Counterparty Risk Analytics & Stress Testing Associate

JP Morgan Chase; City of Rochester (NY); Presencial; USD 95.000 - 140.000; Tempo integral

Resumo da vaga

JPMorgan Chase in the United States seeks an Associate in Counterparty Credit Risk to conduct portfolio, stress, and scenario analyses across derivatives, futures, options, and securities financing. You will partner with Credit Risk, Technology, Quantitative Research, Product, and Risk Reporting to improve metrics, automation, and data quality for timely management decisions and regulatory needs.

The role requires translating complex risk analytics into clear, actionable insights, monitoring

Qualificações

• 3 years minimum work experience.
• Experience conducting portfolio analysis, stress testing, and scenario analysis for credit or market risk.
• Knowledge of counterparty exposure concepts across derivatives, futures and options, and securities financing.
• Ability to translate complex risk analytics into clear, actionable insights for stakeholders.
• Strong quantitative and analytical skills, with high attention to detail.
• Strong written and verbal communication skills.
• Ability to manage multiple priorities and deliver on time in a fast-paced environment.
• Demonstrated collaboration skills across risk, technology, quantitative, product, and reporting partners.

Responsabilidades

• Execute regulatory stress testing submissions for counterparty credit risk.
• Analyze stress testing outputs and portfolio exposures to identify key drivers and emerging risks.
• Prepare clear, accurate, and timely responses for regulatory and management requests on counterparty risk.
• Monitor portfolio risk metrics against established thresholds and tolerances.
• Investigate concentration risks, exposure trends, and market themes through targeted deep dives.
• Assess client positioning and exposure changes to highlight potential risk mitigants and actions.
• Collaborate with Credit Officers, Technology, Quantitative Research, Product, and Risk Reporting to enhance counterparty exposure analysis and reporting.
• Identify opportunities to improve portfolio risk management frameworks and decision-support tools.
• Contribute to firmwide initiatives focused on counterparty exposure metrics and technical enhancements.

Conhecimentos

Portfolio risk analysis

Stress testing

Scenario analysis

Counterparty exposure concepts

Quantitative analysis

Communication skills

Prioritization

Collaboration across teams

Descrição da vaga

JPMorgan Chase in the United States seeks an Associate in Counterparty Credit Risk to conduct portfolio, stress, and scenario analyses across derivatives, futures, options, and securities financing. You will partner with Credit Risk, Technology, Quantitative Research, Product, and Risk Reporting to improve metrics, automation, and data quality for timely management decisions and regulatory needs.

The role requires translating complex risk analytics into clear, actionable insights, monitoring