JPMorgan CIB Treasury Liquidity Analytics 

United States, New York, New York 

438776232

Job Description

As a CIB Treasury Liquidity Analytics Associate, you will be involved the delivery of stress methodology into liquidity reporting, liaising directly with Liquidity Risk Technology, Regional Treasury teams, Corporate Treasury, Liquidity Risk Management and Product groups in solution definition, technical design, and delivery to production.

As a CIB Treasury Liquidity Analytics Associate, you should be resourceful and have ability to execute strong cross-functional/business collaboration as you will work across multiple teams within the firm.

Job Responsibilities

• Read and understand interpretation of regulatory liquidity policies and be able to think clearly about and articulate the application of these rules to CIB markets business. Provide expertise and governance on the Internal JPM Stress Framework and US LCR, 6G, NSFR.
• Collaborate with business and product partners to design and deliver key stress methodology items into stress liquidity framework.
• Partner with Liquidity Risk Management (LRM) and Liquidity Management to develop key stress methodology items into liquidity reporting.
• Liaison with Liquidity Risk Infrastructure (LRI) technology partners to detail the business requirements for delivery of strategic initiatives and enhanced liquidity risk management capabilities. Provide conceptual help with approved but not implemented items under various products.
• Support ad-hoc projects and analyses as needed by senior management or regulatory initiatives, such as
  • Enhance Calculator for Alternate Scenarios (CAS) working by fine tuning the methodology items, addressing the issues raised by Liquidity Risk Management/regulatory exam.
  • To explain the stress results in CAS UI output, provide commentary. Improve traceability and expandability for CAS UI and reporting by better granularity and advanced user experience on customization with drilldown capabilities and sensitivity analysis.
• Assess if the existing operations can be replaced with automated enhanced processes to leverage strategic feeds across Prime Brokerage, Derivatives and F&O stress outflows.
• Work closely with Front Office, Regional Treasury teams, Liquidity Risk Management and others as needed to ensure liquidity stress methodology is reflective of liquidity requirements of the CIB markets businesses.

Required Qualifications, Skills and Capabilities:

• Masters degree with at least 1 year of relevant work experience or bachelors degree with at least 3 years of relevant work experience
• Education in Finance, Economics or other quantitative field
• Experience in financial services
• Possess conceptual knowledge of Investment Bank products including derivatives, prime brokerage, and secured funding
• Skilled at performing complex and quantitative analyses –
  • Strong analytical, creative thinking, and problem-solving skills are needed
  • Comfortable working with and interpreting data to draw conclusions
  • Strong attention to detail.
• Robust computer skills, particularly in
  • Excellent command on Microsoft Office Suite especially in Excel, PowerPoint (including PitchPro) and Word
  • Basic Python programming exposure or a keen willingness to learn
• Excellent interpersonal, organizational, and communication skills are essential including the ability to present information in a clear, concise, and effective manner to a wide variety of audience.
• Ability to multi-task, prioritize well under fast-paced and dynamic environment, deliver prototype solutions with commitment to deliver under tight deadlines. Ability to deliver solution-oriented work that reflects independent and pro-active consideration of issues.
• Must be versatile, able to work effectively independently or as part of a team. 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.

Preferred Qualifications, Skills, and Capabilities:

• Experience in liquidity risk
• Knowledge of financial theory and accounting principles
• Mathematical / statistical intuition is helpful
• Knowledge of Tableau and Alteryx