Corporate Treasury CIO – Assets Liability Management Research & Strategy – Data and Analytics Solutions Research – Associate
Company Name:-
JPMorgan Chase Bank, N.A.
Job Location:-
New York, NY
Job Summary:-
Job detailsJob TypeFull-timeFull Job DescriptionJ.
P.
Morgan Chase & Co.
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.
Treasury and Chief Investment Office (T/CIO) is responsible for the management of the firm’s interest rate, liquidity, capital and foreign risk.
In particular, T/CIO directly manages a securities investment portfolio (~$600B), the firm’s cash positions (~$500B) and short- and long-term funding (~$300B).
T/CIO ALM R&S – Data and Analytics Solutions Research Associate:
The Assets Liability Management Research & Strategy (ALM R&S) within T/CIO coordinates the firm’s interest rates risk management framework, industry leading research on deposits and money flow, the firm-wide balance sheet optimization effort.
Role Description:Design, develop, and support analytical tools for valuation of rates products such as cash and derivatives.
Collect user requirements from portfolio managers and strategists.
Advise internal colleagues on the use of resulting models and systems across multiple lines of business, including training new users and hosting informational teaching sessions on the use of analytical tool kits and internal quantitative models
Responsible for full analytical model lifecycle, from design to end-product delivery.
Assess complexity of assigned development projects, research resources to complete the projects, be able to quickly prototype or fail as to select the suitable technology stack for development solutions.
Liaise with portfolio managers, research analysts and technologists to build both ad-hoc and systematic tools for large datasets analytics
Apply modern data science and Machine Learning (ML) techniques to ML-focused business initiatives.
Explore and incorporate alternative data sources to complement existing conventional analytical practices.
Design and build Natural Language Processing (NLP) framework that develop business insights from the alternative datasets to faciliate management’s decision-making.
Research and protoype the application of other modern ML techniques into relevant business use within the finance/banking industry.
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