CIB Treasury - Quantitative Modelling Lead -Vice President / Executive Director
- Recruiter
- J.P.Morgan
- Location
- London, England, United Kingdom
- Salary
- Competitive
- Posted
- 31 Jul 2018
- Closes
- 03 Aug 2018
- Ref
- 4144580
- Sector
- Accounting - Public practice
- Contract type
- Permanent
- Hours
- Full time
- Experience level
- Director
CIB Treasury - Quantitative Modelling Lead - Executive Director / Vice President
J.P. Morgan's Corporate & Investment Bank ("CIB") is a global leader across banking, markets and investor services. The world's most important corporations, governments, and institutions entrust us with their business in more than 100 countries.
CIB Treasury is a critical function within the CIB Finance & Business Management organisation. It is responsible for managing the liquidity, balance sheet, and capital positions of the investment banking businesses, establishing transparent and market-based funds transfer pricing policy, and developing methodologies and metrics to improve the leverage, capital, collateral, and liquidity risk management capabilities of the CIB.
The Capital Management & Liquidity Group, a unit within CIB Treasury, has a broad mandate spanning liquidity policy, capital stress testing, and quantitative modelling. The Group partners with senior finance leadership to analyse and manage the liquidity and capital positions of J.P. Morgan's investment banking businesses.
In support of this goal, the Quantitative Modelling Team develops decision-support tools for senior management along with value-adding analytics to streamline initiatives related to capital and liquidity management. Indicative projects have dealt with optimisation, machine learning, time-series forecasting, along with the development of web-based analytics.
The Quantitative Modelling Team is looking for a high-performing Executive Director or Vice President to spearhead a broad array of initiatives for the Capital Management & Liquidity Group. To facilitate inter-group partnership and better serve the CIB's global stakeholders, this role is based in London, United Kingdom and reports to CIB Treasury's Head of Capital & Liquidity Management based in Brooklyn, New York.
The ideal candidate should have demonstrated skill in developing complex and quantitative analytics, both individually and leading teams, be able to cultivate partnership across groups and identify new business opportunities, and also feel comfortable operating in a fast-paced and dynamic environment. Strong interpersonal, organisational and, communication skills are essential; the candidate is expected to lead discussions, set business priorities, and build consensus with senior stakeholders.
Responsibilities
The preferred candidate will be dynamic and intellectually curious, with a demonstrated track record of delivering insightful analysis both individually and leading a team.
Additional qualifications follow:
Closing Date - August 15, 2018
J.P. Morgan's Corporate & Investment Bank ("CIB") is a global leader across banking, markets and investor services. The world's most important corporations, governments, and institutions entrust us with their business in more than 100 countries.
CIB Treasury is a critical function within the CIB Finance & Business Management organisation. It is responsible for managing the liquidity, balance sheet, and capital positions of the investment banking businesses, establishing transparent and market-based funds transfer pricing policy, and developing methodologies and metrics to improve the leverage, capital, collateral, and liquidity risk management capabilities of the CIB.
The Capital Management & Liquidity Group, a unit within CIB Treasury, has a broad mandate spanning liquidity policy, capital stress testing, and quantitative modelling. The Group partners with senior finance leadership to analyse and manage the liquidity and capital positions of J.P. Morgan's investment banking businesses.
In support of this goal, the Quantitative Modelling Team develops decision-support tools for senior management along with value-adding analytics to streamline initiatives related to capital and liquidity management. Indicative projects have dealt with optimisation, machine learning, time-series forecasting, along with the development of web-based analytics.
The Quantitative Modelling Team is looking for a high-performing Executive Director or Vice President to spearhead a broad array of initiatives for the Capital Management & Liquidity Group. To facilitate inter-group partnership and better serve the CIB's global stakeholders, this role is based in London, United Kingdom and reports to CIB Treasury's Head of Capital & Liquidity Management based in Brooklyn, New York.
The ideal candidate should have demonstrated skill in developing complex and quantitative analytics, both individually and leading teams, be able to cultivate partnership across groups and identify new business opportunities, and also feel comfortable operating in a fast-paced and dynamic environment. Strong interpersonal, organisational and, communication skills are essential; the candidate is expected to lead discussions, set business priorities, and build consensus with senior stakeholders.
Responsibilities
- Lead an entrepreneurial team in performing in-depth data analysis, using statistical and machine learning techniques, to pragmatically build predictive and explanatory models
- Proactively identify and translate business challenges related to capital management and liquidity into quantitative analyses and user-friendly tools for use by a broad audience
- Work independently and collaboratively to establish close partnerships with peers across CIB Treasury, the greater CIB organisation, and Global Treasury / CIO
- Effectively communicate and describe complex analyses, concepts, and tools to senior stakeholders both inside and outside of CIB Treasury in a clear and concise manner
- Mentor and train junior team-members to disseminate processes and institutional knowledge; participate on the ongoing process improvements, optimisation, and rationalisation efforts
The preferred candidate will be dynamic and intellectually curious, with a demonstrated track record of delivering insightful analysis both individually and leading a team.
Additional qualifications follow:
- MSc or PhD in a highly quantitative discipline (e.g. statistics, mathematics, computer science, economics, or engineering)
- Proven experience programming in R or Python, or any other statistical programming language; development of web-based analytics and applications (e.g. R-Shiny) is desirable
- Strong interpersonal and communication (verbal and written) skills are essential; imperative to present information in a clear and concise manner to a wide variety of audiences
- Passionate about tackling difficult questions, conducting data analysis, and crafting a cohesive story from results
- Strong problem solving skills along with statistical and economic intuition; preferably experience with machine learning and other advanced statistical concepts
- Must be versatile, able to work effectively independently, leading, or as contributor to a team, on multiple projects simultaneously
- Self-starter, able to organise, and execute responsibilities with limited supervision, taking ownership of tasks at hand
- Ability to work under pressure, rapidly prototype solutions, prioritise multiple tasks and bring projects to completion
- Institutional knowledge of, and familiarity with, J.P. Morgan's organisation and dynamics will be conducive to success in this role
Closing Date - August 15, 2018
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