Risk Management - Specialized Risk Associate (Structural Interest Rate Risk)

Job description

Join JPMorgan Chase's Risk Management and Compliance team, where your expertise helps safeguard the firm's financial strength and resilience. Within the Interest Rate Risk Team, you'll be at the forefront of identifying and managing risks that impact our business, customers, and communities. We foster a culture of innovation, challenging the status quo, and striving for best-in-class risk practices. Your analytical skills and forward-thinking approach will help shape the future of our Treasury and Chief Investment Office. Make a meaningful impact by leveraging technology and market insights to navigate a complex regulatory landscape. As an Interest Rate Risk Associate in the Treasury and Chief Investment Office (CIO) team, you will play a critical role in managing the firm's interest rate risk exposure arising from core banking activities and investment portfolios. You will have the opportunity to conduct deep-dive analyses, develop market scenarios, and provide actionable insights for senior management. This role will offer you a unique opportunity to collaborate across global teams, integrate advanced technologies into risk management workflows, and contribute to the evolution of risk practices at one of the world's leading financial institutions. You will play a critical role in managing the firm's interest rate risk exposure arising from core banking activities and investment portfolios as well as have the opportunity to conduct deep-dive analyses, develop market scenarios, and provide actionable insights for senior management. This role will offer you a unique opportunity to collaborate across global teams, integrate advanced technologies into risk management workflows, and contribute to the evolution of risk practices at one of the world's leading financial institutions. Job 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 EquityConduct deep-dive analyses and market scenario assessments to identify emerging risks and blind spotsSummarize analytical findings and intuitions for management reports and presentationsIntegrate new technologies, including AI, Python, and Databricks, into risk management workflowsProvide 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 mortgagesStay informed on market trends and macroeconomic environments to guide the firm through complex ALM and regulatory challengesCollaborate 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 methodologiesEnsure compliance with regulatory requirements and internal risk limitsCommunicate complex concepts clearly to both technical and non-technical stakeholders Required Qualifications, Capabilities and Skills 3+ year of experience in Trading, Risk Management, Treasury, or Finance functionProficiency in Python, SQL, or similar programming languagesFamiliarity with AI and Machine Learning applications in financial analysisExcellent oral and written communication skills, with ability to articulate complex concepts for managementStrong analytical skills and high level of self-initiativeAbility to work effectively across different functional areas and global localesExperience in preparing management reports and presentationsDemonstrated problem-solving skills and attention to detailAbility to manage multiple priorities in a fast-paced environmentCommitment to continuous learning and professional development Preferred Qualifications, Capabilities and Skills Understanding of fixed income pricing concepts and balance sheet managementExperience in a fixed income trading environmentExposure to stress-testing frameworks, such as Value at Risk (VaR)Advanced knowledge of interest rate risk management practicesExperience with regulatory compliance in ALM and Treasury functionsFamiliarity with global financial markets and macroeconomic analysisAbility to drive innovation and process improvement in risk management