JP Morgan Chase - Analyst - Quant Development - Strategic Interest Rate Risk Management

Analyst Quant Development - Strategic interest rate risk management

CTC Risk seeks to hire a risk manager to join its Interest Rate Risk and FTP Risk Management (IRRM) function.

Risk Coverage :

- Primarily responsible for risk coverage for firmwide interest rate risk including DoE, EVS, EaR 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

Technical skills :

- Strong academic background with bachelor's degree in engineering, econometric or other quantitative background. Master's degree in mathematics/statistics or financial engineering is also preferred.

- 1 or 2 years of experience in Quantitative Finance/Modeling, Risk Management, Treasury or Finance function

- Strong hold on statistical concepts, regression models, and standard financial concepts

- Strong understanding and practice of fixed income products and valuation, risk modeling

- Hands-on experience with programming language like Python and knowledge of Machine Learning is a plus

- Understanding of Balance Sheet management, Interest Rate Risk, Funds Transfer Pricing; or Capital Markets trading environment exposure is a strong added advantage

- Understanding of the governance and controls surrounding risk monitoring is a plus

Other skills :

- Excellent oral and written communication skills to interact with global team and stakeholders including CROs, Treasurers

- Demonstrated ability to work effectively across different businesses and functional areas, and ability to prepare executive level presentations

- Demonstrated effectiveness working independently and in multi-disciplinary team

- Organized and able to execute responsibilities with minimal supervision