J.P. Morgan
Quantitative Balance Sheet Strategy Analyst
This job is now closed
Job Description
- Req#: 210444090
- Develop quantitative frameworks such as a balance sheet optimization platform to support senior management in formulating strategies around managing balance sheet, capital and funding positions, and Firm’s investment portfolio
- Conduct research on effects of macroeconomic and regulatory environment on the Firm’s business and broader financial industry
- Visualize analytics and present results within a broader team and to senior management
- Participate in the application of modern software engineering practices to build data and analytics infrastructure
- Strong academic background with a degree in engineering, mathematics, physics, economics or another quantitative or technical discipline
- Excellent software design skills (in a general programming language) with aspiration to maintain and develop a regular codebase in Python
- Experience with ad-hoc research on effects of macroeconomic conditions and regulatory environment in financial contexts
- Strong communication and interpersonal skills with experience preparing high quality presentations and communicating quantitative findings to all levels of non-technical stakeholders
- 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 work independently in a fast-paced result-driven environment
- Relevant internship experience including software development in banking and capital markets
The Treasury and Chief Investment Office (T/CIO) at JPMorgan Chase & Co. is responsible for firmwide asset and liability management for one of the world’s largest global financial institutions, with more than $3.9T in assets and liabilities.
Treasury and Chief Investment Office oversees a $600B global investment securities portfolio & $600B of debt / capital, used to manage the firm’s interest rate, liquidity and currency exposures. As part of its ALM mandate, Treasury and Chief Investment Office is responsible for managing Firm’s interest rate risk exposure, liquidity and capital position. Treasury and Chief Investment Office also influences activities of the Firm’s lines of business through an internal transfer pricing mechanism.
You will be a key member in the Portfolio and Balance Sheet Strategy (PBSS) team within the Treasury and Chief Investment Office Research group, working across other functional groups of Treasury and Chief Investment Office, in close collaboration with the Treasury departments of other Lines of Business. PBSS focuses on Firm’s balance sheet optimization, investment portfolio strategy and industry surveillance around ongoing and emerging balance sheet management themes.
Job responsibilities
Required qualifications, capabilities, and skills
Preferred qualifications, capabilities, and skills
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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