Counterparty Risk Analytics & Stress Testing

Aumni; Buenos Aires; On-site; ARS 139,364,000 - 185,819,000; Full time

Job summary

J.P. Morgan is seeking a Counterparty Credit Risk Analyst to design stress testing frameworks, build quantitative analytics, and automate risk processes.

Collaborate with Risk, Quantitative Research, Technology, Credit, and the business teams to deliver insights and governance-ready reporting. This role emphasizes data-driven decision making and practical AI/LLM applications for risk monitoring.

Qualifications

• 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 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.

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

Skills

Python

Stress testing

Scenario analysis

Data analytics

Tableau

Power BI

Cloud platforms

AI/LLM concepts

Risk management concepts

Communication skills

Multiple priorities

Education

Bachelor’s/Master’s in Mathematics/Statistics/Financial Engineering/Physics/Engineering/Finance/Economics

Tools

Tableau

Power BI

Python

Cloud platforms

Job description

J.P. Morgan is seeking a Counterparty Credit Risk Analyst to design stress testing frameworks, build quantitative analytics, and automate risk processes.

Collaborate with Risk, Quantitative Research, Technology, Credit, and the business teams to deliver insights and governance-ready reporting. This role emphasizes data-driven decision making and practical AI/LLM applications for risk monitoring.