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Location

São Paulo, SP | Brazil

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Job description

The Firm’s Treasury and Chief Investment Office (“TCIO”) manages the firm’s capital, balance sheet, structural interest rate risk, liquidity and daily funding positions. The Firm is looking to add to its Brazil TCIO team at Associate level or Vice President level. The candidate will be based in Brazil and will report to the Latam Treasurer. The candidate’s focus will primarily be on the Firm’s largest entity in Brazil, Banco J.P. Morgan, but will also cover other entities in the Latam region.

Roles & Responsibilities

• Manage liquidity to ensure compliance with regulatory and internal liquidity ratios, limits and indicators.
• Review regulatory requirements related to TCIO and prepare relevant policies and procedures to ensure adherence to these.
• Manage banking book interest rate risk and market risk within assigned limits.
• Manage daily funding positions.
• Daily pricing and publishing of Funds Transfer Pricing (FTP) rates on loans and deposits.
• Daily P&L estimation for TCIO positions.
• Assist theLatamTreasurer on ad-hoc front-office projects and business initiatives such as cash flow and balance sheet analysis, systems implementation testing, etc.

Qualifications

• Previous working experience in a Treasury or Asset-Liability Management role is preferred.
• Strong quantitative and analytical background with understanding of fixed income/bond/ FX analytics.
• Familiarity with bank regulatory capital and liquidity rules, and ability to prepare written presentations and policy documents to a high standard.
• Detail-oriented and able to multi-task in a fast-paced environment with frequently changing priorities and to meet deadlines under pressure.

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Job tags

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Salary