The Treasury and Chief Investment Office at JPMorgan Chase & Co. is responsible for firmwide asset and liability management for one of the world's largest global financial institutions, with more than $3.6T in assets and liabilities.
Treasury & Chief Investment Office oversees a $500B global investment securities portfolio & $600B of debt / capital, used to manage the firm's interest rate, liquidity and currency exposures. As part of its Asset & Liability Management mandate, Treasury & Chief Investment Office is responsible for managing Firm's interest rate risk exposure, liquidity and capital position. Treasury & Chief Investment Office also influences activities of the Firm's lines of business through an internal transfer pricing mechanism.
The candidate will be a key member in the Portfolio and Balance Sheet Strategy team within the Asset & Liability Management Research and Strategy group, working across other functional groups of Treasury & Chief Investment Office, in close collaboration with the Treasury departments of other Lines of Business. Portfolio and Balance Sheet Strategy focuses on Firm's balance sheet optimization, investment portfolio strategy and industry surveillance around ongoing and emerging balance sheet management themes.
Job responsibilities
- Develop quantitative frameworks such as a balance sheet optimization platform to support senior management in formulating strategies around managing balance sheet, capital and funding positions, and Firm's investment portfolio
- Conduct research on effects of macroeconomic and regulatory environment on the Firm's business and broader financial industry
- Visualize analytics and present results within a broader team and to senior management
- Participate in the application of modern software engineering practices to build data and analytics infrastructure
Required qualifications, capabilities, and skills
- 4 years of experience working for a financial institution as a quantitative researcher, developer, risk manager, or in a similar role
- Strong academic background with a Ph.D. or an M.S. in engineering, mathematics, physics, economics or another quantitative or technical discipline or equivalent work experience
- Excellent software design skills (in a general programming language) with aspiration to maintain and develop a regular codebase in Python
- Experience with ad-hoc research on effects of macroeconomic conditions and regulatory environment in financial contexts
- Strong communication and interpersonal skills with experience preparing high quality presentations and communicating quantitative findings to all levels of non-technical stakeholders
- Willingness to dive into details and dig deep into data to find answers to challenging questions
- The candidate must be a self-starter who is able to work independently in a fast-paced result-oriented environment
Preferred qualifications, capabilities, and skills
- An advanced degree in economics, financial certification (e.g., CFA or FRM), or equivalent work experience with solid understanding of banking and capital markets
- 6 years of experience working for a major financial institution in a treasury, fixed income research, fundamental valuation, portfolio management, or similar role
- 6 years of experience maintaining or developing large projects in Python (preferred), C++, Java, C#, or a similar general programming language, including numerical methods (e.g., linear algebra, optimization)
- 2 years of experience in data analytics or applied statistics, and web development or creating interactive dashboards
#LI-Hybrid
