Treasury And Chief Investment Office - Portfolio & Balance Sheet Strategy - Executive Director

JobID: 210513536

Category: Portfolio Management

JobSchedule: Full time

Posted Date: 2024-04-26T21:08:54+00:00

JobShift: Day

Base Pay/Salary: New York,NY $200,000.00-$350,000.00

Treasury and Chief Investment Office (TCIO) at JPMorgan Chase & Co. is responsible for firmwide asset and liability management (ALM) for one of the world's largest global financial institutions, with more than $3.9T in assets and liabilities. As part of its ALM mandate, TCIO is responsible for managing Firm's interest rate risk exposure, liquidity and capital positions. TCIO accomplishes this by managing ~$600B global investment securities portfolio, ~$600B debt / capital and ~$600B cash and equivalents. TCIO also influences the activities of the Firm's Lines of Business (LOBs) through an internal transfer pricing and capital allocation mechanisms.

Portfolio and Balance Sheet Strategy (PBSS) team within the TCIO Research group focuses on developing quantitative frameworks for risk positioning and resource allocation decisions. This includes Firm's balance sheet optimization, investment portfolio strategy and banking industry surveillance. Analysis by PBSSs periodically feeds discussions at the Firm's Asset and Liability management committee (ALCO), Treasurer committee and other senior management forums.

TCIO Research Executive Director will lead the engineering efforts of the team by develop analytics and conducting research to contribute towards formulation of the Firm's strategy in various aspects of bank balance sheet management.

Job responsibilities

• Lead the systematic enhancement of a balance sheet optimizer application used to support senior management in formulating Firm's balance sheet strategy

• Architect and develop a comprehensive software solution that integrates advanced data engineering practices to streamline and enhance data processing, ensuring convenience to users, scalability, maintainability, and high performance

• Serve as the primary technical authority, driving decisions on software architecture and data models

• Building effective partnerships within TCIO and across LOB corporate treasury teams to further improve upstream analytics processes which feed the Optimizer model and explore opportunities to leverage the Optimizer to support our business partners' balance sheet strategy efforts

• Undertake quantitative research efforts on multiple investment portfolio strategy topics, such as optimal asset allocation strategy and portfolio diversification

• Summarize complex research takeaways in presentable form and communicate to senior management

Required qualifications, capabilities and skills

• Strong python programming skills (e.g., analytic libraries [pandas, numpy, matplotlib, etc.] and concurrency / parallel programming [multiprocessing, dask, etc.])

• Extensive experience in Fixed Income research and strategy, and/or Bank balance sheet management

• Strong communication skills (both verbal and written), ability to prepare high quality PowerPoint presentations and to communicate findings to a non-technical audience

• Demonstrated ability to build partnerships across the organization, strong leadership skills

• Willingness to dive into details and dig deep into data to find answers to challenging questions

• The candidate must be a self-starter who is able to independently work in a fast paced, results driven environment

• Strong academic background with a Ph.D. or an M.S. in engineering, mathematics, physics, economics or any other quantitative or technical background, with a strong interest in finance and banking

• Strong Microsoft Office skills (Excel / VBA, Powerpoint)

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