Specialized Risk Associate, Structural Interest Rate Risk

JPMorgan Chase

Confirmed live yesterday High trust

Quick summary

Work type
On-site
Location
New York, NY
Posted
18 days ago
Freshness
Confirmed live yesterday

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Salary context

How this pay compares to similar roles

Similar $172k
$128k most similar roles pay here $215k

This listing doesn't post a salary. Most similar roles pay $138,275–$206,250.

Based on 239 similar postings.

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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 1117 open roles on FindRole.

Listed pay typically runs $186,160–$215,000 across 7 roles with salary data.

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At a glance

TL;DR · Specialized Risk Associate, Structural Interest Rate Risk

As a Risk Management - Specialized Risk Associate (Structural Interest Rate Risk) within the Treasury and Chief Investment Office, you will manage interest rate risk exposure arising from core banking activities and investment portfolios. You will perform deep-dive analyses, develop market scenarios, and provide actionable insights for senior management regarding earnings at risk, duration of equity, and economic value of equity. Your daily work involves monitoring risks in the banking book, assessing modeling assumptions for deposits and mortgages, and ensuring compliance with regulatory requirements. To achieve these goals, you will utilize Python, SQL, Databricks, and AI technologies to integrate advanced tools into risk management workflows. You will collaborate across global teams to address complex asset liability management challenges while communicating technical findings to diverse stakeholders in a fast-paced environment focused on fixed income pricing and stress-testing frameworks.

What you'll do

  • Monitor and manage interest rate risk metrics including Earnings at Risk, Duration of Equity, and Economic Value of Equity.
  • Conduct deep-dive analyses and market scenario assessments to identify emerging risks and blind spots.
  • Summarize analytical findings and insights for senior management reports and presentations.
  • Integrate advanced technologies like AI, Python, and Databricks into risk management workflows.
  • Provide analytical support for interest rate risk management strategies and modeling assumptions.
  • Independently assess risk strategies and changes to modeling assumptions for deposits and mortgages.
  • Monitor market trends and macroeconomic environments to navigate complex regulatory and ALM challenges.
  • Communicate complex technical concepts clearly to both technical and non-technical stakeholders.

What we're looking for

  • 3+ years of experience in Trading, Risk Management, Treasury, or a Finance function.
  • Proficiency in Python, SQL, or similar programming languages.
  • Familiarity with AI and Machine Learning applications in financial analysis.
  • Excellent oral and written communication skills to articulate complex concepts for management.
  • Strong analytical skills, problem-solving abilities, and high level of self-initiative.
  • Experience preparing management reports and presentations.
  • Understanding of fixed income pricing concepts and balance sheet management (preferred).
  • Exposure to stress-testing frameworks like Value at Risk or advanced interest rate risk management practices (preferred).

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