Credit Risk Management and Analytics Vice President

JPMorgan Chase & Co.; Columbus (OH); On-site; USD 140,000 - 210,000; Full time

Job summary

JPMorgan Chase & Co. in Columbus, OH, seeks a Credit Risk Measurement and Analytics Vice President to lead market coverage and robust risk measurement across collateral frameworks, stress testing, and risk appetite.

You collaborate with risk, lending, trading, and finance teams to ensure governance and timely risk insights across capital markets activities. You will guide models, reviews, and stress testing deliverables, while partnering with global teams to translate complex markets into

Qualifications

• Analytical or technical role in capital markets or risk.
• Background in financial mathematics, quantitative risk, or data science.
• Ability to communicate with senior stakeholders clearly.

Responsibilities

• Lead coverage for designated regions and product areas with methodologies.
• Analyze lending value and margin requirements for new asset classes.
• Collaborate with modeling teams to review lending value changes and communicate outcomes.
• Interpret regulatory requirements and embed them into governance practices.
• Oversee global market surveillance and scenario construction.
• Provide oversight analytics and risk reporting for forums.
• Assess collateral liquidity and market risk for loans and derivatives.
• Lead event-driven risk reviews and present conclusions to leadership.
• Guide limit monitoring and design for new initiatives.
• Support new business reviews as risk SME and enhance controls.

Skills

Financial mathematics

Quant risk

Data science

Effective communication

Education

Undergraduate degree in technical disciplines

Tools

Python

Excel

PowerPoint

Word

Job description

Help keep JPMorganChase strong and resilient by anticipating emerging risks and turning market complexity into clear decisions. In this role, you will lead work at the intersection of front-office activity and independent risk oversight. You will guide how we set collateral, evaluate stress, and monitor exposure through market cycles. Join a global team that challenges assumptions, applies rigorous analytics, and focuses on responsible growth. Your leadership will shape risk outcomes that matter to clients, businesses, and the firm.

Job summary

As a Credit Risk Measurement and Analytics Vice President in Credit Risk Measurement and Analytics, you lead market coverage and help us strengthen credit and market risk measurement across marketable-securities-backed lending, capital markets activity, and derivatives. You partner closely with teams across risk, lending and trading solutions, lending teams, investors, and finance to help ensure collateral frameworks, stress testing, reserves, and risk appetite measurement are robust, explainable, and timely. You work within a globally delegated coverage model spanning multiple regions, and you guide a culture of proactive, client-focused risk management aligned to high industry standards. You are comfortable with the fast pace of markets, and you help us turn ambiguity into practical frameworks, governance, and decisions.

Job responsibilities

• Lead coverage for designated regions and product areas by guiding stakeholders on methodologies and their application
• Execute lending value and margin requirement analyses for new or complex asset classes, deal structures, and strategies
• Partner with quantitative modeling teams to review, assess, and recommend periodic lending value changes, and communicate outcomes to senior risk and business leaders
• Interpret regulatory requirements and commitments, and incorporate them into governance and operating practices
• Lead global capital markets surveillance by monitoring market dynamics, constructing scenarios, and interpreting event impacts
• Produce oversight analytics and reporting to support risk monitoring, escalation, and decision-making forums
• Lead product oversight for loans and derivatives secured by marketable securities by assessing collateral liquidity, market risk, client credit profiles, and client strategies
• Lead event-driven risk reviews and present conclusions and recommendations to leadership and cross-functional forums
• Lead market risk oversight by guiding limit monitoring and limit design for new initiatives
• Lead review-and-challenge engagements for stress testing results, and manage required stress testing deliverables, including event-driven analyses
• Support new business initiative reviews as a credit and/or market risk subject matter expert and guide enhancements to controls, documentation, and implementation

Required qualifications, capabilities, and skills

• 6+ years of experience in an analytical, technical, trading, or research-oriented role in capital markets
• Academic background or professional experience in financial mathematics, quantitative risk methodologies, or data science
• Broad knowledge of financial products across capital markets
• Practical experience using Python and data analytics packages in a professional environment, as well as practical experience using Microsoft Excel, PowerPoint, and Word
• Demonstrated ability to communicate clearly with senior stakeholders through concise written and verbal updates
• Demonstrated ability to explain technical capital markets concepts to non-technical audiences
• Demonstrated ability to collaborate across teams and guide work through to completion

Preferred qualifications, capabilities and skills

• Undergraduate degree required, concentrations in technical disciplines preferred; Graduate degree, or professional designations a plus
• Professional experience in credit risk management or market risk management
• Professional experience with derivatives or hedging strategies
• Experience using business intelligence and data visualization tools (for example, Tableau)
• Experience leading operational, analytics, reporting, or metric enhancements in a risk environment
• Experience supporting global regulatory deliverables (for example, capital stress testing programs)