Funds Transfer Pricing, Vice President
Vice President, TreasuryAre you passionate about shaping financial strategy and driving impactful change? Join our Treasury team as a Vice President, where you will lead the design and implementation of transfer pricing and funding policies that support our firm's balance sheet and resource allocation goals. This high-visibility role offers the opportunity to collaborate with senior leaders across Treasury, Finance, and Business teams, influencing key decisions and ensuring best-in-class policy frameworks. You will work in a dynamic environment, leveraging your technical expertise and leadership skills to deliver innovative solutions. You will also have the opportunity to explore how Big Data, AI, and Machine Learning can modernize and enhance traditional FTP and Treasury analytics. Be part of a team that values strategic thinking, collaboration, and continuous improvement.As a Funds Transfer Pricing, Vice President within the Treasury team, you will oversee the development, implementation, and governance of transfer pricing and funding policies, including Funds Transfer Pricing (FTP), to support the firm's balance sheet strategy and resource allocation. The role requires strong technical skills, a solid understanding of banking products, balance sheets, and ledger structures, and the ability to lead projects and collaborate with senior stakeholders across Treasury, Finance, and Business teams.Job Responsibilities:Develop and maintain transfer pricing methodologies, including FTP and internal funding frameworks such as marginal funding curves, FTP spread methodologies across currencies, and liquidity premium attributionAlign policies with liquidity premiums, funding spreads, entity and currency considerations, and balance sheet structureUpdate methodologies to reflect market conditions, regulatory requirements, and business strategyRecommend and implement policy changes to support efficient resource allocation and balance sheet managementOversee analysis of funding consumption, FTP allocations, and resource usage at business and legal entity levels; support scenario modeling and impact analysis including CCAR stress testing forecasts for NII, interest revenue/expense, and non-interest revenuePrepare reports and presentations on transfer pricing and funding policy impacts for senior managementEnsure accurate mapping and reconciliation of FTP and funding charges within ledger and balance sheet accountsLead cross-functional projects to implement new transfer pricing and funding frameworks; govern consistent application of policies and communicate changes across teamsCollaborate with Treasury, Finance, front office, and risk teams to ensure effective policy implementation and stakeholder engagementSupport the full model development lifecycle development, validation, audit, implementation, and governanceIdentify opportunities to apply AI, Machine Learning, and Big Data techniques to improve FTP analytics, liquidity cost attribution, and resource allocation across markets trading and financing portfoliosRequired Qualifications, Capabilities and Skills:7+ years of experience in treasury, FTP, asset and liability management, or funding management at a financial institutionStrong understanding of banking products such as loans, deposits, derivatives, and securities, as well as balance sheets and ledger structuresExperience with transfer pricing and FTP methodologies, including liquidity and funding frameworksStrong analytical and quantitative skills; proficiency in Excel, SQL, Python, or similar toolsExperience leading cross-functional projects and managing multiple priorities in a fast-paced environmentStrong communication and stakeholder management skills, including experience presenting to senior management and participating in governance forums such as FTP CommitteesDetail-oriented, proactive, and committed to continuous improvement, with the ability to synthesize complex information and present it clearly to diverse audiencesPreferred Qualifications, Capabilities and Skills:Advanced degree in Finance, Economics, Mathematics, Statistics, Data Science, or related fieldExperience with regulatory frameworks such as Basel III/IV, LCR, NSFR, and experience supporting regulatory reviews or engaging directly with regulators (OCC, Fed) on FTP, capital allocation, or liquidity topicsExperience with FTP and liquidity cost allocation for markets trading, securities financing, and derivatives portfolios; familiarity with Initial Margin (IM), Variation Margin (VM), CCP margining processes, and Funding Valuation Adjustment (FVA) frameworksExposure to interest rate risk models (VaR/SVaR), Monte Carlo simulation, or ALM platforms (e.g., QRM); experience with model validation and audit processesFamiliarity with data visualization and reporting tools (e.g., Tableau, QlikSense)Experience working in a large, matrixed financial institutionExperience with or interest in applying Machine Learning, AI, or Big Data tools (e.g., Spark, cloud data platforms) to Treasury analytics, liquidity modeling, or automationTo be eligible for this role, you must be authorized to work in the United States. We do not offer any type of employment-based immigration sponsorship for this role. Likewise, JPMorgan Chase & Co. will not provide any assistance or sign any documentation in support of any other form of immigration sponsorship or benefit, including optional practical training (OPT) or curricular practical training (CPT).