Markets Treasury - Liquidity and Capital Optimization - Executive Director

JPMorgan Chase JPMorgan Chase · Banking · LONDON, LONDON, United Kingdom · Commercial & Investment Bank

This role focuses on financial resource optimization within Markets Treasury, driving strategies for collateral and liquidity management, counterparty credit risk, and market risk. It involves developing optimizers and analytics, leveraging AI tooling to scale solutions, and partnering with technology and quantitative research teams. The role requires extensive experience in structured financing and financial resource optimization, with a strong understanding of US financial regulations and risk management.

What you'd actually do

  1. 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
  2. Drive optimization efforts across collateral management, liquidity management (LCR/NSFR/internal stress models), counterparty credit risk RWA, market risk RWA, leverage, and GSIB
  3. Understand firm and legal entity-level drivers of financial resource consumption
  4. Partner with relevant FICC & Equities trading desks to move collateral in ways that maximize liquidity value for the firm
  5. 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

Skills

Required

  • 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

Nice to have

  • Advanced degree and/or relevant certifications
  • Deep experience working with Python, SQL, Tableau, AWS, Databricks, and AI tools strongly preferred

What the JD emphasized

  • 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)