Risk Management -Treasury/Chief Investment Office - Interest Rate Risk Associate

Bring your expertise to JPMorgan Chase.

As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient.

You help the firm grow its business in a responsible way by anticipating new and emerging risks and using your expert judgement to solve real-world challenges that impact our company, customers and communities.

Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class.

As an Associate in the Risk Management - Treasury and Chief Investment Office - Interest Rate Risk Management team, you will be responsible for managing the firm's interest rate risk exposure.

This exposure arises from traditional banking activities such as loan extensions, credit facilities, deposits, debt issuance, and the impact from the Chief Investment Office's investment securities portfolio and other related activities.

These activities are collectively referred to as Interest Rate Risk in the Banking Book or IRRBB.

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:


* Managing the Firm's structural interest rate and foreign exchange risk exposures


* Deploying the Firm's excess liquidity


* Managing the Firm's funding and liabilities


* Managing the Firm's liquidity risk and its regulatory compliance

Job Responsibilities


* Provide coverage for interest rate risk (IRR) in the banking book for the firm, including monitoring and limit management on key IRR measures, such as Earnings at Risk, Duration of Equity and Economic Value of Equity


* Conduct deep-dives and market scenario analyses on IRR metrics; identify emerging risks and blind spots


* Summarize intuitions and findings from analysis for management reports and presentations


* Continue to evolve risk practices by integrating new technologies (e.g.

LLM, Python, Databricks) into workflow


* Provide analytical support to IRR management on strategies, modeling assumptions and connectivity to related Risks, e.g.

Liquidity Risk and Capital Risk


* Provide independent assessment of firm's IRR strategies and changes to modeling assumptions (on deposits and mortgages, etc.)


* Stay abreast of markets and macroeconomic environments to help the firm navigate a complex ALM and Regulatory landscape


* Collaborate with IRR coverage teams from line-of-business and JPMC's legal entities across EMEA and APAC

Required qualifications, capabilities, and skills


* Minimum 3 years of experience in Trading, Risk Management, Treasury or a Finance function


* Knowledge of standard financial concepts, including basic understanding of fixed-income securities and markets


* Excellent oral and written communication skills, with ability to articulate complex concepts and intuitions for management consumption


* P...