Balance Sheet Optimization Senior Engineer

2 months ago


Brooklyn, New York, United States JPMorganChase Full time

Job Description
JPMorgan Chase & Co.'s Treasury and Chief Investment Office (TCIO) is in charge of firmwide asset and liability management (ALM) for a leading global financial institution. The TCIO manages the Firm's interest rate risk exposure, liquidity, capital positions, and a global investment securities portfolio. The TCIO Research Executive Director will spearhead the team's engineering efforts, developing analytics and conducting research to shape the Firm's strategy in various aspects of bank balance sheet management..
As a Balance Sheet Optimization Senior Engineer - Executive Director within the TCIO Research group, you will be at the forefront of systematically enhancing our balance sheet optimizer application. This position enables you to assist senior management in shaping the Firm's balance sheet strategy, thereby making a substantial contribution to one of the world's leading global financial institutions. Your expertise and leadership are highly valued in this role as we continuously aim to refine our processes and strategies.
Job responsibilities

  • Lead the systematic enhancement of a balance sheet optimizer application
  • Architect and develop a comprehensive software solution that integrates advanced data engineering practices to streamline and enhance data processing, ensuring convenience to users, scalability, maintainability, and high performance
  • Serve as the primary technical authority, driving decisions on software architecture and data models
  • Building effective partnerships within TCIO and across LOB corporate treasury teams to further improve upstream analytics processes which feed the Optimizer model and explore opportunities to leverage the Optimizer to support our business partners' balance sheet strategy efforts
  • Undertake quantitative research efforts on multiple investment portfolio strategy topics, such as optimal asset allocation strategy and portfolio diversification
  • Summarize complex research takeaways in presentable form and communicate to senior management

Required qualifications, capabilities and skills

  • Extensive experience as a software engineer is required
  • Strong python programming skills (e.g., analytic libraries [pandas, numpy, matplotlib, etc.] and concurrency / parallel programming [multiprocessing, dask, etc.])
  • Extensive experience in Fixed Income research and strategy, and/or Bank balance sheet management
  • Strong communication skills (both verbal and written), ability to prepare high quality PowerPoint presentations and to communicate findings to a non-technical audience
  • Demonstrated ability to build partnerships across the organization, strong leadership skills
  • The candidate must be a self-starter who is able to independently work in a fast paced, results driven environment
  • Strong academic background with a Ph.D. or an M.S. in engineering, mathematics, physics, economics or any other quantitative or technical background, with a strong interest in finance and banking

About Us
JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location. For those in eligible roles, we offer discretionary incentive compensation which may be awarded in recognition of firm performance and individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.
JPMorgan Chase is an Equal Opportunity Employer, including Disability/Veterans
About the Team
Our professionals in our Corporate Functions cover a diverse range of areas from finance and risk to human resources and marketing. Our corporate teams are an essential part of our company, ensuring that we're setting our businesses, clients, customers and employees up for success.



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