JPMorgan Treasury Banking Analytics - Associate 

United States, New York, New York 

406927729

Job responsibilities:

• Read, understand and support interpretation of regulatory liquidity (LCR, NSFR) and capital policies and be able to think clearly about and articulate the application of these rules to CIB deposit businesses
• Work independently and collaboratively with CIB businesses and Global Treasury to support development of appropriately robust approaches to liquidity stress testing, including being able to develop, clearly document and support assumptions about deposit liquidity in stressed market conditions
• Build close partnerships with lines of business to build understanding of client-driven liquidity and balance sheet dynamics and to maintain business liquidity and capital forecasts
• Develop approaches to ad hoc issues to ensure appropriate treatment of business balances in liquidity reporting and funds transfer pricing
• Support development of quantitative analysis and tools to support business analysis
• Support ad-hoc projects and analyses as needed by senior management or regulatory initiatives, such as
  • Assist in the CIB’s interest rate risk in the banking book (IRRBB) work, aiding the daily risk review process as well as working with CIB deposit businesses to ensure appropriate modelling of deposit interest rate risk
  • Improve the IRRBB framework for the CIB, developing reports and tools to better analyse CIB risk and driving a culture of ongoing process improvements
  • Work both independently and collaboratively within CIB Treasury, Corporate Treasury, Risk, Quantitative Research and deposit businesses to build understanding of IRRBB models and provide CIB-specific input to modelling assumptions and model development
  • Produce timely and accurate analysis for regulatory requirements (such as CCAR/Risk Appetite), reporting on the banking balance sheet and liquidity positions and providing clear insight to explain the modelled impacts
• Own routine BAU processes, complete ad-hoc requests, and provide support as needed to senior analytics team members

Required Qualifications, Capabilities and Skills:

• Bachelor degree required: Finance, Economics or other quantitative field
• Experience in financial services, ideally in work related to deposits, liquidity or IRRBB
• You should be skilled at performing complex and quantitative analyses - strong analytical, creative thinking and problem-solving skills are needed and mathematical / statistical intuition is helpful. You should be comfortable working with and interpreting data to draw conclusions
• You must be versatile, able to work effectively independently or as part of a team in a fast-paced and dynamic environment; you should be able to work under pressure, rapidly prototype solutions, prioritize multiple tasks simultaneously and bring projects to completion
• You should be a self-starter, able to organize and execute responsibilities with limited supervision, taking ownership of tasks at hand and mobilizing others, while also knowing when to escalate and involve managers. Strong interpersonal, organizational, and communications skills are essential, including the ability to present information in a clear, concise, and effective manner to a wide variety of audiences
• Strong computer skills, particularly in Excel, PowerPoint, Word, Access: basic Python programming experience or experience with digital accelerators (e.g., Alteryx) or a keen willingness to learn

Preferred Qualifications, Capabilities and Skills:

• Working knowledge of financial analysis, liquidity risk, balance sheet analysis, regulatory requirements (US/Basel) and accounting concepts is beneficial
• Prior experience in IRRBB and/or deposit liquidity concepts is preferred