Counterparty Risk Analyst: AI Analytics & Stress Testing

JPMorgan Chase & Co.; Buenos Aires; Presencial; ARS 136.174.000 - 196.696.000; Jornada completa

Descripción de la vacante

JPMorgan Chase & Co. in Buenos Aires is seeking an Analyst for the Counterparty Credit Risk (CCR) Methodology team. You will develop methodologies, design stress scenarios, and build AI/LLM-enabled dashboards to improve risk monitoring, governance, and narrative generation.

The role requires strong programming skills, familiarity with derivatives, and the ability to translate analytics into governance-ready documentation. A proactive, ownership-driven mindset is essential for success.

Formación

• Bachelor’s degree in a quantitative discipline.
• Strong Python programming with repeatable analytics and robust controls.
• Experience designing AI/LLM-driven monitoring dashboards and automated workflows in a controlled environment.
• Solid understanding of derivatives (bilateral and cleared), Futures and Options, Margin Lending, and Securities Financing products.
• Solid grasp of CCR concepts: exposure measurement, PFE, wrong-way risk, sensitivities, stress testing, margin/collateral dynamics.

Responsabilidades

• Analyze and monitor counterparty credit risk exposures using quantitative models and risk management frameworks.
• Design, implement, and interpret stress testing scenarios to evaluate the impact of adverse market conditions on counterparty credit risk.
• Conduct sensitivity analysis and scenario-based stress testing to identify potential vulnerabilities in credit portfolios.
• Enhance CCR continuous monitoring capacity by delivering strategic tools to improve transparency, explainability, and governance of risk signals.
• Design and implement AI/LLM-enabled dashboard capabilities to accelerate BAU monitoring, triage, and narrative generation while maintaining appropriate controls and auditability.
• Increase comprehensiveness and accuracy of CCR metrics by reviewing and enhancing scenario coverage, validating methodology soundness, and performing unit/product back testing across relevant asset classes and products.
• Leverage data to support scenario review and BAU analytics, translating findings into actionable methodology updates and governance materials.
• Support the consolidation of tactical CCR tools into technology-owned strategic solutions, including requirements definition, control design, UAT, and production readiness.
• Deliver regulatory-linked enhancements and control evidence
• Produce regulator- and audit-ready documentation, testing evidence, and governance materials (assumptions, limitations, change management).

Conocimientos

Python

AI/LLM

Stress testing

Data visualization

Risk analytics

Excel

Communication

Ownership

Educación

Bachelor’s degree in quantitative discipline

Herramientas

Tableau

Alteryx

SQL

Descripción del empleo

JPMorgan Chase & Co. in Buenos Aires is seeking an Analyst for the Counterparty Credit Risk (CCR) Methodology team. You will develop methodologies, design stress scenarios, and build AI/LLM-enabled dashboards to improve risk monitoring, governance, and narrative generation.

The role requires strong programming skills, familiarity with derivatives, and the ability to translate analytics into governance-ready documentation. A proactive, ownership-driven mindset is essential for success.