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JPMorgan Chase2 months ago

Stuctural Interest Rate Risk - Analyst

On-site · Mumbai, Maharashtra, India

Type
Full Time
Level
Mid Level
Education
Bachelors Degree
Company size
Enterprise
Industry
Investment Banking

Job Summary

Analyst specializing in IRRBB within JPMorgan Chase’s CTC Risk organization. Responsible for monitoring and managing IRRBB exposures (Earnings at Risk, Duration of Equity, Economic Value of Equity), ensuring regulatory compliance and internal risk limits; conducting deep-dive analyses and scenario assessments; supporting development and enhancement of risk frameworks, metrics, and reporting; summarizing analytical findings for management and stakeholders; collaborating with IRRBB coverage teams across lines of business and global entities; staying informed on market trends to guide risk challenges; driving process improvements and automation using Python, SQL, and data visualization tools.

Required Qualifications

  • Bachelor’s degree in Finance, Mathematics, or a quantitative field (Master’s in Financial Engineering or Quantitative Finance preferred)
  • Proficiency in Python, SQL, or similar programming languages
  • Experience with data visualization tools
  • Strong analytical and problem-solving skills with attention to detail
  • Excellent oral and written communication skills
  • Ability to work effectively across different functional areas and global teams
  • Commitment to continuous learning and professional development
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JPMorgan Chase

Stuctural Interest Rate Risk - Analyst

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