Quantitative Research – Data Analytics for Markets Treasury – Associate

Location: LONDON, United Kingdom

Job Family: Quant Analytics

About the Role

Join JPMorgan Chase & Co., a leading global financial services firm with $3.7 trillion in assets and operations in over 100 markets, as a Quantitative Research – Data Analytics for Markets Treasury – Associate in our London office. In this role, you will be part of the Markets Treasury Quantitative Research team, where you will leverage cutting-edge data analytics to optimize liquidity management, funding strategies, and risk mitigation for our global markets business. As an Associate, you will contribute to innovative projects that drive real-time insights into market dynamics, supporting one of the world's largest treasury operations. This position offers the chance to work on high-impact initiatives at the intersection of quantitative finance and technology, in a collaborative environment that values diversity and inclusion. Your primary focus will be on developing sophisticated models to analyze vast datasets from sources like Bloomberg and internal trading systems, enabling precise forecasting of market liquidity and interest rate movements. You will partner with traders, risk managers, and senior quants to refine treasury strategies, ensuring compliance with global regulations such as Basel III and Dodd-Frank. Responsibilities include automating analytics workflows, performing stress tests on portfolio exposures, and delivering actionable recommendations that enhance operational efficiency. This role demands a blend of technical expertise and business acumen, allowing you to influence decisions that safeguard billions in assets. At JPMorgan Chase, we invest in your growth through world-class training, mentorship from industry leaders, and opportunities to rotate across our Markets division. Based in the heart of London's financial district, you will thrive in a dynamic, supportive culture that promotes innovation and work-life balance. If you are passionate about quantitative research and eager to make a tangible impact in financial markets, this Associate position is an ideal step in your career at a firm renowned for its stability and forward-thinking approach to treasury analytics.

Key Responsibilities

• Develop and implement advanced data analytics models to support Markets Treasury decision-making
• Analyze large datasets from market sources to identify trends and risks in liquidity and funding
• Collaborate with quantitative researchers and traders to enhance forecasting accuracy for treasury operations
• Build statistical models for stress testing and scenario analysis in global markets
• Automate data pipelines and reporting processes using Python and SQL
• Conduct research on market microstructure and its impact on treasury strategies
• Support regulatory compliance by providing analytical insights on treasury exposures
• Present findings and recommendations to senior stakeholders in the Markets division
• Stay updated on industry best practices and emerging technologies in quantitative finance

Required Qualifications

• Bachelor's degree in Quantitative Finance, Mathematics, Statistics, Computer Science, or a related field
• At least 3 years of experience in quantitative research or data analytics within financial services, preferably in treasury or markets
• Strong proficiency in programming languages such as Python, R, or SQL for data manipulation and analysis
• Experience with large-scale financial datasets and market data sources like Bloomberg or Refinitiv
• Knowledge of financial markets, derivatives, and risk management principles
• Ability to work in a fast-paced, collaborative environment in London
• Eligibility to work in the UK without sponsorship

Preferred Qualifications

• Master's or PhD in a quantitative discipline
• Experience in Markets Treasury or similar roles at a major investment bank
• Familiarity with machine learning techniques applied to financial time series
• Prior exposure to regulatory reporting in treasury functions
• CFA or FRM certification

Required Skills

• Proficiency in Python for data analytics and modeling
• Expertise in SQL for querying large financial databases
• Strong statistical analysis and econometric modeling skills
• Knowledge of time series analysis and forecasting techniques
• Experience with machine learning libraries like scikit-learn or TensorFlow
• Understanding of financial instruments, including bonds, FX, and derivatives
• Data visualization skills using tools like Tableau or Matplotlib
• Excellent problem-solving and analytical thinking
• Strong communication skills for presenting complex data to non-technical audiences
• Attention to detail in handling sensitive market data
• Team collaboration and project management abilities
• Adaptability to evolving market conditions and regulatory changes
• Proficiency in Excel and VBA for financial modeling
• Familiarity with big data technologies like Hadoop or Spark

Benefits

• Competitive base salary and performance-based annual bonus
• Comprehensive health and wellness benefits, including medical, dental, and vision coverage
• Generous retirement savings plan with company matching contributions
• Paid time off, including vacation, sick leave, and parental leave
• Professional development opportunities, such as tuition reimbursement and access to internal training programs
• Employee stock purchase plan and other financial wellness perks
• Hybrid work model with flexibility for work-life balance in London
• Global mobility programs and networking events within JP Morgan Chase

JP Morgan Chase is an equal opportunity employer.