Senior Associate Quant Interest Rate Risk
JPMorgan Chase
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This listing doesn't post a salary. Most similar roles pay $138,275–$206,250.
Based on 239 similar postings.
Employer
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
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.
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