Treasury Firmwide SIRR Associate

JPMorgan Chase & Co.•Ny, NY

59d•$135,000 - $150,000

About The Position

Join JPMorgan Chase's Risk Management and Compliance team, where your expertise helps safeguard the firm's financial strength and resilience. As an Interest Rate Risk Analyst, you'll be at the forefront of identifying and managing risks that impact our business, customers, and communities. We foster a culture of innovation, challenging the status quo, and striving for best-in-class risk practices. Your analytical skills and forward-thinking approach will help shape the future of our Treasury and Chief Investment Office. Make a meaningful impact by leveraging technology and market insights to navigate a complex regulatory landscape. As an Interest Rate Risk Analyst in the Treasury and Chief Investment Office (CIO) team, you will play a critical role in managing the firm's interest rate risk exposure arising from core banking activities and investment portfolios. You will have the opportunity to conduct deep-dive analyses, develop market scenarios, and provide actionable insights for senior management. This role offers a unique opportunity to collaborate across global teams, integrate advanced technologies into risk management workflows, and contribute to the evolution of risk practices at one of the world's leading financial institutions.

Requirements

Minimum 3+ year of experience in Trading, Risk Management, Treasury, or Finance function
Proficiency in Python, SQL, or similar programming languages
Familiarity with AI and Machine Learning applications in financial analysis
Excellent oral and written communication skills, with ability to articulate complex concepts for managemen
Strong analytical skills and high level of self-initiative
Ability to work effectively across different functional areas and global locales
Experience in preparing management reports and presentations
Demonstrated problem-solving skills and attention to detail
Ability to manage multiple priorities in a fast-paced environment
Commitment to continuous learning and professional development

Nice To Haves

Understanding of fixed income pricing concepts and balance sheet management
Experience in a fixed income trading environment
Exposure to stress-testing frameworks, such as Value at Risk (VaR)
Advanced knowledge of interest rate risk management practices
Experience with regulatory compliance in ALM and Treasury functions
Familiarity with global financial markets and macroeconomic analysis
Ability to drive innovation and process improvement in risk management

Responsibilities

Monitor and manage interest rate risk (IRR) in the banking book, including key metrics such as Earnings at Risk, Duration of Equity, and Economic Value of Equity
Conduct deep-dive analyses and market scenario assessments to identify emerging risks and blind spots
Summarize analytical findings and intuitions for management reports and presentations
Integrate new technologies, including AI, Python, and Databricks, into risk management workflows
Provide analytical support for IRR management strategies, modeling assumptions, and connectivity to related risks (Liquidity and Capital Risk)
Independently assess IRR strategies and changes to modeling assumptions, including deposits and mortgages
Stay informed on market trends and macroeconomic environments to guide the firm through complex ALM and regulatory challenges
Collaborate with IRR coverage teams across lines of business and global legal entities (EMEA and APAC)
Support the evolution of risk practices and contribute to the development of best-in-class methodologies
Ensure compliance with regulatory requirements and internal risk limits
Communicate complex concepts clearly to both technical and non-technical stakeholders