Markets Treasury - Liquidity and Capital Optimization - Vice President

JPMorgan Chase · LONDON, LONDON, United Kingdom

Salary not stated · Compare with UK Financial Analyst pay →

Full-timeMid-levelSept 2026 · checked today

Are you ready to make a meaningful impact in financial resource optimization? This is an exciting opportunity to join the Markets Treasury team, where you will work on the optimization of financial resources across balance sheet, liquidity, leverage, and capital. Your expertise will drive innovation and shape strategic outcomes. You’ll benefit from career growth, skill development, and the opportunity to collaborate with talented colleagues across the firm. At JPMorganChase, we empower you to thrive and contribute to ambitious, high-impact initiatives.

As a Vice President on the Markets Treasury Optimization team, you will be responsible for delivering our optimization strategy and delivering results. You will develop a deep understanding of the regulatory environment, the drivers of financial resource usage, and binding constraints to surface new opportunities for optimization. Partnering closely with key stakeholders across the firm, you will help drive an ambitious, high-impact agenda.

Job Responsibilities

Help drive the agenda within the Markets Treasury organization, focusing on creating and implementing optimization strategies in response to the firm's binding financial resource constraints
Drive optimization efforts across collateral management, liquidity management (LCR/NSFR/internal stress models), counterparty credit risk RWA, market risk RWA, leverage, and GSIB
Understand firm and legal entity-level drivers of financial resource consumption
Partner with relevant FICC & Equities trading desks to move collateral in ways that maximize liquidity value for the firm
Drive the development of optimizers, data-mining strategies, benefit trackers, and related analytics, leveraging AI tooling where possible to scale solutions and reduce time to market
Maintain a deep understanding of our internal liquidity methodologies, recognize inefficiencies, and champion methodology changes
Perform detailed reviews of our counterparty portfolios, analyzing trade structures and related documentation to identify opportunities
Work with third-party vendors and clearing houses to understand external product offerings and help define internal and external roadmaps

Stay informed on the broader competitive landscape and binding constraints faced by peer banks across regions

Required Qualifications, Capabilities, and Skills

Bachelor's degree in Finance, Engineering, Mathematics, or a related quantitative field
Extensive experience in structured financing, financing, XVA, or a financial resource optimization role
Prior experience structuring derivative and securities financing trades
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, cross-asset and with an understanding of derivative XVAs
Proven experience working with large amounts of data across a variety of technology stacks
Track record of successfully partnering with technology and quantitative research teams

Preferred Qualifications, Capabilities, and Skills

Advanced degree and/or relevant certifications
Deep experience working with Python, SQL, Tableau, AWS, Databricks, and AI tools strongly preferred

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