Risk Management - Specialized Risk Associate (Structural Interest Rate Risk)

Join JPMorgan Chase's Risk Management and Compliance team, where your expertise helps safeguard the firm's financial strength and resilience.

Within the Interest Rate Risk Team, 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 Associate 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 will offer you 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.

You will play a critical role in managing the firm's interest rate risk exposure arising from core banking activities and investment portfolios as well as have the opportunity to conduct deep-dive analyses, develop market scenarios, and provide actionable insights for senior management.

This role will offer you 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.

Job 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 ...