Markets Treasury Liquidity and Capital Optimization Vice President

Are you ready to make a meaningful impact in financial resource optimization This is an exciting opportunity to join the Markets Treasury team where you will work on the optimization of financial resources across balance sheet liquidity leverage and capital. Your expertise will drive innovation and shape strategic outcomes. Youll benefit from career growth skill development and the opportunity to collaborate with talented colleagues across the firm. At JPMorganChase we empower you to thrive and contribute to ambitious high-impact initiatives.

As a Vice President on the Markets Treasury Optimization team you will be responsible for delivering our optimization strategy and delivering results. You will develop a deep understanding of the regulatory environment the drivers of financial resource usage and binding constraints to surface new opportunities for optimization. Partnering closely with key stakeholders across the firm you will help drive an ambitious high-impact agenda.

Job Responsibilities

• Help drive the agenda within the Markets Treasury organization focusing on creating and implementing optimization strategies in response to the firms binding financial resource constraints
• Drive optimization efforts across collateral management liquidity management (LCR/NSFR/internal stress models) counterparty credit risk RWA market risk RWA leverage and GSIB
• Understand firm and legal entity-level drivers of financial resource consumption
• Partner with relevant FICC & Equities trading desks to move collateral in ways that maximize liquidity value for the firm
• Drive the development of optimizers data-mining strategies benefit trackers and related analytics leveraging AI tooling where possible to scale solutions and reduce time to market
• Maintain a deep understanding of our internal liquidity methodologies recognize inefficiencies and champion methodology changes
• Perform detailed reviews of our counterparty portfolios analyzing trade structures and related documentation to identify opportunities
• Work with third-party vendors and clearing houses to understand external product offerings and help define internal and external roadmaps

• Stay informed on the broader competitive landscape and binding constraints faced by peer banks across regions

Required Qualifications Capabilities and Skills

• Bachelors degree in Finance Engineering Mathematics or a related quantitative field
• Extensive experience in structured financing financing XVA or a financial resource optimization role
• Prior experience structuring derivative and securities financing trades
• Working knowledge of US financial resource topics including liquidity (internal stress models LCR NSFR) Basel III GSIB SLR SCB and regulatory initial margin (NCMR/CCP)
• Strong knowledge of pricing and risk management of securities financing and derivative transactions cross-asset and with an understanding of derivative XVAs
• Proven experience working with large amounts of data across a variety of technology stacks
• Track record of successfully partnering with technology and quantitative research teams

Preferred Qualifications Capabilities and Skills

• Advanced degree and/or relevant certifications
• Deep experience working with Python SQL Tableau AWS Databricks and AI tools strongly preferred