Counterparty Credit Risk Associate (Traded Products)

JPMorgan Chase & Co.; Buenos Aires; On-site; ARS 900,000 - 1,300,000; Full time

Job summary

JPMorgan Chase & Co. in Buenos Aires seeks a risk professional to manage counterparty credit risk for traded product portfolios, partnering with Sales, Trading, Credit Officers, Front Office, Credit Risk, Operations, QR, and Technology to evaluate exposures and inform risk appetite.

You will lead deep dives on exposure and risk drivers, contribute to methodology updates, and drive AI-enabled workflows across teams while delivering governance through clear risk views and effective challenge.

Qualifications

• 1–3 years of experience in risk management, quantitative financing, financial engineering, financial mathematics, or data analytics.
• Good working knowledge of OTC derivatives across asset classes.
• Familiarity with coding, execution, and data aggregation platforms and languages (e.g., Python, Tableau, Alteryx).
• Proven execution track record through collaboration to support team objectives.
• Expertise in Microsoft Excel, Word, and PowerPoint.

Responsibilities

• Support traded products risk analysis in partnership with Sales, Trading, and Credit Officers across client portfolios.
• Manage a high-pressure, trading-like workload while collaborating with the team.
• Perform deep dives on counterparty credit exposure and provide guidance on methodology releases and model limitations.
• Contribute to methodology and policy updates by identifying gaps and documenting limitations.
• Manage and contribute to firm-wide projects focused on counterparty credit exposure metrics and technical enhancements.
• Identify, analyze, monitor, and report inherent risks within counterparty exposures, and drive outcomes as a self-starter.
• Formulate views on product risk appetite and review risk-related questions from business stakeholders.
• Partner with Front Office, Credit Risk, Operations, QR, and Technology to size and evaluate limits for new and existing clients and enhance exposure methodologies, tools, and AI-enabled workflows.

Skills

OTC derivatives knowledge

Analytical mindset

AI prompting familiarity

Communication & negotiation

Independent work

Tools

Python

Tableau

Alteryx

Microsoft Excel

Microsoft Word

PowerPoint

Job description

You manage counterparty credit risk for traded product portfolios, supporting exposure and portfolio risk analysis across client types (e.g., Hedge Funds, Corporates). You operate in a trading-like environment, partnering closely with Sales, Trading, Credit Officers, Front Office, Credit Risk, Operations, QR, and Technology to evaluate counterparty exposures, inform risk appetite and limit decisions, and enhance exposure methodologies, metrics, and tools. You contribute to governance through clear risk views, effective challenge, and disciplined execution, including continuous improvement initiatives and integration of AI into team workflows.

Job Responsibilities

• You will support traded products risk analysis in partnership with Sales, Trading, and Credit Officers across client portfolios (e.g., Hedge Funds, Corporates).
• You will manage a high-pressure, trading-like workload while collaborating with the team to deliver against shared objectives.
• You will perform deep dives on counterparty credit exposure and risk drivers, and provide guidance and training to Credit Officers on methodology releases and model limitations.
• You will contribute to methodology and policy updates by identifying gaps, documenting limitations, and partnering with stakeholders to drive changes.
• You will manage and contribute to firm-wide projects focused on counterparty credit exposure metrics and technical enhancements.
• You will identify, analyze, monitor, and report inherent risks within counterparty exposures, and drive outcomes as a self-starter.
• You will formulate views on product risk appetite and review and challenge risk-related questions from business stakeholders.
• You will partner with Front Office, Credit Risk, Operations, QR, and Technology to size and evaluate limits for new and existing clients and continuously enhance exposure methodologies, tools, and AI-enabled workflows.

Required Qualifications, Capabilities and Skills.

1–3 years of experience in risk management, quantitative financing, financial engineering, financial mathematics, or data analytics.

• Good working knowledge of OTC derivatives across different asset classes.
• Basic to moderate understanding of coding, execution, and data aggregation platforms and languages (e.g., Python, Tableau, Alteryx).
• Proven execution track record through constructive listening and collaboration to support team objectives.
• Expertise in Microsoft Excel, Word, and PowerPoint.
• Familiarity with effective AI prompting and related techniques.
• Strong organizational, control, project management, communication, and negotiation skills.
• Ability to work independently with limited guidance.

Preferred Qualifications, Capabilities and Skills.

• Strong accountability and ownership of responsibilities; diligent and self-motivated approach.
• Strong problem-solving skills with the ability to challenge the status quo and improve efficiency and effectiveness.
• High confidence and commercial mindset; conviction to make and defend risk judgments with clear rationale.
• Excellent written and verbal communication skills, including explaining technical concepts to non-specialists and adjusting communication style as needed.
• Ability to think independently and innovate.
• CFA or FRM certification.