Asset-Liability Management/Interest Rate Risk, Senior Associate

JPMorgan Chase - New York, NY

Full-time - Mid Level

New York, NY

Credit Intermediation and Related Activities

About the position

The Senior Associate in Asset/Liability Management Analytics at JPMorgan Chase will focus on Interest Rate Risk (IRR) analytics and strategy within the Treasury/Chief Investment Office. This role involves both routine ALM processes and strategic initiatives related to balance sheet analysis, including measuring interest rate risk, understanding balance sheet composition, and conducting analyses to support financial product strategies. The position requires strong analytical skills and the ability to communicate findings effectively to management and stakeholders.

Responsibilities

• Create IRR analytics at the product, line-of-business and firm level including: earnings-at-risk, duration, future duration, and valuation sensitivity
• Create and present IRR analysis to senior management for strategic decision making
• Handle ad-hoc requests from various stakeholders to form and execute firm's balance sheet strategy
• Partner with TCIO portfolio managers, TCIO research, line of business treasury groups, firm wide planning and analysis, IRR reporting/production team, risk oversight, model risk
• Perform as a product level expert with detailed understanding of IRR for specific product categories including investment securities, wholesale or retail deposits, mortgage loans, auto loans, credit card loans, wholesale funding
• Utilize analytical and programming skills to investigate and analyze product and firm level interest rate risk metrics
• Develop, improve and implement product level cash flow models
• Use tools and knowledge to assist production team to implement advanced IRR analytics and analysis

Requirements

• 3+ years of finance/banking industry experience
• CFA/MBA/Masters degree
• Programming skills (Python, SQL)
• Knowledge of fixed income instruments, banking book products and interest rate risk
• Strong analytical and quantitative, investigative problem-solving, and decision making skills
• An organized self-starter and quick learner with the ability to work under pressure, prioritize multiple tasks, and bring tasks to complete closure
• Finance, Risk or Asset-Liability Management experience
• Experience working with large data sets
• Strong technical skills in Excel and PowerPoint