Markets Treasury - Liquidity and Capital Optimization - Executive Director

Job ResponsibilitiesLead the effort within the Markets Treasury organization, focusing on creating and implementing optimization strategies in response to the firm's binding financial resource constraintsDrive optimization efforts across collateral management, liquidity management (LCR/NSFR/internal stress models), counterparty credit risk RWA, market risk RWA, leverage, and GSIBUnderstand firm and legal entity-level drivers of financial resource consumptionPartner with relevant FICC & Equities trading desks to move collateral in ways that maximize liquidity value for the firmDrive the development of optimizers, data-mining strategies, benefit trackers, and related analytics, leveraging AI tooling where possible to scale solutions and reduce time to marketMaintain a deep understanding of our internal liquidity methodologies, recognize inefficiencies, and champion methodology changesPerform detailed reviews of our counterparty portfolios, analyzing trade structures and related documentation to identify opportunitiesWork with third-party vendors and clearing houses to understand external product offerings and help define internal and external roadmapsStay informed on the broader competitive landscape and binding constraints faced by peer banks across regionsRequired Qualifications, Capabilities, and SkillsBachelor's degree in Finance, Engineering, Mathematics, or a related quantitative fieldExtensive experience in structured financing, financing, XVA, or a financial resource optimization rolePrior experience structuring derivative and securities financing tradesExpert-level working knowledge of US financial resource topics, including liquidity (internal stress models, LCR, NSFR), Basel III, GSIB, SLR, SCB, and regulatory initial margin (NCMR/CCP)Strong knowledge of pricing and risk management of securities financing and derivative transactions, preferably cross-asset and with an understanding of derivative XVAsProven experience working with large amounts of data across a variety of technology stacksTrack record of successfully partnering with technology and quantitative research teamsComfortable interacting with senior stakeholders and building buy-in for strategic initiativesPreferred Qualifications, Capabilities, and SkillsAdvanced degree and/or relevant certificationsDeep experience working with Python, SQL, Tableau, AWS, Databricks, and AI tools strongly preferredJ.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives. We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation. J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world. Full timePosting Date: 2026-06-16