Senior Market Risk Analyst – CCAR & Fixed Income

JPMorgan Chase & Co.; New York (NY); On-site; USD 196,000 - 210,000; Full time

Job summary

JPMorgan Chase & Co. seeks a senior Market Risk professional to cover CCAR submissions for the Treasury and CIO portfolios, including stress testing, risk analytics, and communication of results to senior management.

You will perform governance, monitor risk sensitivities, and coordinate model enhancements across the risk function. The role is based at 270 Park Avenue, New York, NY 10017, with a competitive salary and full-time benefits.

Qualifications

• This position requires a master's degree or a bachelor's with 7+ years of related experience in market risk, risk analysis, or similar roles.
• Experience with Python and SQL for data manipulation and analysis, and proficiency in Excel for risk tools.
• Familiarity with CCAR stress testing, risk limit setting, and fixed income risk hedging concepts.

Responsibilities

• Perform CCAR coverage for stress testing submissions for Treasury and CIO portfolios.
• Analyze market risk drivers, monitor risk limits, and communicate results to senior management.
• Evaluate and implement enhancements to risk models and governance processes.

Skills

Quantitative risk management

Stress testing

Risk analytics

VaR modeling

P&L attribution

Education

Master's degree in Mathematics, Finance, Financial Engineering, Economics, or related field of study

Bachelor's degree in Mathematics, Finance, Financial Engineering, Economics, or related field of study

Tools

Python

SQL

Excel

Monte Carlo simulation

Job description

JPMorgan Chase & Co. seeks a senior Market Risk professional to cover CCAR submissions for the Treasury and CIO portfolios, including stress testing, risk analytics, and communication of results to senior management.

You will perform governance, monitor risk sensitivities, and coordinate model enhancements across the risk function. The role is based at 270 Park Avenue, New York, NY 10017, with a competitive salary and full-time benefits.