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Firm Description JPMorgan Chase& Co. (NYSE: JPM) is a leading global financial services firm with assetsof $2.5 trillion and operations worldwide. The Firm is a leader in investmentbanking, financial services for consumers and small businesses, commercialbanking, financial transaction processing, and asset management. A component ofthe Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions ofconsumers in the United States and many of the world's most prominentcorporate, institutional and government clients under its J.P. Morgan and Chasebrands.
CTC Description The Firm'sCorporate Treasury function and the Chief Investment Office (together referredto as "Treasury/CIO") manage the Firm's balance sheet. This includes activities such as:
Deployingthe Firm's excess liquidity
Managingthe Firm's funding and liabilities
Managingthe Firm's structural interest rate and foreign exchange risk
Managingthe Firm's liquidity risk and its regulatory compliance
Function Description CTC Risk seeks to hire a risk manager tojoin its Interest Rate Risk and FTP Risk Management (IRRM) function. Thisfunction provides risk coverage for the Firm and Line of Business interest raterisk exposure arising from the firm's traditional banking activities whichincludes the extension of loans and credit facilities, taking deposits andissuing debt (collectively referred to as 'non-trading activities'), and alsothe impact from the CIO investment securities portfolio and other related CIOand Treasury activities. This functionalso provides Risk Management Oversight on the Firm's Funds Transfer Pricing (FTP)framework - including Base FTP, Liquidity Premium and Resource Allocation.
Key responsibilities include: RiskCoverage
Primarily responsible for risk coverage for Line of business interest rate risk, Funds Transfer Pricing (FTP), and Risk Governance for IRRM team
Ongoing monitoring, forward-looking analysis and strategic risk management for key measures of Interest Rate Risk such as Basis Point Value (BPV), Earnings at Risk and Economic Stress
Perform deep-dives on relevant IRR and FTP topics to support independent risk analysis
Enhance and maintain governance over IRR assumptions, provide independent challenge of changes to assumptions
Actively contribute and participate in LOB ALCOs (where applicable), LOB risk affirmation meetings and Risk Committees
Participate in governance process for the Funds Transfer Pricing (FTP) process; including base ftp, liquidity premium, resource allocation
Continue to enhance Risk Management framework for FTP framework within CIB Treasury, with specific focus on CIB Markets business
Maintaining and update policies and procedures
Lead for IRR related obligations (OLO Program)
Lead assumptions governance, as well as ALM Forum governance
Establish and monitor limit framework at Line of business level
Support efforts in ensuring adherence to Regulatory guidance for IRR and FTP
Actively participate in RCSA, updates to DRPC and other control related items
5 years experience in Trading, Risk Management, Treasury or a Finance function
People Management experience a plus
Knowledge of standard financialconcepts, s trong analyticalskills, critical thinking, investigative problem-solving and decision makingtalents
High level of self-initiative required, including an ability to balance and execute multiple projects
Understanding of the governance and controls surrounding risk monitoring
Demonstrated effectiveness working independently and in multi-disciplinary teams. Organized and able to execute responsibilities with minimal supervision
Excellent oral and written communication skills with ability to prepare executive level presentations
Demonstrated ability to work effectively across different businesses and functional areas
Understanding of Balance Sheetmanagement, Interest Rate Risk, Funds Transfer Pricing; or Capital Marketstrading environment exposure a strong plus.