Risk Analytics & Stress Testing Specialist

JPMorganChase; New York (NY); On-site; USD 160,000 - 210,000; Full time

Benefits offered by this job

Competitive base salary

Discretionary incentive pay

Health benefits

Job summary

JPMorganChase in New York, NY is seeking a risk analytics professional to analyze macro trends, conduct stress tests, and support governance of market risk for municipal bonds and structured products.

You will automate analyses, develop dashboards, and communicate findings to senior management, coordinating with technology and quantitative research teams.

This role offers a competitive total rewards package and opportunities to engage with cross-functional partners across the firm.

Qualifications

• Master's degree in Financial Engineering, Quantitative Finance, Economics, Statistics, or related field plus two (2) years of experience in risk management or related roles.
• Bachelor's degree in Financial Engineering, Quantitative Finance, Economics, Statistics, or related field plus four (4) years of experience in risk management or related roles.

Responsibilities

• Analyze impact of macroeconomic market trends on municipal bonds market and market risk.
• Conduct quarterly and annual stress testing for internal and Fed-defined scenarios.
• Cross-check and validate testing results; review with senior management for sign-off.
• Perform pre-trade governance scenario analysis on large auctions and portfolio trades.
• Monitor market risk metrics daily with technology and quantitative research teams.
• Provide risk metrics and P&L impact during stressed conditions; review with senior management.
• Automate daily, weekly and monthly analyses and create dashboards.
• Analyze hedging strategies for appropriateness; prepare for regulatory inquiries.

Skills

Python

Statistical analysis

Time series analysis

Scenario analysis

Dashboards

Education

Master's degree in Financial Engineering/Quantitative Finance/Economics

Bachelor's degree in Financial Engineering/Quantitative Finance/Economics

Tools

Python (pandas, numpy)

Excel

Bloomberg (ECO, GC, QR, CDRA, YAS)

SQL

Job description

JPMorganChase in New York, NY is seeking a risk analytics professional to analyze macro trends, conduct stress tests, and support governance of market risk for municipal bonds and structured products.

You will automate analyses, develop dashboards, and communicate findings to senior management, coordinating with technology and quantitative research teams.

This role offers a competitive total rewards package and opportunities to engage with cross-functional partners across the firm.