Asset & Liability Management, Applied Research Engineer - Sr. Associate

The Treasury and Chief Investment Office (T/CIO) at JPMorgan Chase & Co. is responsible for firmwide asset and liability management for one of the world’s largest global financial institutions, with more than $3.6T in assets and liabilities.

Treasury and the Chief Investment Office oversees a $500B global investment securities portfolio & $600B of debt / capital, used to manage the firm’s interest rate, liquidity and currency exposures. As part of its ALM mandate, the Treasury & Chief Investment Office is responsible for managing Firm’s interest rate risk exposure, liquidity and capital position. The Treasury and Chief Investment Office also influences activities of the Firm’s lines of business through an internal transfer pricing mechanism.

As an Asset & Liability Management, Applied Research Engineer - Sr. Associate within the Portfolio and Balance Sheet Strategy (PBSS) team, you will play a key role in the ALM Research and Strategy group. You will work closely with other functional groups of Treasury/Chief Investment Office and the Treasury departments of other Lines of Business. Your primary responsibilities will include leading the systematic rebuild and optimization of a balance sheet optimizer application, architecting and developing a comprehensive software solution, and collaborating closely with stakeholders to translate business needs into technical specifications. This role provides an excellent opportunity to apply your skills in system engineering, software design, and data engineering to contribute to the firm's balance sheet optimization and investment portfolio strategy.

 

Job responsibilities

• Lead the systematic rebuild and optimization of a balance sheet optimizer application used to support senior management in formulating firm-wide strategies
• 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.
• Collaborate closely with stakeholders to translate business needs into technical specifications.
• Communicate technical plans and progress clearly to non-technical team members, ensuring a shared understanding and alignment with business goals

 

Required qualifications, capabilities, and skills

• Master’s degree in Computer Science, Engineering, or a related field, with a strong emphasis on software design and data engineering, or equivalent work experience.
• 2+ years of experience in system engineering with extensive experience in designing and building complex financial applications.
• Proficiency in the object-oriented design in Python.
• 2+ years of experience in designing scalable, secure, and efficient data systems, with a thorough understanding of data integration, storage solutions, and database design.
• Demonstrated familiarity with project management tools and methodologies, adept at organizing, tracking, and prioritizing tasks within a dynamic project landscape.
• Experience with DevOps tools and practices.
• Strong problem-solving skills, with the ability to operate autonomously and articulate technical concepts to non-technical stakeholders.
• Experience and interest in applications to fixed income, banking, ALM, and balance sheet management, or to related areas.

 

Preferred qualifications, capabilities, and skills

• 3+ years of experience working for a major financial institution as a software engineer, quantitative developer, or in a similar role.
• 5+ years of experience in Python.
• 3+ years of experience in data engineering and data analysis in the financial contexts.
• Proven knowledge of the financial statement and accounting concepts.

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 inc