Counterparty Credit Risk Analyst

JPMorgan Chase & Co.; Buenos Aires; Presencial; ARS 136.147.000 - 226.912.000; Jornada completa

Descripción de la vacante

JPMorgan Chase & Co. in Buenos Aires invites a Counterparty Credit Risk Analyst to design and enhance stress testing frameworks, build quantitative analytics, and automate risk processes to strengthen transparency and decision-making.

You will collaborate across Risk, Quantitative Research, Technology, Credit, and the business to deliver insights and governance-ready materials, with a focus on practical AI and LLM applications for risk monitoring.

Formación

• Bachelor's or Master's degree in a quantitative field.
• At least 3 years in risk management or quantitative analytics in financial services.
• Proficiency in Python for analytics and automation.
• Strong understanding of risk management concepts and financial markets.
• Experience with stress testing and scenario analysis.
• Experience creating visualizations with Tableau or Power BI.
• Knowledge of AI/LLM concepts and applications in analytics.
• Excellent analytical, written, and verbal communication, with attention to detail.
• Ability to manage multiple priorities in a fast-paced environment.

Responsabilidades

• Design, enhance, and maintain stress testing methodologies with scenario frameworks.
• Perform sensitivity analyses, backtesting, and scenario reviews for risks.
• Analyze exposures and concentration drivers using quantitative models.
• Develop Python-based analytics and automation across stress testing workflows.
• Improve risk monitoring transparency with explainable metrics and governance.
• Collaborate with Risk, Quantitative Research, Technology, Credit, and business.
• Support AI/LLM applications for risk monitoring and reporting.
• Prepare regulator- and audit-ready materials including methodologies.

Conocimientos

Python programming

Quantitative analytics

Risk management concepts

Scenario analysis

Attention to detail

Communication skills

Educación

Bachelor's or Master's degree in Mathematics/Statistics/Financial Engineering/Physics/Engineering/Finance/Economics

FRM or CFA (preferred)

Herramientas

Tableau

Power BI

Python

Descripción del empleo

Join our Counterparty Credit Risk team and help shape how we measure and manage risk across dynamic financial markets. You will enhance stress testing and scenario methodologies, develop analytical tools, and deliver insights that support strong risk decisions. This role combines quantitative problem-solving, data engineering, and close partnership with stakeholders across risk, technology, and the business. If you are curious, hands‑on, and motivated by complex challenges, we would like to hear from you.

Job Summary

As a Counterparty Credit Risk Analyst in Counterparty Credit Risk Methodology and Stress Testing, you will design and enhance stress testing frameworks, build quantitative analytics, and automate risk processes to strengthen transparency, controls, and decision‑making.

Job responsibilities

• Design, enhance, and maintain counterparty credit risk stress testing methodologies, scenario frameworks, and supporting documentation
• Perform sensitivity analysis, backtesting, and scenario reviews to assess portfolio vulnerabilities and validate methodology performance
• Analyze counterparty exposures and concentration drivers using quantitative models, risk management frameworks, and relevant risk metrics
• Develop Python‑based analytics and automation solutions that improve efficiency, control, and data quality across stress testing and monitoring workflows
• Improve risk monitoring transparency through explainable metrics, governance‑ready reporting, and well‑controlled processes
• Partner with stakeholders across Risk, Quantitative Research, Technology, Credit, and the business to deliver analytical insights and process enhancements
• Support delivery of practical artificial intelligence and large language model applications for risk monitoring, workflow automation, and management reporting
• Prepare regulator‑ and audit‑ready materials, including methodology papers, testing evidence, and governance artifacts

Required qualifications, capabilities, and skills

• Bachelor's or Master's degree in Mathematics, Statistics, Financial Engineering, Physics, Engineering, Finance, Economics, or a related quantitative discipline
• 3 years of experience in risk management, quantitative analytics, stress testing, or a related area within financial services
• Proficiency in Python and experience building analytics, automation, and data‑driven solutions
• Understanding of financial markets and core risk management concepts
• Experience with stress testing, scenario analysis, quantitative risk methodologies, or model validation practices
• Experience creating clear, effective visualizations using tools such as Tableau or Power BI
• Knowledge of artificial intelligence and large language model concepts and practical applications in analytics or risk management
• Strong analytical and problem‑solving skills with attention to detail and a control‑minded approach
• Strong written and verbal communication skills, including the ability to explain complex topics to technical and non‑technical audiences
• Ability to manage multiple priorities and deliver high‑quality outputs in a fast‑paced environment

Preferred qualifications, capabilities, and skills

• Financial Risk Manager (FRM), Chartered Financial Analyst (CFA), or equivalent professional certification
• Experience in counterparty credit risk, including derivatives, futures and options, or securities financing transactions
• Experience working with large datasets and modern data platforms
• Experience with cloud platforms and scalable analytics tooling
• Experience writing methodology documentation and supporting audit, regulatory, or governance reviews
• Experience improving end‑to‑end processes through controls design and automation
• Advanced proficiency in Tableau or Power BI, including dashboard design and governance considerations