Treasury Resolution Stress Testing - Senior Associate

Next Frontier Capital; Warszawa; On-site; PLN 180,000 - 280,000; Full time

Job summary

J.P. Morgan seeks an Associate in the Resolution Stress Testing team to help develop modeling strategies for winding down markets businesses in recovery or resolution events.

You will work with multiple business lines to craft strategies for packaging and selling markets activities, and to quantify exit costs, liquidity impacts, and RWA changes. You will gain exposure to senior management and regulators, contributing to strategic decisions and building expertise in stress testing under deep

Qualifications

• 4+ years of experience in model development, review, or testing.
• Strong understanding of modeling best practices and documentation.
• Ability to communicate clearly to senior management.
• Comfortable coding in Python to analyze models and support enhancements.

Responsibilities

• Assist with model development and maintenance for the Recovery & Resolution suite.
• Conduct in-depth analysis of quantitative models and outputs.
• Identify model limitations and risk drivers.
• Partner with Finance to develop packaging/unwinding methodologies.
• Create accurate modeling frameworks and clear implementation structures.
• Explain results to senior stakeholders through presentations.
• Coordinate input from others and challenge assumptions.
• Serve as primary contact for Model Risk.

Skills

Model development

Python

Stakeholder communication

Problem solving

Tools

Tableau

Alteryx

Job description

Looking for a role where you can further develop your knowledge of Markets businesses, use your analytical and quantitative skills and work with stakeholders across the Firm to drive a challenging agenda? This position offers you the exposure to senior management, regulatory engagement, and the chance to work on high-profile projects. Join us and be part of a diverse, inclusive team that values innovation and collaboration.

As an Associate in the Resolution Stress Testing team, you will be at the forefront of developing our modeling strategy to wind down markets businesses during a recovery or resolution event. You will work closely with various lines of business to develop strategies for packaging and selling our markets business. Your role will involve developing approaches to and quantifying exit costs, estimating liquidity impacts, and assessing Risk-Weighted Assets (RWA) as a result of the strategy. In this role, you will play a crucial role in shaping the firm’s strategic response to regulatory challenges and gain exposure across the organization to develop your expertise in stress testing in deep market and idiosyncratic scenarios considered in Recovery and Resolution Planning.

Job responsibilities

• Assist with model development and maintenance for the Commercial and Investment Banking Recovery & Resolution suite.
• Conduct in-depth analysis of quantitative models, including data, assumptions, methodologies, and outputs.
• Identify model limitations and potential risk drivers.
• Partner with Finance teams to develop packaging and unwinding methodologies.
• Create accurate and sustainable modeling frameworks; strong implementation structures are key.
• Confidently explain results and keep senior stakeholders informed through regular presentations.
• Challenge pre-existing modeling assumptions to improve the process.
• Serve as a counterweight and primary contact for Model Risk.
• Use analytical tools, including Python, to support and enhance model development, testing, and documentation workflows.

Required qualifications, capabilities, and skills

• 4+ years of experience in model development, review, or testing.
• Strong understanding of modeling best practices, including model success criteria, documentation, and implementation.
• Strong prioritization skills, with the ability to manage a portfolio of work across multiple models.
• Self-motivated and well-organized, with the ability to solve problems independently.
• Ability to communicate clearly, from discussing detailed modeling methodologies with Model Risk to summarizing approaches and key information for senior management.
• Comfortable performing detailed independent analysis and coordinating input from others.
• Comfortable coding in Python to analyze models and support enhancements work.

Preferred qualifications, capabilities, and skills

• Experience in derivatives pricing, securities, secured funding, market/counterparty risk, or valuations.
• Technical skills, including Tableau or Alteryx.

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.

We also offer a range of benefits and programs to meet employee needs. Benefits include comprehensive health care coverage, a retirement savings plan, insurance benefits, a discount program including sportscard benefit, an Employee Assistance Program, wellness benefits and more. Eligible employees may also access the company’s social fund for financial support. Additional details about total compensation and benefits will be provided during the hiring process.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world. Develop strategy to wind down Markets businesses in resolution, quantify exit costs, and assess liquidity and RWA impacts.