Quantitative Research – Markets Treasury – Associate

Location: New York, NY, United States

Job Family: Quant Analytics

About the Role

Join JP Morgan Chase's Markets Treasury Quantitative Research team as an Associate in New York, where you'll play a pivotal role in advancing our global treasury operations through cutting-edge quantitative analysis. As a leading global financial services firm, JP Morgan Chase relies on innovative modeling to manage liquidity, funding, and market risks across diverse asset classes. In this position, you'll leverage advanced mathematical and computational techniques to develop models that support real-time decision-making for our treasury desk, ensuring we maintain a competitive edge in volatile markets. This role offers exposure to high-impact projects at the intersection of finance, technology, and data science, within a collaborative environment that values intellectual rigor and practical application. Your day-to-day will involve researching market dynamics, building predictive algorithms, and collaborating with cross-functional teams to integrate quantitative insights into JP Morgan's proprietary systems. You'll analyze vast datasets from global markets to forecast liquidity needs, hedge against interest rate fluctuations, and optimize our balance sheet management. Opportunities abound to innovate with machine learning applications tailored to treasury challenges, such as stress testing under various economic scenarios. At JP Morgan Chase, we foster a culture of continuous learning, providing access to top-tier resources and mentorship from industry experts, allowing you to contribute to strategies that safeguard and grow one of the world's largest financial institutions. This Associate-level opportunity is ideal for quant professionals passionate about the financial services industry, offering not just professional growth but also the chance to impact JP Morgan Chase's treasury resilience on a global scale. With our commitment to diversity, inclusion, and employee well-being, you'll thrive in a supportive setting that balances rigorous analysis with meaningful work-life integration. If you're ready to apply your expertise to real-world financial challenges in the heart of New York, this role at JP Morgan Chase awaits your contributions.

Key Responsibilities

• Develop and implement quantitative models for pricing, hedging, and risk assessment in markets treasury operations
• Conduct statistical analysis on large datasets to identify market trends and optimize liquidity strategies
• Collaborate with traders, risk managers, and technology teams to enhance treasury decision-making tools
• Perform back-testing and validation of quantitative models to ensure accuracy and compliance
• Research and apply machine learning algorithms to predict market volatility and funding costs
• Support the integration of quantitative insights into JP Morgan's global treasury management systems
• Monitor and analyze macroeconomic factors impacting treasury positions
• Contribute to the development of innovative solutions for cross-asset class treasury challenges
• Document research findings and present recommendations to senior stakeholders
• Stay abreast of industry developments in quantitative finance and adapt models accordingly

Required Qualifications

• Master's or PhD degree in Quantitative Finance, Mathematics, Physics, Computer Science, or a related field
• 3-5 years of experience in quantitative research, modeling, or analytics within financial services
• Strong proficiency in programming languages such as Python, C++, or R for financial modeling
• Deep understanding of financial markets, derivatives, and risk management principles
• Experience with statistical analysis and machine learning techniques applied to treasury operations
• Ability to work in a fast-paced, collaborative environment in New York
• U.S. work authorization without sponsorship required

Preferred Qualifications

• Prior experience at a major financial institution like JP Morgan Chase in markets or treasury roles
• Knowledge of JPMorgan's proprietary trading systems and risk frameworks
• Publications or contributions to quantitative finance research
• Familiarity with regulatory requirements such as Dodd-Frank or Basel III in treasury contexts
• Advanced certifications like CFA or FRM

Required Skills

• Quantitative modeling and simulation
• Statistical analysis and probability theory
• Programming in Python and C++
• Financial derivatives pricing
• Risk management frameworks
• Machine learning and data analytics
• Problem-solving and analytical thinking
• Communication and presentation skills
• Team collaboration in high-stakes environments
• Attention to detail and accuracy
• Adaptability to market changes
• Knowledge of SQL and database management
• Time series analysis
• Regulatory compliance awareness
• Project management in quantitative projects

Benefits

• Competitive base salary and performance-based annual bonuses
• Comprehensive health, dental, and vision insurance plans
• 401(k) retirement savings plan with generous company matching
• Paid time off including vacation, sick days, and parental leave
• Professional development programs and tuition reimbursement for advanced education
• Employee stock purchase plan and financial wellness resources
• On-site fitness centers and wellness initiatives at JP Morgan Chase offices
• Global mobility opportunities within the firm's extensive network

JP Morgan Chase is an equal opportunity employer.