gen risk management framework for balance sheet management

+ Drive the implementation of data-driven decision-making processes across the IRRM function, leveraging big data analytics and quantitative modeling

+ Collaborate with technology and data engineering teams to establish robust data pipelines and ensure data quality for risk modeling and reporting purposes

+ Conduct quantitative research and backtesting of risk models, utilizing large datasets and econometric methods to validate model performance

+ Design and implement advanced data visualization dashboards and reporting frameworks to communicate complex risk metrics to senior stakeholders

+ Have an industry view of balance sheet management by deepening review of peer bank data and other research driven projects

+ Stay abreast of markets, best practices, and trends to help the firm navigate a complex ALM landscape. Perform deep-dives, as appropriate, on relevant ALM topics

+ Actively participate and present in key Governance forums, including Asset-Liability Management Forum and Risk Committee

+ Develop and mentor team members to build strong technical capabilities in data science, quantitative modeling, and advanced analytics, fostering a culture of continuous learning and technical excellence

Required qualifications , capabilities, and skills

+ Minimum of 10 years experience in Trading, Risk Management, Treasury or a Finance function, with demonstrated application of quantitative analysis or data science techniques

+ Prior People Management experience, and in a decision making role

+ Knowledge of standard financial concepts, strong analytical skills, critical thinking, investigative problem-solving

+ Understanding of Balance Sheet management, Interest Rate Risk, Funds Transfer Pricing; or Capital Markets trading environment exposure a strong plus

+ High level of self-initiative required, including an ability to balance and execute multiple projects

+ Excellent oral and written communication skills with ability to prepare executive level presentations that translate complex analytical findings into actionable business insights

+ Demonstrated ability to work effectively across different businesses and functional areas

+ Understanding of AI and Machine Learning applications for financial risk management, proficiency in statistical programming languages and experience with big data technologies a strong plus

+ Deep understanding of Deposit interest rate modeling is a strong plus

JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do 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. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans

Base Pay/Salary

NY $127,300.00 - $270,000.00 / year