• Job Description

  Req#: 210450835

  The Treasury and the Chief Investment Office (TCIO) within JPMorgan is responsible for firm wide asset and liability management for one of the world’s largest global financial institutions with a $2.5 trillion balance sheet, including more than $900 billion in loans and $1.4 trillion in deposits. Because it sits at the very center of the firm, Treasury and the Chief Investment Office directly influences the composition of the firm’s balance sheet as well the activities of the firm’s four main lines of business (LOBs): Asset & Wealth Management, Commercial Banking, Corporate & Investment Bank, and Consumer & Community Banking. Primary responsibilities include: • Aggregating and managing the interest rate risk of the firm’s four main lines of business (LOBs), primarily through a ~$400 billion global investment securities portfolio. • Managing the firm’s funding and liabilities through ~$250 billion in long-term debt and other funding sources, and managing nearly $400 billion of short term cash deployment activities. • Aggregating and managing the firm’s liquidity risk, including deploying the firm's excess liquidity. Also responsible for compliance with both internal and regulatory liquidity requirements. • Aggregating and managing the firm’s structural foreign exchange risk. • Risk managing Mortgage Servicing Rights (MSR) on behalf of the Mortgage Bank. • Managing the ~$14 billion company-sponsored retirement plan. • Managing the end to end risk-weighted asset (RWA) and capital measurement processes across the firm, ensuring efficient and appropriate management of our capital, and managing the Firm wide Capital Stress Testing process

  Position Description:

  The Basel Measurement& Analytics (BM&A) Retail team within Chief Investment Office is responsible for assessing regulatory policy, driving enhancements to infrastructure needed to support risk regulatory reporting processes related to Basel methodology, and Risk-Weighted Assets (RWA) reporting. The candidate will be responsible for producing RWA under Basel 3 rules, analyzing quarter-over-quarter changes in RWA, working with line of business controllers and Treasury teams to determine variance drivers such as portfolio changes, policy updates and capital treatment. The candidate will manage adjustment processes, and be owner of data issue identification, tracking and resolution. In addition, the candidate will support ancillary activities to perform impact analysis on methodology changes driven by new rule proposals. The candidate will develop automated tools using new technologies that improves process efficiencies, enhances line of business experience and provides insights into risk drivers and risk assessments

  Job Responsibilities: • Monthly production for RWA calculation and reporting including Basel 3 Advanced and Basel 3 Standardized • Provide analysis in support of RWA trends and forecast-to-actual variances • Perform impact analysis for methodology, rule, and other production changes • Partner with technology to implement operational efficiencies and onboard production to the target state platform Qualifications: • Bachelor’s degree in Accounting, Finance, Business or Economics • Solid excel/database/desktop skills • Excellent verbal and written communication skills • Strong analytical and quantitative skills, critical thinking, and problem-solving skills • Ability to work under pressure, prioritize, multitask and bring tasks to complete closure • Organized and able to execute responsibilities with minimal supervision

• About the company

  J.P. Morgan is a leader in financial services, offering solutions to clients in more than 100 countries with one of the most comprehensive global product platforms available. We have been helping our clients to do business and manage their wealth for more than 200 years. Our business has been built upon our core principle of putting our clients'​ interests first.

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