Interest Rate Risk Management CTC Risk Office- Executive Director

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, Deploying the Firm's excess liquidity, Managing the Firm's funding and liabilities, Managing the Firm's structural interest rate/foreign exchange risk, and Managing the Firm's liquidity risk and its regulatory compliance.

As a Leader in the firmwide Interest Rate Risk function within JPMorgan Chase's CTC Risk Office, you will drive strategic initiatives and innovation in risk modeling, data science, and balance sheet management.

This leadership role offers the opportunity to shape effective risk management strategies and establish best practices by leveraging emerging technologies.

Job responsibilities


* Be a thought leader and suggest solutions with respect to IRR management - Strategy, Model Assumptions and connectivity with related Risks, e.g.

Liquidity Risk and Capital Risk


* Managing a team to lead data science initiatives to enhance risk modeling capabilities; including AI adoption, advanced statistical techniques for interest rate risk assessment, and establishing the next-gen risk management framework for balance sheet management


* Drive the implementation of data-driven decision-making processes across the IRRM function, leveraging big data analytics and quantitative modeling


* Collaborate with technology and data engineering teams to establish robust data pipelines and ensure data quality for risk modeling and reporting purposes


* Conduct quantitative research and backtesting of risk models, utilizing large datasets and econometric methods to validate model performance


* Design and implement advanced data visualization dashboards and reporting frameworks to communicate complex risk metrics to senior stakeholders


* Have an industry view of balance sheet management by deepening review of peer bank data and other research driven projects


* Stay abreast of markets, best practices, and trends to help the firm navigate a complex ALM landscape.

Perform deep-dives, as appropriate, on relevant ALM topics


* Actively participate and present in key Governance forums, including Asset-Liability Management Forum and Risk Committee


* Develop and mentor team members to build strong technical capabilities in data science, quantitative modeling, and advanced analytics, fostering a culture of continuous learning and technical excellence

Required qualifications , capabilities, and skills


* Minimum of 10 years experience in Trading, Risk Management, Treasury or a Finance function, with demonstrated application of quantitative analysis or data science techniques


* Prior People Management experience, and in a decision making role


* Knowledge of standard financial concepts, strong analytical skills, critical thinking, investigative problem-solving


* Understanding of Balance Sheet management, Interest Rate Risk,...