Remote Credit Analytics Associate

Jpmorgan Chase & Co.; Quilmes; Remote; ARS 1,200,000 - 2,200,000; Full time

Job summary

JPMorgan Chase & Co. in Argentina seeks a Counterparty Credit Risk Analyst to design and enhance stress testing frameworks and build quantitative analytics. You will automate risk processes and deliver insights to strengthen risk decisions.

This role combines quantitative problem solving, data engineering, and close partnership with stakeholders across risk, technology, and the business. Strong communication is essential.

Qualifications

• Bachelor’s or Master’s degree in Mathematics, Statistics, Financial Engineering, Physics, Engineering, Finance or Economics.
• 3 years of risk management, analytics, stress testing, or related experience in financial services.
• Proficiency in Python and building analytics, automation, and data-driven solutions.

Responsibilities

• Design, enhance, and maintain counterparty credit risk stress testing methodologies and scenario frameworks.
• Perform sensitivity analysis, backtesting, and scenario reviews to assess vulnerabilities.
• Analyze exposures and concentration drivers using quantitative models and risk metrics.
• Develop Python-based analytics and automation to improve stress testing workflows and data quality.
• Improve risk monitoring with explainable metrics and governance-ready reporting.
• Collaborate with Risk, Quantitative Research, Technology, and Credit teams to deliver insights.

Skills

Risk analytics

Python proficiency

Stress testing

Data visualization

AI/LLM concepts

Communication

Education

Bachelor’s or Master’s in quantitative field

Tools

Python

Tableau

Power BI

Job description

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