Risk Management Specialist: Market Risk & Stress Testing

JPMorgan Chase & Co.

New York (NY)

On-site

USD 160,000 - 210,000

Full time

6 days ago

Be an early applicant

Application generator

An application made for this job — a tailored resume and cover letter that speak straight to the posting.

Get past ATS filters

Job summary

JPMorgan Chase & Co. in New York, NY seeks a quantitative risk professional to analyze macroeconomic trends impacting municipal bonds and market risk. The role conducts stress testing for Fed scenarios and supports governance, with daily risk monitoring and dashboard creation.

The candidate will automate analyses, evaluate hedges, and prepare regulatory responses, collaborating with technologists and senior management.

Qualifications

Master's degree in Financial Engineering, Quantitative Finance, Economics, Statistics, or related field plus two years of risk/analytical experience.
Alternative: Bachelor's degree in related field plus four years of risk/analytical experience.

Responsibilities

Analyze impact of macroeconomic trends on municipal bonds market and market risk using statistical metrics.
Conduct quarterly and annual stress testing for internal and Fed-defined scenarios; validate results with senior management.
Perform pre-trade governance scenario analysis on large auctions and portfolio trades; communicate findings with internal partners.
Monitor daily market risk metrics in collaboration with technology and quantitative research teams.
Provide risk metrics and P&L impact under stressed conditions; review with senior management.
Automate daily/weekly/monthly analyses and create dashboards for dynamic views.
Assess hedging strategy effectiveness and prepare for regulatory inquiries.