DescriptionAre you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area This is a unique opportunity for you to work in our team and to partner with the Business in order to provide a comprehensive view
As a Credit Risk Analyst within the Risk Management team you would be at the center of keeping JPMorgan Chase strong and resilient. You would help the firm grow its business in a responsible way by anticipating identifying and managing new and emerging risks and delivering high quality credit analysis of TCIOs fixed income portfolio which includes diversified investments across securitized and nonsecuritized asset classes.
Job responsibilities
- Perform indepth credit analysis for various TCIO investments across the fixed income spectrum. Engage with senior members of TCIO Credit Risk and the Portfolio Management teams to complete risk analysis present conclusions and facilitate timely investment approvals
- Participate in portfolio credit impairment projections as part of various Firmwide exercises including the industrywide annual CCAR (Comprehensive Capital Analysis and Review) process and quarterly CECL (Current Expected Credit Losses) reserving process
- Work alongside senior team members on product specific analysis required to support risk discussions including preparation and delivery of analytical presentations for various Senior Risk forums
- Participate in the development and maintenance of various credit loss models related to CCAR stress testing as well as CECL reserve projections. Liaise with independent Model Review teams to prepare model documentation pass credible challenge and obtain usage approvals
- Partner with the Front Office Finance Valuation Control Group Model Review Group Policy Finance Technology and Middle Office for other ongoing projects thus contributing to continued buildout of the TCIO Credit Risk franchise
Required Qualification
- 13 years of relevant work experience in credit risk management within a financial organization or credit rating agency
- Undergraduate or Masters degree in a relevant discipline
- Strong analytical background with sound understanding of financial statements including ratio analysis cash flow analysis and fundamental knowledge of key accounting standards
- Excellent verbal and written communication skills with an ability to deliver effective presentations to senior management
- Demonstrated ability to partner effectively across different businesses and functional areas
- Ability to work efficiently under pressure
- Independent and strong critical thinking skills with thorough attention to detail
- Resourcefulness and ability to multitask effectively
Preferred qualifications capabilities and skills
- Proficiency in Python or other analytical tools such as Alteryx & Tableau
- Knowledge of regulatory requirements for fixed income portfolio including CCAR stress testing and CECL loss reserving
Required Experience:
IC