JPMorgan Balance Sheet Optimization Senior Engineer - Executive Director 

United States, New York, New York 

545001168

Job responsibilities

• Lead the systematic enhancement of a balance sheet optimizer application used to support senior management in formulating Firm’s balance sheet strategy
• Architect and develop a comprehensive software solution that integrates advanced data engineering practices to streamline and enhance data processing, ensuring convenience to users, scalability, maintainability, and high performance
• Serve as the primary technical authority, driving decisions on software architecture and data models
• Building effective partnerships within TCIO and across LOB corporate treasury teams to further improve upstream analytics processes which feed the Optimizer model and explore opportunities to leverage the Optimizer to support our business partners’ balance sheet strategy efforts
• Undertake quantitative research efforts on multiple investment portfolio strategy topics, such as optimal asset allocation strategy and portfolio diversification
• Summarize complex research takeaways in presentable form and communicate to senior management

Required qualifications, capabilities and skills

• Strong python programming skills (e.g., analytic libraries [pandas, numpy, matplotlib, etc.] and concurrency / parallel programming [multiprocessing, dask, etc.])
• Extensive experience in Fixed Income research and strategy, and/or Bank balance sheet management
• Strong communication skills (both verbal and written), ability to prepare high quality PowerPoint presentations and to communicate findings to a non-technical audience
• Demonstrated ability to build partnerships across the organization, strong leadership skills
• Willingness to dive into details and dig deep into data to find answers to challenging questions
• The candidate must be a self-starter who is able to independently work in a fast paced, results driven environment
• Strong academic background with a Ph.D. or an M.S. in engineering, mathematics, physics, economics or any other quantitative or technical background, with a strong interest in finance and banking
• Strong Microsoft Office skills (Excel / VBA, Powerpoint)