JPMorgan Chase
Quant Interest Rate Risk - Senior Associate
$114K–$165K
New York, NY · Senior · Full-time · Posted Jul 29, 2026
- Experience
- 2 plus years of full-time work experience with finance exposure.
- Education
- Bachelor’s/Master’s degree in a quantitative or related field required.
About the job
Analyzes and manages interest rate risk and transfer pricing across the Consumer and Community Banking balance sheet, developing quantitative insights and recommendations for senior stakeholders.
What you'll do
- Evaluate interest rate risk, update modeling assumptions, and assess banking-book indicators such as Earnings at Risk, duration, and DV01.
- Refine deposit funds transfer pricing and perform scenario and sensitivity analyses for forecasts and stress testing.
- Develop reporting and quantitative analyses, support risk governance, and communicate insights to stakeholders.
What they ask for
- 2 plus years of full-time work experience with finance exposure.
- Bachelor’s/Master’s degree in a quantitative or related field required.
- Proficiency in Python or another scripting language, and in Excel and PowerPoint.
- Knowledge of econometrics, machine learning or other statistical techniques.
Nice to have
- Prior Treasury/ALM exposure or familiarity with interest rate risk concepts; proficiency in SQL and Tableau.
- Progress towards CFA or FRM; experience with version control such as GitHub or Bitbucket.
Pay
$114,000.00-$165,000.00 USD base salary
Tools
Python, R, MATLAB, VBA, Excel, PowerPoint, SQL, Tableau
AI focus
Applies machine learning or other statistical techniques in quantitative analysis; no other AI work is specified.
Model-written summary · the original posting is authoritative