Treasury IRRBB, FTP & Automation- Senior Associate
Share
Job Location:
Monthly Salary:
Posted on:
Vacancies:
Department:
Job Summary
Join a team at the center of how the Commercial & Investment Bank (CIB) steers its balance sheet and pricing decisions. Youll tackle highimpact problems in interest rate risk and funds transfer pricing that inform senior leadership across regions. Your work will turn complex data into clear insights elevate our IRRBB and FTP frameworks and influence outcomes for Payments and Securities Services. Bring your analytical rigor curiosity and automation mindsetwell empower you with responsibility from day one. Grow your impact while partnering across Treasury Risk and Quant teams.
As a Treasury Banking Associate in CIB Treasury Banking you partner with us to enhance IRRBB and FTP capabilities that guide the CIBs balance sheet and liquidity strategy. You translate data into decisionready insights strengthen risk frameworks and build tools that improve transparency and speed. You collaborate across Corporate Treasury Risk Quantitative Research and lines of business to refine methodologies and drive consistent wellgoverned outcomes. Together we advance controls accelerate automation and deliver results for stakeholders across regions.
Job responsibilities
- Drive daily IRRBB risk reviews and validate deposit interest rate risk modeling assumptions.
- Enhance the IRRBB framework by building reports dashboards and tools that elevate risk analysis and transparency.
- Partner across CIB Treasury Corporate Treasury Risk Quant Research and deposit businesses to inform model assumptions and development.
- Develop and refine FTP methodologies including curve calibrations liquidity premiums and behavioral assumptions.
- Produce ad hoc analytics and executiveready materials that support strategic FTP planning and senior decisions.
- Respond to FTP queries from LOBs and Treasury/ Chief Investment Office (TCIO) partners across Asia EMEA and LATAM with clear actionable insights.
- Build and maintain quantitative analyses and tools that surface business insights and support decisioning.
- Own BAU processes manage ad hoc requests and support senior analytics team members to meet timelines and quality standards.
- Design approaches for nonstandard balance treatments to ensure accurate outcomes in IRR reporting and FTP.
- Strengthen governance through thorough documentation clear procedures and a strong control mindset.
- Support internal audit model governance and regulatory inquiries with timely wellevidenced responses.
Required qualifications capabilities and skills
- Proven experience designing or implementing automation for analytics reporting or BAU processes (e.g. Excel/VBA Python or workflow tools).
- Basic Python skills or a demonstrated willingness and ability to learn quickly.
- Strong analytical and problemsolving skills with the ability to work with data interpret results and draw defensible conclusions.
- Effective communicator who can present complex topics clearly to varied audiences.
- High attention to detail with a control mindset and focus on reproducibility and documentation.
- Bachelors degree required; Finance Economics
- Ability to prioritize rapidly prototype solutions manage multiple tasks and drive projects to completion in a fastpaced environment.
- Collaborative teammate who also works independently and exercises sound judgment on when to escalate.
- Proficiency in Excel PowerPoint and Word; experience with Access
- Familiarity with balance sheet liquidity and interest rate risk concepts.
Preferred qualifications capabilities and skills
- Handson experience with IRRBB and/or deposit liquidity modeling concepts.
- Exposure to FTP frameworks including curve construction liquidity premium allocation and SVA analysis.
- Working knowledge of liquidity risk balance sheet analytics and regulatory requirements relevant to banking books.
- Experience building dashboards or analytics in BI platforms (e.g. Tableau) or Python data stacks (pandas Plotly).
- Experience partnering with Treasury Risk or Quant teams on model development or assumption setting.
- Understanding of accounting concepts related to interest rate risk and balance sheet treatment.
- Experience supporting audits model governance or regulatory requests with complete and wellstructured documentation.
Required Experience:
Senior IC
Key Skills
- Continuous Integration
- APIs
- Jenkins
- Junit
- Distributed Control Systems
- Testng
- GAMP
- Test Automation
- CI/CD
- Cucumber
- Programmable Logic Controllers
- Selenium
About Company
JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans ov ... View more
