Job
Description
The Commercial & Investment Bank (CIB) Treasury plays a critical role within CIB Finance and Business Management. It is tasked with managing the liquidity, balance sheet, and capital positions of the investment banking businesses. The team also establishes a transparent and market-based funds transfer pricing policy, and develops methodologies and metrics to enhance the leverage, capital, collateral, and liquidity risk management capabilities of the Commercial and Investment bank. Additionally, CIB Treasury collaborates extensively with Corporate Treasury to develop stress assumptions, contribute to the resolution plan submission, produce liquidity risk metrics and analysis including intraday aspects, manage CIB balance sheet and leverage ratios, and consolidate management and regulatory reporting. As a Treasury Liquidity Analytics Associate within the Corporate and Investment Bank Treasury team, your main responsibility will be to implement stress methodology into liquidity reporting. You will work closely with various stakeholders including Liquidity Risk Technology, Regional Treasury teams, Corporate Treasury, Liquidity Risk Management, and Product groups to define solutions, design technical frameworks, and ensure successful delivery to production. This role demands resourcefulness and strong cross-functional collaboration skills as you will engage with multiple teams across the firm. The position offers exposure and responsibility across different management levels, providing an excellent opportunity for individuals interested in gaining a strategic perspective on the Corporate and Investment Bank's activities, with a specific focus on capital markets, liquidity risk management, and funding. Your key responsibilities will include collaborating with Product, Risk, and technology partners to design and deliver key stress methodology items into liquidity reporting, partnering with Liquidity Risk Infrastructure (LRI) technology to develop enhanced liquidity risk management capabilities, acting as a subject matter expert (SME) responsible for writing scope and detailed business requirements documents, providing expertise and governance on the Internal JPM Stress Framework and US LCR, 6G, NSFR, and working closely with various teams to ensure liquidity stress methodology aligns with the liquidity requirements of the CIB markets businesses. Required qualifications, skills, and capabilities for this role include working knowledge of Investment Bank products such as derivatives, prime brokerage, secured funding, financial theory, and accounting principles. Excellent written and verbal communication skills, a proven track record of partnership and project delivery, proficiency in Excel and PowerPoint, strong analytical skills, critical thinking, problem-solving ability, hands-on team player, ability to work independently or collaboratively, multitasking capabilities, working well under pressure, commitment to deliver under tight deadlines, strong process and control mindset, and attention to detail. Preferred qualifications include knowledge of funding, liquidity, and regulatory developments in the treasury space (e.g., LCR, NSFR), as well as familiarity with Tableau and Alteryx.,