Risk Management - Counterparty Portfolio Analytics and Stress Testing - Vice President
Risk Management - Counterparty Portfolio Analytics and Stress Testing - Vice President
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Job Description
Bring your expertise to JPMorganChase. As part of Risk Management and Compliance you are at the center of keeping JPMorganChase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks and using your expert judgement to solve real-world challenges that impact our company customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box challenging the status quo and striving to be best-in-class.
As a Vice President in the Counterparty Risk team you will conduct in-depth portfolio analysis stress testing and scenario analysis to assess counterparty portfolio exposures under various market conditions. You will execute and analyze regulatory stress submissions for counterparty credit risk. You will prepare accurate and timely analysis for regulatory and management requests ensuring compliance with the regulatory landscape and stress testing requirements. Your work will involve monitoring portfolio risk metrics and conducting ad-hoc deep-dives to evaluate potential emerging risks.
Job Responsibilities
- Execute and analyze regulatory stress submissions (e.g. CCAR Legal Entity) for counterparty credit risk.
- Prepare accurate and timely analysis for regulatory and management requests on counterparty risks and stress.
- Stay informed about the regulatory landscape stress testing requirements and methodologies to ensure compliance and best practices.
- Monitor portfolio risk metrics including Strategic Stress Exposure (SSE) Gross Market Concentrations (GMC) and Wrong Way (WW) Risks to ensure compliance with prescribed thresholds and tolerances.
- Conduct ad-hoc deep-dives on market themes concentrated risks exposure trends and client positioning to evaluate potential emerging risks and identify risk management strategies.
- Collaborate with cross-functional teams including risk officers technology quantitative research product and risk reporting to ensure comprehensive analysis and reporting of counterparty exposures while enhancing processes and developing tools for efficiency and automation.
- Identify recommend and assist in developing frameworks and solutions to optimize portfolio risk management and enhance decision-making processes.
- Contribute to firm-wide projects focused on key counterparty credit exposure metrics and technical enhancements.
Required qualifications capabilities and skills
- Bachelors degree in quantitative disciplines such as Financial Engineering Mathematics Physics Statistics Engineering Finance or Economics.
- Minimum 5 years of experience in risk management stress testing or portfolio analytics within a financial institution.
- Strong understanding of financial markets with the ability to connect market events to portfolio risks.
- Excellent analytical and problem-solving skills with an inquisitive nature and comfort in challenging current practices.
- Strong communication and presentation skills capable of conveying complex information to diverse audiences.
- Ability to work under pressure and deliver on multiple tight time-sensitive deadlines.
- Innovative and creative thinker with the ability to improve current processes and achieve efficiencies.
- Experience with coding and data visualization tools such as Python Alteryx SQL and Tableau.
Preferred qualifications capabilities and skills
- Masters degree or professional designations such as CFA CQF or FRM.
- Experience in Market / Credit risk Trading or Trading middle office functions.
- Strong product knowledge and quantitative skills across a broad range of asset classes and investment strategies.
Required Experience:
Chief
Employment Type
Full-Time
