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JP Morgan Chase

Runs a consumer bank and an investment bank

Vice President - Treasury Banking Analytics

Risk ManagementConfirmed live in the last 24 hours
Full-timeBrooklyn, NY, USA$137.8k - $215kIn-person

About the Job

Requirements

  • A bachelor's degree is required.
  • Five years of experience in financial analysis, treasury, balance sheet analytics, risk management, or a closely related field is required.
  • Demonstrated experience performing complex quantitative analysis and translating results into clear conclusions is required.
  • Knowledge of banking balance sheet concepts, including net interest income and deposit behaviors, is required.
  • Knowledge of interest rate risk concepts in a banking context is required.
  • Knowledge of liquidity risk fundamentals and balance sheet monitoring metrics is required.
  • Proficiency with Microsoft Excel and PowerPoint, including building clear analytical outputs for senior audiences, is required.
  • Strong written and verbal communication skills, including the ability to present to diverse stakeholders, are required.
  • Ability to manage multiple priorities simultaneously with attention to detail and follow-through is required.
  • Ability to work independently and collaboratively, including knowing when to escalate risks or issues, is required.
  • A personally motivated approach to taking ownership of deliverables in a fast-paced environment is required.

Responsibilities

  • Lead the daily interest rate risk review process and own ongoing maintenance, monitoring, and escalation routines.
  • Partner with banking businesses to ensure appropriate modelling of interest rate risk exposures.
  • Enhance the interest rate risk framework by developing reports, tools, and analytics to improve transparency.
  • Collaborate with Corporate Treasury to understand models and provide business-specific input to assumptions, mappings, and model development.
  • Execute rates paid and attrition analyses and develop insights to support planning and budgeting discussions.
  • Produce timely, accurate analysis for enterprise reporting processes, such as stress testing and risk appetite reporting, and summarize conclusions for senior management.
  • Assess the impact of regulatory guidelines on interest rate risk, update required documentation, and evaluate broader business implications.
  • Lead process improvements, optimization, and rationalization efforts related to interest rate risk analytics.
  • Manage routine business-as-usual processes, respond to ad hoc requests, and support senior analytics partners as needed.

Desired Qualifications

  • An MBA or advanced degree in finance, economics, mathematics, statistics, or computer science is preferred.
  • Experience supporting banking book interest rate risk management frameworks and reporting is preferred.
  • Experience supporting regulatory or enterprise submissions and reporting processes, such as stress testing or loss estimation frameworks, is preferred.
  • Experience with funds transfer pricing, liquidity premium allocation, or return analysis is preferred.
  • Experience modelling deposits, net interest income, or balance sheet forecasting is preferred.
  • Basic Python programming experience or experience with analytics accelerators such as Alteryx is preferred.
  • Experience building repeatable analytics tools, automated reporting, or well-controlled process improvements is preferred.

About the Company

JP Morgan Chase

Runs a consumer bank and an investment bank

JPMorgan Chase runs the largest bank in the United States, which serves households and small businesses as Chase and large companies, governments, and investors as J.P. Morgan. During the 2008 financial crisis it bought the failing investment bank Bear Stearns and lender Washington Mutual, and in 2023 it took over First Republic Bank after regulators seized it. Chase takes deposits and earns interest on credit cards, mortgages, and car loans, while the investment side earns fees for advising on mergers, raising money for companies, trading stocks and bonds, and managing wealth. Formed in a 2000 merger, JPMorgan Chase traces its roots to 1799 and is based in New York City.

Company size
10,001+
Company stage
IPO
Headquarters
New York City, New York
Founded
1799

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