Markets Treasury - Liquidity and Capital Optimization - Vice President

Are you ready to make a meaningful impact in financial resource optimization? This is an exciting opportunity to join the Markets Treasury team, where you will work on the optimization of financial resources across balance sheet, liquidity, leverage, and capital. Your expertise will drive innovation and shape strategic outcomes. You’ll benefit from career growth, skill development, and the opportunity to collaborate with talented colleagues across the firm.

At JPMorgan

Chase, we empower you to thrive and contribute to ambitious, high-impact initiatives.

As a Vice President on the Markets Treasury Optimization team, you will be responsible for delivering our optimization strategy and delivering results. You will develop a deep understanding of the regulatory environment, the drivers of financial resource usage, and binding constraints to surface new opportunities for optimization. Partnering closely with key stakeholders across the firm, you will help drive an ambitious, high-impact agenda.

Job Responsibilities Help drive the agenda 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), counter party credit risk RWA, market risk RWA, leverage, and GSIBUnderstand 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 counter party 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

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, cross-asset and with an understanding of derivative XVAsProven experience working with large amounts of data across a variety of technology stacks

Track record of successfully partnering with technology and quantitative research teams

Preferred Qualifications , Capabilities, and Skills Advanced degree and/or relevant certifications

Deep experience working with Python, SQL, Tableau, AWS, Databricks, and AI tools strongly preferredJ.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 first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
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