At a Glance
- Tasks: Lead optimisation strategies in liquidity and capital management for a top-tier financial firm.
- Company: Join a leading global bank with a focus on innovation and collaboration.
- Benefits: Attractive salary, comprehensive benefits, and opportunities for professional growth.
- Other info: Dynamic work environment with opportunities to collaborate with senior stakeholders.
- Why this job: Make a significant impact on financial resource optimisation using cutting-edge technology.
- Qualifications: Bachelor's degree in Finance or related field; experience in financial optimisation roles required.
The predicted salary is between 100000 - 150000 £ 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 in London employer: Jpmorgan Chase & Co.
As a leading employer in the financial services sector, our company offers an exceptional work environment that fosters innovation and collaboration. Located in a vibrant financial hub, we provide our employees with extensive growth opportunities, competitive benefits, and a culture that values diversity and inclusion. Join us to be part of a forward-thinking team that leverages cutting-edge technology and analytics to drive impactful financial strategies.
We think you need these skills to ace Markets Treasury - Liquidity and Capital Optimization - Executive Director in London
Liquidity Management
Collateral Management
Counterparty Credit Risk
Market Risk RWA
Financial Resource Optimization
Data Analysis
AI Tooling
