CIB – Treasury – Quantitative Modeling Lead (Vice President)

Company Details

J.P. Morgan’s Corporate & Investment Bank (“CIB”) is a global leader across banking, markets and investor services. The world’s most important corporations, governments, and institutions entrust us with their business in more than 100 countries. With $31+ trillion of assets under custody and $700+ billion in deposits, the Corporate & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.

The CIB Treasury group is a critical function within CIB Finance & Business Management. It is responsible for managing the liquidity, balance sheet, and capital positions of the investment banking businesses, establishing transparent and market-based funds transfer pricing policy, and developing methodologies and metrics to improve the leverage, capital, collateral and liquidity risk management capabilities of the Corporate and Investment Bank.

The Quantitative Modeling Team, a unit within CIB Treasury, has a broad mandate spanning liquidity policy, capital stress testing, and quantitative modelling. The Group partners with senior finance leadership to analyze and manage the liquidity and capital positions of the J.P. Morgan’s investment banking businesses.

In support of this goal, the Quantitative Modeling Team¸ develops decision-support tools for senior management along with value-adding analytics to streamline initiatives related to capital and liquidity management. Indicative projects have dealt with optimization, machine learning, time-series forecasting, along with the development of web-based analytics.

The Quantitative Modelling team is looking for a high-performing Vice President to spearhead a broad array of initiatives related to capital and liquidity management. To facilitate intra-group partnership and better serve the CIB’s global stakeholders, this role is based in Brooklyn, NY, USA, reports to CIB Treasury’s Quantitative Modeling Director based in London United Kingdom, and has accountability to the CIB Treasury’s Head of Banking Analytics based in Brooklyn, NY, USA .

The ideal candidate should have demonstrated skill in developing complex and quantitative analytics, both individually and leading teams, be able to cultivate partnership across groups and identify new business opportunities and feel comfortable operating in a fast-based and dynamic environment. Strong interpersonal, organizational and, communication skills are essential; the candidate is expected to lead discussions, set business priorities, and build consensus with senior stakeholders.

Responsibilities:

  • Contribute to an entrepreneurial team in performing in-depth data analysis, using statistical and machine learning techniques, to pragmatically build predictive and explanatory models
  • Proactively identify and translate business challenges related to capital and liquidity management into quantitative analyses and user-friendly tools for use by a broad audience
  • Work independently and collaboratively to establish close partnerships with peers across CIB Treasury, the greater CIB organization, and Corporate Treasury / CIO
  • Effectively communicate and describe complex analyses, concepts, and tools to senior stakeholders both inside and outside of CIB Treasury in a clear and concise manner
  • Mentor and train junior team-members to disseminate processes and institutional knowledge; participate on the ongoing process improvements, optimization, and rationalization efforts


Qualifications:

The preferred candidate will be dynamic and intellectually curious and have a demonstrated track record of delivering insightful analysis both individually and as part of a team.

Additional sought qualifications follow:

  • University degree in a highly quantitative discipline (e.g., statistics, mathematics, computer science, economics, engineering)
  • Proven experience programming in R or Python, or any other statistical programming language; development of web-based analytics and applications (e.g., R-Shiny) is desirable
  • Strong interpersonal and communication (verbal and written) skills are essential. Imperative to present information in a clear and concise manner to a wide variety of audiences
  • Passionate about tackling difficult questions, conducting data analysis, and crafting a cohesive story from results
  • Experience collecting, aggregating, and curating structured and unstructured datasets from various sources
  • Strong problem-solving skills along with statistical and economic intuition; preferably experience with machine learning and other advanced statistical concepts
  • Must be versatile, able to work effectively independently, leading, or as contributor to a team, on multiple projects simultaneously
  • Self-starter, able to organize, and execute responsibilities with limited supervision, taking ownership of tasks at hand.
  • Ability to work under pressure, rapidly prototype solutions, prioritize multiple tasks and bring projects to completion


About J.P. Morgan’s Corporate & Investment Bank:

J.P. Morgan’s Corporate & Investment Bank is a global leader across banking, markets and investor services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. With $31+ trillion of assets under custody and $700+ billion in deposits, the Corporate & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world. Further information about J.P. Morgan is available at www.jpmorgan.com .

JPMorgan Chase & Co. offers an exceptional benefits program and a highly competitive compensation package. JPMorgan Chase & Co. is an Equal Opportunity Employer.

JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

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. In accordance with applicable law, we make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as any mental health or physical disability needs.

The health and safety of our colleagues, candidates, clients and communities has been a top priority in light of the COVID-19 pandemic. JPMorgan Chase was awarded the “WELL Health-Safety Rating” for all of our 6,200 locations globally based on our operational policies, maintenance protocols, stakeholder engagement and emergency plans to address a post-COVID-19 environment.

As a part of our commitment to health and safety, we have implemented various COVID-related health and safety requirements for our workforce. Employees are expected to follow the Firm’s current COVID-19 or other infectious disease health and safety requirements, including local requirements. Requirements include sharing information including your vaccine card in the firm’s vaccine record tool, and may include mask wearing. Requirements may change in the future with the evolving public health landscape. JPMorgan Chase will consider accommodation requests as required by applicable law.

Equal Opportunity Employer/Disability/Veterans

To apply for this job please visit www.indeed.com.