Chase · 2 months ago
Treasury/Chief Investment Office - Interest Rate Risk Associate
270 Park Ave, New York, NY, 10017, US
Full-time
Onsite
Mid Level
$135K/yr - $150K/yr
3+ years expJPMorgan Chase is a leading financial institution that provides innovative financial solutions. They are seeking an Interest Rate Risk Associate to manage the firm’s interest rate risk exposure and conduct analyses to provide insights for senior management.
BankingFinancial Services
Responsibilities
Monitor and manage interest rate risk (IRR) in the banking book, including key metrics such as 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 intuitions for management reports and presentations
Integrate new technologies, including AI, Python, and Databricks, into risk management workflows
Provide analytical support for IRR management strategies, modeling assumptions, and connectivity to related risks (Liquidity and Capital Risk)
Independently assess IRR strategies and changes to modeling assumptions, including deposits and mortgages
Stay informed on market trends and macroeconomic environments to guide the firm through complex ALM and regulatory challenges
Collaborate with IRR coverage teams across lines of business and global legal entities (EMEA and APAC)
Support the evolution of risk practices and contribute to the development of best-in-class methodologies
Ensure compliance with regulatory requirements and internal risk limits
Communicate complex concepts clearly to both technical and non-technical stakeholders
Qualification
Required
Minimum 3+ year of experience in Trading, Risk Management, Treasury, or 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, with ability to articulate complex concepts for management
Strong analytical skills and high level of self-initiative
Ability to work effectively across different functional areas and global locales
Experience in preparing management reports and presentations
Demonstrated problem-solving skills and attention to detail
Ability to manage multiple priorities in a fast-paced environment
Commitment to continuous learning and professional development
Preferred
Understanding of fixed income pricing concepts and balance sheet management
Experience in a fixed income trading environment
Exposure to stress-testing frameworks, such as Value at Risk (VaR)
Advanced knowledge of interest rate risk management practices
Experience with regulatory compliance in ALM and Treasury functions
Familiarity with global financial markets and macroeconomic analysis
Ability to drive innovation and process improvement in risk management
Benefits
Comprehensive health care coverage
On-site health and wellness centers
A retirement savings plan
Backup childcare
Tuition reimbursement
Mental health support
Financial coaching
Company
Chase
Chase provides broad range of financial services. It is a sub-organization of JP Morgan Chase.
10001+ employees
Funding
Current Stage
Late StageLeadership Team
Mike McDonnell
Managing Director, Head of Chase Travel Platform Product
Nicole Sanchez
Managing Director, Consumer Bank, GM and Product Executive, Growth Financial Products
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