Step into a pivotal role as an Associate within the Treasury and Chief Investment Office (TCIO), where your expertise will drive the execution of regional regulatory interest rate risk and funds transfer pricing (FTP). This is your chance to immerse yourself in the dynamic world of interest rate risk management, gaining unparalleled insights and making a significant impact within a leading global financial institution. 

 

As a Treasury Interest Rate Risk Reporting Associate within the Treasury and the Chief Investment Office (TCIO) you will be responsible for execution of regional regulatory interest rate risk and funds transfer pricing (FTP)  within internal JPM platforms. You will have a unique opportunity to learn interest rate risk management concepts and reporting within an institution with extensive banking with significant impact to the process than will be delivered from your end. Your main duties will refer to execution, preliminary review and delivery of the reports to stakeholders, address their feedback and look for their sign-off. While executing this, you will collaborate within a Global Team located in Warsaw, Frankfurt, London and Delaware. You will as well closely work with change Team and support adjusting your book of work to infrastructure and regulatory change agenda.

Job Responsibilities:

Execute EMEA regulatory interest rate risk reporting using internal JPM platforms, ensuring accuracy and timeliness in report generation.Conduct preliminary reviews of interest rate risk reports, identifying discrepancies, adjusting and ensuring data integrity before delivery to stakeholders.Perform EMEA based FTP controls, reporting and analyticsCollaborate with global teams in Frankfurt, London, and Delaware to ensure consistency and alignment in interest rate risk reporting processes, maintaining efficient communication to facilitate seamless coordination and information sharing.Address stakeholder feedback on reports, making necessary adjustments and seeking their sign-off to ensure compliance and satisfaction.Work with Treasury and Line of Businesses (LOBs) to address FTP data quality issues, and updates to funding rate rule and reference data mappingsWork closely with the Change, Treasury and Risk Teams to adapt reporting processes to align with infrastructure and regulatory changes, ensuring seamless integration.

Required qualifications, capabilities, and skills:

A minimum of 4 years’ experience in the financial services industry preferable within the interest rate/liquidity change area of financial institutions.Knowledge of interest rate risk management techniques.Knowledge of global interest rate risk reporting regulations.Strong analytic, creative thinking and problem-solving skills, aptitude to work with numbers, attention to details.Able to prioritize book of work having conflicting demands.Experience in usage of escalate techniques when needed.Basic level of SQL syntax ie. Microsoft SQL Server.Excellent MS Excel skills to be able to work & analyze large data sets using pivots and excel inbuilt functions.        

Preferred qualifications, capabilities, and skills:

Basic knowledge of Python would be a plus.Bachelor’s degree required (Engineering, Finance or Business degree preferable).