Risk Management - Stress Testing - Executive Director

JPMorgan Chase & Co.; Plano (TX); On-site; USD 180,000 - 240,000; Full time

Job summary

JPMorgan Chase & Co. in Plano seeks an Executive Director to lead the Commercial & Industrial Loan Loss Forecasting team, shaping the integrity of the firm’s wholesale loss estimates and supporting stress testing and CECL/IFRS9 initiatives.

You will provide portfolio-level monitoring and guidance across a diverse C&I exposure base, supporting stress testing, allowance estimation, and methodology development.

Qualifications

• Bachelor’s or Master’s degree in Business, Finance, Accounting, or related quantitative field.
• 8+ years in financial services or banking.
• Strong familiarity with credit products.
• Knowledge of CECL credit loss accounting standards.
• Knowledge of CCAR regulatory framework and stress testing requirements.
• Demonstrated ability to collaborate across diverse groups and manage multiple workstreams.
• Strong written and oral communication for senior management.
• Proficiency in Excel, PowerPoint and Office applications.
• Experience with data analysis using Tableau, Python, or Alteryx including use of large language models.

Responsibilities

• Oversee C&I exposure at a portfolio level across HFI and FVO, monitoring trends and estimating impacts to allowance and limits for large deals.
• Review top-level and loan-level allowance and stress testing results for reasonability, accuracy, and alignment with portfolio trends.
• Assess risks and support estimation of qualitative loan loss reserves, incorporating management judgment and industry data.
• Calculate, analyze, and communicate PD, LGD, EAD, and rating migration, translating them into loss estimates.
• Develop expertise in allowance and stress testing estimation processes for CECL and CCAR forecasting.
• Lead portfolio trend and sensitivity analyses across macroeconomic scenarios and changes to support decisions.
• Support monthly stress testing output and coordinate limit reviews with Credit Officers.
• Provide stress estimates for large and complex deals and run ad-hoc scenarios for senior management.

Skills

Credit products

CECL & CCAR knowledge

Cross-functional collaboration

Communication skills

Office software

Data analysis tools (Tableau, Python,/

Education

Bachelor’s or Master’s degree in Business, Finance, Accounting, or related quantitative field

Tools

Tableau

Python

Alteryx

Job description

Bring your Expertise to JPMorganChase. As part of Risk Management and Compliance, you are at the center of keeping JPMorganChase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class.

As an Executive Director in the Loan Loss Forecasting team, you will lead the Commercial and Industrial (C&I) Portfolio team based in Plano and shape the integrity and quality of the firm’s wholesale credit loan loss estimates. You provide portfolio-level monitoring and guidance across a diverse C&I exposure base, supporting stress testing, allowance estimation, and methodology development. You collaborate with senior executives and partners across Risk, Finance, Treasury, Controllers, and Quantitative Research to deliver high-quality analytics and insights. You help us inform firmwide risk and finance programs, including CECL (Current Expected Credit Loss), IFRS 9 (International Financial Reporting Standard 9), quarterly stress testing, and CCAR (Comprehensive Capital Analysis and Review).

Job responsibilities:

• Oversee C&I exposure at a portfolio level across held-for-investment (HFI) and fair value option (FVO), monitoring trends and estimating impacts to allowance and limits for large deals
• Review top-level and loan-level allowance and stress testing results for reasonability, accuracy, and alignment with portfolio trends
• Assess risks and support estimation of qualitative loan loss reserves, incorporating management judgment, industry data, and emerging or idiosyncratic risk factors
• Calculate, analyze, and communicate key modeling parameters, including probability of default, loss given default, exposure at default, and rating migration, and translate them into actionable loss estimates
• Develop and deepen expertise in allowance and stress testing estimation processes, informing methodology across CECL and CCAR forecasting exercises
• Lead portfolio trend and sensitivity analyses across macroeconomic scenarios, portfolio stress tests, and assumption changes to support strategic decision-making
• Support monitoring of monthly stress testing output across scenarios and coordinate limit usage reviews with Credit Officers
• Provide stress estimates for large and complex deals and run ad-hoc scenarios for senior management based on market conditions

Required qualifications, capabilities, and skills:

• Bachelor’s or Master’s degree in Business, Finance, Accounting, or a related quantitative field
• 8 years plus of experience in the financial services industry, and/or in the banking sector
• Strong familiarity with credit products
• Knowledge of CECL credit loss accounting standards
• Knowledge of the CCAR regulatory framework and stress testing requirements
• Demonstrated ability to collaborate across diverse groups, build consensus, and execute plans while managing multiple concurrent workstreams
• Strong oral and written communication skills, including distilling complex topics into clear messaging for senior management
• Proficiency in Microsoft Excel, PowerPoint, and other Office applications
• Experience with data analysis and manipulation using analytical tools such as Tableau, Python, or Alteryx, including use of large language models