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Corporate Treasury - ALM Firmwide Analytics - Analyst

Req #: 170095299_1
Location: New York, NY, US
Job Category: Accounting/Finance/Audit/Risk
Job Description:

JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.5 trillion and operations worldwide. The Firm is a leader in investment banking, financial services for consumers and small businesses, commercial banking, financial transaction processing, and asset management.

The cross-Line of Business Treasury-CIO team has been instituted to support the Treasury teams in our business units. The team plays a critical role in performing data validation, reconciliation, scenario analysis and reporting of the firm’s Liquidity & Structural Interest Rate risks. The team is responsible to ensure the accuracy and completeness of all information in support of the firm’s internal and regulatory Liquidity Risk and Interest Rate Risk reporting and analytics, including compliance with specific jurisdictional requirements by line of business, legal entity and currency. We also partners with a wide range of stakeholders across the firm in:

·   daily reconciliation of balances to the general ledger

·   impact analyses for changes in regulatory reporting (e.g. LCR, 5G, Stress, Recovery & Resolution etc.)

·   strategic sourcing, automation of feeds from various source systems into the central technology platforms in Treasury-CIO

·   ensuring data quality controls in upstream sources & aggregation platforms

Our team consists of functional and technical experts who currently cover all aspects of Liquidity Risk across multiple products in Corporate & Investment Bank (CIB) banking & trading books. We are looking to hire talent to build on our product expertise and support the growth of our global operating model across all lines of businesses.

Key responsibilities will include:

§  Implement product-based consistent operating model in cross-LOB T/CIO team to support the firm’s liquidity risk management & structural interest rate management programs across all LOBs

§  Review, adjust and attest to liquidity and interest rate risk data on a daily basis

§  Perform product reconciliations & assist with daily balance sheet variance analysis and reporting (e.g. LCR, 5G, etc.)

§  Determine business drivers behind variances and communicate impact to partner groups such as Liquidity Risk Oversight, Corporate Treasury Middle Office, etc.

§  Design queries to analyze large volumes of data from multiple sources to create financial and operational reports (e.g. daily available collateral, intercompany bookings, etc.)

§  Interact and partner with stakeholders in the LOB Treasury and Controllers teams to obtain, understand, and analyze information in relation to balance sheet and liquidity / interest rate implications for the LOB

§  Develop subject matter expertise in banking book and trading book products, data flows & quality checks

§  Identify opportunities for process improvements, remediate data quality issues, automation etc.

§  Champion the prioritization & implementation of technology initiatives (e.g. big data, Tableau etc.) with the relevant program managers & Technology partners to increase the value of the T/CIO aggregation platforms for the LOBs

§  Participate in other strategic initiatives, process improvements, optimization, and technology initiatives, as needed

 

The candidate must be a self-starter who is able to work in a fast paced, results driven environment, be skilled in performing complex quantitative analysis, and have a keen interest in capital markets. Additional qualifications required:

§  Bachelor’s degree with 2+ years in the financial services industry preferably within Treasury or regulatory reporting/policy department, or  risk management

§  Process re-engineering experience with the ability to challenge the status quo & drive positive change in the organization

§  Strong analytic, creative thinking and problem solving skills

§  Comfortable in building models, managing large amounts of data and identifying solutions to issues

§  Keen attention to detail and ability to work independently

§  Excellent organizational, multitasking and prioritizing skills

§  Ability to handle stress and meet tight deadlines

§  Excellent working knowledge of MS Excel, PowerPoint, Access and Word

§  Strong written and verbal communication skills

§  Strong interpersonal and relationship building skills

§  Knowledge of  bank systems and processes, including financial sub-ledgers, product systems etc. would be an advantage

§  Prior work experience in liquidity and/ or interest rate risk management programs would be a plus

 

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