Treasury IRRBB, FTP & Automation Associate

Responsibilities

• Drive daily IRRBB risk reviews and validate deposit interest rate risk modeling assumptions.
• Enhance the IRRBB framework by building reports, dashboards, and tools to improve transparency.
• Develop and refine FTP methodologies, including curve calibrations, liquidity premiums, and behavioral assumptions.
• Produce ad hoc analytics and executive-ready materials to support strategic FTP planning and senior decisions.
• Partner with CIB Treasury, Risk, and Quantitative Research teams to inform model assumptions and development.
• Build and maintain quantitative tools that surface business insights and support decision-making.
• Strengthen governance through thorough documentation, clear procedures, and a strong control mindset.

Requirements

• Bachelor’s degree in Finance, Economics, or a related field.
• Proven experience designing or implementing automation for analytics or reporting (e.g., Excel/VBA, Python).
• Strong analytical and problem-solving skills with the ability to interpret complex data.
• Proficiency in Excel, PowerPoint, and Word.
• Familiarity with balance sheet, liquidity, and interest rate risk concepts.
• Effective communication skills with the ability to present complex topics to varied audiences.

Preferred Qualifications

• Hands-on experience with IRRBB and/or deposit liquidity modeling concepts.
• Exposure to FTP frameworks, including curve construction and liquidity premium allocation.
• Experience building dashboards in BI platforms (e.g., Tableau) or Python data stacks (pandas, Plotly).
• Working knowledge of liquidity risk and regulatory requirements relevant to banking books.
• Experience partnering with Treasury, Risk, or Quant teams on model development.

About the Company

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals, and institutional investors. Our Commercial & Investment Bank is a global leader across banking, markets, securities services, and payments, providing strategic advice and managing risk in more than 100 countries.