DescriptionJPMorgan 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 Lead Software Engineer 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
- 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
- Lead the systematic enhancement of a balance sheet optimizer application
- 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 required (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
