Global Credit Risk Analytics Executive Director

Testing Site - JPMC; New York (NY); On-site; USD 180,000 - 260,000; Full time

Job summary

JPMorgan Chase's Risk Management and Compliance division seeks an Executive Director in the Credit Risk Measurement and Analytics Team (CRMA) to lead global oversight of risk measurement for marketable securities pledged to secure loans, derivatives transacted by clients, and enterprise stress testing.

You will develop and drive risk frameworks, margin and lending value calculations, and governance processes across the global Credit Risk organization and frontline lenders.

Qualifications

• 7+ years in risk management related to Securities-Based Lending, Market Risks, Derivatives, and Stress testing.

Responsibilities

• Evaluate markets to develop appropriate stress tests and risk analyses on securities, derivatives and collateral portfolios.
• Analyze and communicate results to credit officers and management.
• Perform and analyze regulatory and financial stress tests, e.g. CCAR and CECL.
• Review, manage and evaluate opportunities to improve Stress Testing framework and tools.
• Analyze new markets and/or products and recommend risk measurement framework and risk requirements to lend or trade.
• Support developments in methodology, analytical tools and governance of Loss Given Default (LGD).
• Develop risk measurement solutions for complex client or transactional engagements.
• Partner with Credit Risk Officers, Business, Technology, Middle office and Finance in GPB and Firm-wide on projects relevant for risk measurement.

Skills

Risk management

Stress testing

Analytical skills

Python

R

Tableau

Communication

Project management

Education

Bachelor's degree

Tools

Python

R

Tableau

LLM

Job description

JPMorgan Chase's Risk Management and Compliance division seeks an Executive Director in the Credit Risk Measurement and Analytics Team (CRMA) to lead global oversight of risk measurement for marketable securities pledged to secure loans, derivatives transacted by clients, and enterprise stress testing.

You will develop and drive risk frameworks, margin and lending value calculations, and governance processes across the global Credit Risk organization and frontline lenders.