CTC (CIO, Treasury & Corporate) Risk Interest Rate Risk Management - Associate

Compensation

: $205,500.00 - $205,500.00 /year *

Employment Type

: Full-Time

Industry

: Executive Management



CTC (CIO, Treasury & Corporate)
Risk Interest Rate Risk Management (VP)

Firm Description
JPMorgan Chase
& Co. (NYSE: JPM) is a leading global financial services firm with assets
of $2.5 trillion and operations worldwide. The Firm is a leader in investment
banking, financial services for consumers and small businesses, commercial
banking, financial transaction processing, and asset management. A component of
the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of
consumers in the United States and many of the world's most prominent
corporate, institutional and government clients under its J.P. Morgan and Chase
brands.

CTC Description
The Firm s
Corporate Treasury function and the Chief Investment Office (together referred
to as Treasury/CIO ) manage the Firm s balance sheet. This includes activities such as:
Deploying
the Firm s excess liquidityManaging
the Firm s funding and liabilitiesManaging
the Firm s structural interest rate and foreign exchange risk Managing
the Firm s liquidity risk and its regulatory compliance

Function Description
CTC Risk seeks to hire a risk manager to
join its Interest Rate Risk and FTP Risk Management (IRRM) function. This
function provides risk coverage for the Firm and Line of Business interest rate
risk exposure arising from the firm s traditional banking activities which
includes the extension of loans and credit facilities, taking deposits and
issuing debt (collectively referred to as non-trading activities ), and also
the impact from the CIO investment securities portfolio and other related CIO
and Treasury activities. This function
also provides Risk Management Oversight on the Firm s Funds Transfer Pricing (FTP)
framework including Base FTP, Liquidity Premium and Resource Allocation.

Key responsibilities include:
Risk
Coverage
Primarily
responsible for risk coverage for Line of business interest rate risk, Funds
Transfer Pricing (FTP), 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
Participate in governance process
for the Funds Transfer Pricing (FTP) process; including base ftp,
liquidity premium, resource allocation
Continue to enhance Risk
Management framework for FTP framework within CIB Treasury, with specific
focus on CIB Markets business
Risk Governance
Maintaining
and update policies and procedures
Lead
for IRR related obligations (OLO Program)
Lead
assumptions governance, as well as ALM Forum governance
Establish and monitor limit
framework at Line of business level
Support efforts in ensuring
adherence to Regulatory guidance for IRR and FTP
Actively participate in RCSA,
updates to DRPC and other control related items

Qualifications
5+ years experience in Trading, Risk
Management, Treasury or a Finance function
People Management experience a
plus
Knowledge of standard financial
concepts, strong analytical
skills, critical thinking, investigative problem-solving and decision making
talents
High level of self-initiative
required, including an ability to balance and execute multiple projects
Understanding of the governance
and controls surrounding risk monitoring
Demonstrated effectiveness
working independently and in multi-disciplinary teams. Organized and able
to execute responsibilities with minimal supervision
Excellent oral and written
communication skills with ability to prepare executive level presentations
Demonstrated ability to work
effectively across different businesses and functional areas
Understanding of Balance Sheet
management, Interest Rate Risk, Funds Transfer Pricing; or Capital Markets
trading environment exposure a strong plus.
Associated topics: chief program officer, cpo, manage, manager, management, monitor, product manager, project manager, relationship manager, task * The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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