Risk Management, Structural Interest Rate Risk Lead

JPMorgan Chase

Quick summary

Work type
On-site
Location
New York, NY
Salary
$123,500–$185,000 / yr
Posted
3 days ago
Nearby
99+ roles within 25 mi

Market check

Salary context

Competitive pay

How this pay compares to similar roles

Similar $175k
This role $154k
$113k most similar roles pay here $222k

This role pays less than 66% of similar roles. Most pay $137,600–$211,743 — the shaded band above. At the midpoint, this role pays about $154k versus about $175k for comparable roles.

Based on 240 similar postings.

Employer

About JPMorgan Chase

JPMorgan Chase & Co. is a global financial services firm and one of the largest banks in the world, offering investment banking, commercial banking, asset management, and consumer financial services.

JPMorgan Chase currently has 368 open roles on FindRole.

Listed pay typically runs $152,000–$215,000 across 198 roles with salary data.

Most-posted roles

View all roles at JPMorgan Chase

At a glance

TL;DR · Risk Management, Structural Interest Rate Risk Lead

Role Posting Log in to save

Join JPMorgan Chase's Risk Management and Compliance team as an Interest Rate Risk Vice President in the Treasury and Chief Investment Office, where you will manage the firm’s interest rate risk exposure from core banking activities and investment portfolios. Your responsibilities include conducting deep-dive analyses, developing market scenarios, and providing actionable insights for senior management while integrating advanced technologies like AI, Python, and Databricks into workflows. You will collaborate with global teams to support regulatory compliance and contribute to evolving best practices in risk management. This role requires proficiency in Python and SQL, familiarity with AI applications, strong analytical skills, and the ability to communicate complex concepts clearly to both technical and non-technical stakeholders.

Skills

Python SQL AI Machine_Learning Databricks Earnings_at_Risk Duration_of_Equity Economic_Value_of_Equity Value_at_Risk ALM Regulatory_Compliance Fixed_Income_Pricing Balance_Sheet_Management Stress_Testing_Frameworks Macroeconomic_Analysis

What you'll do

  • Monitor and manage interest rate risk exposure in core banking activities and investment portfolios.
  • Conduct deep-dive analyses and develop market scenarios to identify emerging risks.
  • Integrate advanced technologies like AI and Python into risk management workflows.
  • Provide actionable insights for senior management on IRR strategies and modeling assumptions.
  • Assess independently the impact of changes to modeling assumptions, including deposits and mortgages.

What we're looking for

  • Over 6 years of experience in Trading, Risk Management, Treasury, or Finance
  • Proficiency in Python, SQL, or similar programming languages for financial analysis
  • Strong analytical skills and ability to work independently on complex projects
  • Experience in preparing management reports and presentations
  • Familiarity with AI and Machine Learning applications in finance
  • Understanding of fixed income pricing concepts and balance sheet management
  • Advanced knowledge of interest rate risk management practices

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