Treasury IRRBB, FTP & Automation- Senior Associate
J.P. Morgan
Join a team at the center of how the Commercial & Investment Bank (CIB) steers its balance sheet and pricing decisions. You’ll tackle high‑impact problems in interest rate risk and funds transfer pricing that inform senior leadership across regions. Your work will turn complex data into clear insights, elevate our IRRBB and FTP frameworks, and influence outcomes for Payments and Securities Services. Bring your analytical rigor, curiosity, and automation mindset—we’ll empower you with responsibility from day one. Grow your impact while partnering across Treasury, Risk, and Quant teams.
As a Treasury Banking Associate in CIB Treasury Banking, you partner with us to enhance IRRBB and FTP capabilities that guide the CIB’s balance sheet and liquidity strategy. You translate data into decision‑ready insights, strengthen risk frameworks, and build tools that improve transparency and speed. You collaborate across Corporate Treasury, Risk, Quantitative Research, and lines of business to refine methodologies and drive consistent, well‑governed outcomes. Together, we advance controls, accelerate automation, and deliver results for stakeholders across regions.
Job responsibilities
- Drive daily IRRBB risk reviews and validate deposit interest rate risk modeling assumptions.
- Enhance the IRRBB framework by building reports, dashboards, and tools that elevate risk analysis and transparency.
- Partner across CIB Treasury, Corporate Treasury, Risk, Quant Research, and deposit businesses to inform model assumptions and development.
- Develop and refine FTP methodologies, including curve calibrations, liquidity premiums, and behavioral assumptions.
- Produce ad hoc analytics and executive‑ready materials that support strategic FTP planning and senior decisions.
- Respond to FTP queries from LOBs and Treasury/ Chief Investment Office (TCIO) partners across Asia, EMEA, and LATAM with clear, actionable insights.
- Build and maintain quantitative analyses and tools that surface business insights and support decisioning.
- Own BAU processes, manage ad hoc requests, and support senior analytics team members to meet timelines and quality standards.
- Design approaches for non‑standard balance treatments to ensure accurate outcomes in IRR reporting and FTP.
- Strengthen governance through thorough documentation, clear procedures, and a strong control mindset.
- Support internal audit, model governance, and regulatory inquiries with timely, well‑evidenced responses.
Required qualifications, capabilities, and skills
- Proven experience designing or implementing automation for analytics, reporting, or BAU processes (e.g., Excel/VBA, Python, or workflow tools).
- Basic Python skills or a demonstrated willingness and ability to learn quickly.
- Strong analytical and problem‑solving skills with the ability to work with data, interpret results, and draw defensible conclusions.
- Effective communicator who can present complex topics clearly to varied audiences.
- High attention to detail with a control mindset and focus on reproducibility and documentation.
- Bachelor’s degree required; Finance, Economics
- Ability to prioritize, rapidly prototype solutions, manage multiple tasks, and drive projects to completion in a fast‑paced environment.
- Collaborative teammate who also works independently and exercises sound judgment on when to escalate.
- Proficiency in Excel, PowerPoint, and Word; experience with Access
- Familiarity with balance sheet, liquidity, and interest rate risk concepts.
Preferred qualifications, capabilities, and skills
- Hands‑on experience with IRRBB and/or deposit liquidity modeling concepts.
- Exposure to FTP frameworks, including curve construction, liquidity premium allocation, and SVA analysis.
- Working knowledge of liquidity risk, balance sheet analytics, and regulatory requirements relevant to banking books.
- Experience building dashboards or analytics in BI platforms (e.g., Tableau) or Python data stacks (pandas, Plotly).
- Experience partnering with Treasury, Risk, or Quant teams on model development or assumption setting.
- Understanding of accounting concepts related to interest rate risk and balance sheet treatment.
- Experience supporting audits, model governance, or regulatory requests with complete and well‑structured documentation.
J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.
Help shape Commercial & Investment Bank Treasury’s IRRBB and FTP strategy—build analytics, enhance frameworks, and guide balance sheet decisions globally.
