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Our professionals in our Corporate Functions cover a diverse range of areas from finance and risk to human resources and marketing. Our corporate teams are an essential part of our company, ensuring that we’re setting our businesses, clients, customers and employees up for success.
As a Treasury & Chief Investment Office - Research Analyst, Senior Associate within the Portfolio and Balance Sheet Strategy team, you will be a key member focusing on the firm’s balance sheet optimization, investment portfolio strategy, and industry surveillance around ongoing and emerging balance sheet management themes. You will work closely with other functional groups of Treasury & Chief Investment Office and collaborate with the Treasury departments of other Lines of Business.
Job Responsibilities
- 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
- Collaborate with lines of business and administer large datasets representing potential firm-wide balance sheet opportunities
- Conduct research on multiple investment portfolio strategy topics such as asset allocation strategy, portfolio performance benchmarking & securities accounting optimization
- Participate in the application of modern software engineering practices to build data and analytics infrastructure
- Build and maintain relationships with internal clients & subject matter experts
- Summarize complex research takeaways in presentable form and communicate to senior management
Required Qualifications, Skills, and Capabilities
- 2+ years of experience working for a financial institution as a quantitative researcher, developer, risk manager, or in a similar role
- Strong academic background with a Ph.D. or an M.S. in engineering, mathematics, physics, economics or another quantitative or technical discipline or equivalent work experience
- Excellent Python programming skills, including experience with Object oriented programming
- Strong mathematical & statistical knowledge, including but not limited to linear & non-linear optimization, Monte Carlo simulation, probability theory, linear regression, PCA (Principal Component Analysis), ARCH (Autoregressive Conditional Heteroskedasticity), GARCH (Generalized Autoregressive Conditional Heteroskedasticity), ARIMA (Autoregressive Integrated Moving Average), VAR (Vector Autoregression)
- Knowledge of financial valuation with focus on fixed income and options
- Strong communication and interpersonal skills with experience preparing high quality presentations and communicating quantitative findings to all levels of non-technical stakeholders
- Ability to break down complex problems into smaller, simpler sub-problems
- Willingness to dive into details and dig deep into data to find answers to challenging bank strategy questions
- You must be a self-starter who is able to work independently in a fast-paced result-oriented environment
Preferred Qualifications, Skills, and Capabilities
- Experience working for a major financial institution in a corporate treasury, fixed income research, fundamental valuation, portfolio management, or similar role would be preferred but isn’t mandatory
#LI-Hybrid
ABOUT USWe offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location. For those in eligible roles, we offer discretionary incentive compensation which may be awarded in recognition of firm performance and individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.
JPMorgan Chase is an Equal Opportunity Employer, including Disability/Veterans
ABOUT THE TEAM
Our professionals in our Corporate Functions cover a diverse range of areas from finance and risk to human resources and marketing. Our corporate teams are an essential part of our company, ensuring that we’re setting our businesses, clients, customers and employees up for success.
