Senior Market Risk Analyst — CCAR & Stress Testing Lead

J.P. Morgan

New York (NY)

On-site

USD 196,000 - 210,000

Full time

14 days+

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Job summary

JPMorganChase is seeking a Market Risk professional to cover CCAR submissions for the Treasury and CIO investment portfolios, including stress testing, risk driver analysis, and communications with senior management. You will monitor risk limits, provide portfolio analytics, and coordinate with technology on model implementations.

Strong Python/SQL and Excel skills, plus CCAR experience, are required. Based in New York, this full-time role offers a competitive salary and comprehensive benefits

Qualifications

Master's or Bachelor's degree with years of experience in market risk or related field.
Proficient in Python and SQL for data manipulation and analysis.
Experience with CCAR stress testing and risk analytics.

Responsibilities

Cover CCAR submissions for the firm's Treasury and CIO portfolios and funding desks.
Perform stress testing methodology and analyze market risk drivers.
Communicate results to senior management and develop risk insights.
Monitor risk limits, sensitivities, and desk investment activity.
Produce ad hoc analyses on investment portfolios and risk factors.
Review outputs of junior team members and coordinate with tech on model implementations.

Skills

Python

SQL

Quant Risk Mgmt

Excel

VaR Modeling

Bond Math

Fixed Income Hedging

Monte Carlo

Option Pricing

Stress Testing

Education

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

Bachelor's degree in Mathematics/Finance/Economics

Tools

Excel

Job description

Strong Python/SQL and Excel skills, plus CCAR experience, are required. Based in New York, this full-time role offers a competitive salary and comprehensive benefits

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