At a Glance
- Tasks: Lead optimisation strategies in liquidity and capital management for a global financial leader.
- Company: Join J.P. Morgan, a top-tier global financial services firm.
- Benefits: Competitive salary, diverse workplace, and opportunities for professional growth.
- Other info: Dynamic environment with a focus on diversity and inclusion.
- Why this job: Make a real impact in financial resource optimisation using cutting-edge technology.
- Qualifications: Bachelor's degree in Finance or related field; experience in structured financing required.
The predicted salary is between 99000 - 121000 £ per year.
Job Responsibilities
- Lead the effort within the Markets Treasury organization, focusing on creating and implementing optimization strategies in response to the firm's binding financial resource constraints.
- Drive optimization efforts across collateral management, liquidity management (LCR/NSFR/internal stress models), counterparty credit risk RWA, market risk RWA, leverage, and GSIB.
- Understand firm and legal entity-level drivers of financial resource consumption.
- Partner with relevant FICC & Equities trading desks to move collateral in ways that maximize liquidity value for the firm.
- Drive the development of optimizers, data-mining strategies, benefit trackers, and related analytics, leveraging AI tooling where possible to scale solutions and reduce time to market.
- Maintain a deep understanding of our internal liquidity methodologies, recognize inefficiencies, and champion methodology changes.
- Perform detailed reviews of our counterparty portfolios, analyzing trade structures and related documentation to identify opportunities.
- Work with third-party vendors and clearing houses to understand external product offerings and help define internal and external roadmaps.
- Stay informed on the broader competitive landscape and binding constraints faced by peer banks across regions.
Required Qualifications, Capabilities, and Skills
- Bachelor's degree in Finance, Engineering, Mathematics, or a related quantitative field.
- Extensive experience in structured financing, financing, XVA, or a financial resource optimization role.
- Prior experience structuring derivative and securities financing trades.
- Expert-level working knowledge of US financial resource topics, including liquidity (internal stress models, LCR, NSFR), Basel III, GSIB, SLR, SCB, and regulatory initial margin (NCMR/CCP).
- Strong knowledge of pricing and risk management of securities financing and derivative transactions, preferably cross-asset and with an understanding of derivative XVAs.
- Proven experience working with large amounts of data across a variety of technology stacks.
- Track record of successfully partnering with technology and quantitative research teams.
- Comfortable interacting with senior stakeholders and building buy-in for strategic initiatives.
Preferred Qualifications, Capabilities, and Skills
- Advanced degree and/or relevant certifications.
- Deep experience working with Python, SQL, Tableau, AWS, Databricks, and AI tools strongly preferred.
Markets Treasury - Liquidity and Capital Optimization - Executive Director employer: JP Morgan Chase
At J.P. Morgan, we pride ourselves on being an exceptional employer, particularly within our Global Financial Crimes Compliance team in EMEA. Our commitment to diversity and inclusion fosters a collaborative work culture where employees are empowered to grow and develop their skills in a dynamic environment. With access to comprehensive training and the opportunity to engage with a wide range of financial services, you will find meaningful and rewarding career advancement in a company that values your contributions.
We think you need these skills to ace Markets Treasury - Liquidity and Capital Optimization - Executive Director
Liquidity Management
Collateral Management
Counterparty Credit Risk
Market Risk RWA
Financial Resource Optimization
Derivatives Structuring
Securities Financing
