Quant Interest Rate Risk – Consumer Banking Treasury
A treasury quant role in JPMorgan's Structural Interest Rate Risk Analytics team inside Consumer and Community Banking. It measures and manages interest rate risk and transfer pricing on the bank's balance sheet.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Update interest rate risk assumptions for deposits, cards and mortgages
- Track banking book metrics such as earnings at risk, duration and DV01
- Refine deposit funds transfer pricing for forecasts and stress tests
- Run scenario and sensitivity analyses for risk-return trade-offs
- Build Python analyses and reporting for senior management
What they ask for
Required
- 2+ years of full-time finance-related experience
- Bachelor's or Master's in a quantitative field
- Python or similar scripting language
- Excel and PowerPoint
- Econometrics, ML or statistical techniques
- Independent working
- Written and verbal communication
Preferred
- Treasury or ALM background
- SQL and Tableau
- CFA or FRM progress
- Version control with Git
- Education
- Bachelor's or Master's in a quantitative or related field
- Experience
- 2+ years of full-time finance exposure
- Languages and tools
- Markets
- fixed-income
How to prepare
- Compute duration, DV01 and earnings-at-risk on a simple bank balance sheet in Python
- Learn how deposit betas and decay behaviour are modelled
- Study funds transfer pricing basics
- Run rate-shock scenarios and explain the results briefly
What to study
- Fixed Income and Interest-Rate Models
- Econometrics and Financial Time Series
- Quantitative Risk Management
- Python for Quantitative Finance
The Treasury and ALM Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on JPMorgan’s site before applying: requirements, location and pay can change after we check them.
View the posting on JPMorgan’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with JPMorgan and doesn’t handle applications.