Treasury Stress Testing Associate

JPMorgan Chase & Co.•New York, NY

About The Position

The Commercial & Investment Bank (CIB) Treasury Stress Testing group is responsible for the Balance Sheet, Net Interest Income (NII), Fund Transfer Pricing (FTP), and Risk Weighted Asset (RWA) projections in CIB’s Quarterly Risk Appetite and Comprehensive Capital Analysis and Review (CCAR) exercises. Team members in this space are relentlessly curious and focus on creating well-controlled analytical environments. As a Treasury Associate on the CIB Treasury Stress Testing team, you will be supporting our mission in providing best in class financial projections which support the Firm’s strategic decision making. You will also have high exposure to senior management and be a subject matter experts on the Balance Sheet, NII and FTP projections for one of the world’s pre-eminent financial institutions.

Requirements

5+ years supporting a large financial services organization
Familiarity and experience with Capital Stress Testing
Knowledge or experience or familiarity to risk management
Regression-based modeling experience
A strong understanding of statistical concepts
Comfortable working autonomously in an unstructured environment
Excellent organizational and problem-solving skills
Proficient in Microsoft applications, specifically Excel and PowerPoint
Ability to execute tasks under demanding targets and effectively manage to changes in plan
Ability to work under pressure and to strict deadlines with competing tasks
Good organizational skills & planning ability; strong teamwork and communication skills

Nice To Haves

Experience in with Markets products
Previous experience analyzing FTP/NII
Knowledge of Commercial Investment Bank (CIB) products and Basel rules
Statistical modeling and Python coding experience
Coding experience, python greatly preferred

Responsibilities

Support CCAR (Comprehensive Capital Analysis and Review) model enhancement/development (qualitative and quantitative based modeling using Python), execution, analysis and review
Synthesize results from stress projections into holistic presentations for senior management
Understand the interactions between different financial concepts on CIB’s stress projections – particularly in the Markets businesses
Focus on process improvement – be part continuous improvement team which is moving towards automated, repeatable solutions
Operate under tight timelines to comply with internal and regulatory-prescribed deadlines
Manage interactions with partner teams which have competing or dual priorities
Concisely convey topics to audiences with varying backgrounds on FTP / BS / NII
Work closely with a global team operating on multiple continents
Grow into a technical job area to become a subject matter expert