Strategic Wholesale Credit Risk Stress Testing Analyst

JPMorgan Chase & Co.; City of Rochester (NY); On-site; USD 110,000 - 150,000; Full time

Job summary

JPMorgan Chase & Co. is seeking a Wholesale Credit Risk Loan Loss Forecasting Associate in the Commercial & Investment Bank Risk organization.

You will help shape the integrity and quality of wholesale credit loss estimates spanning over $1 trillion in client exposure and collaborate with senior leaders to deliver analytics and methodology insights. Responsibilities include reviewing allowance and stress testing results, estimating losses using PD, LGD, EAD, and migrating ratings, and presenting

Qualifications

• Bachelor's degree in Business, Finance, or Accounting.
• 3+ years of experience within the financial services industry.
• Familiarity with Commercial and Industrial and Commercial Real Estate loans.
• Knowledge of CECL credit loss accounting standards.
• Knowledge of CCAR regulatory framework and stress testing requirements.
• Strong ability to collaborate across groups and manage multiple workstreams.
• Excellent written and verbal communication skills.
• Proficiency in Microsoft Excel, PowerPoint, and Office applications.

Responsibilities

• 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 these into actionable loss estimates.
• Develop and continuously deepen expertise in allowance and stress testing estimation processes, informing methodology across CECL and CCAR forecasting exercises.
• Take part in portfolio trend and sensitivity analyses across macroeconomic scenarios, portfolio stress tests, and assumption changes to support strategic decision-making.
• Prepare and present materials to senior management and firmwide stakeholders, tailoring messaging and level of detail to diverse audiences.
• Collaborate across lines of business and with partners in Corporate Finance, External Reporting, Quantitative Research, Model Risk, and Technology to drive consensus and execute on shared objectives.

Skills

Analytical thinking

Strong communication

Cross-functional collaboration

Multi-tasking in fast-paced env

Education

Bachelor's degree in Business, Finance, or Accounting

Tools

Microsoft Excel

PowerPoint

Tableau

Alteryx

Job description

JPMorgan Chase & Co. is seeking a Wholesale Credit Risk Loan Loss Forecasting Associate in the Commercial & Investment Bank Risk organization.

You will help shape the integrity and quality of wholesale credit loss estimates spanning over $1 trillion in client exposure and collaborate with senior leaders to deliver analytics and methodology insights. Responsibilities include reviewing allowance and stress testing results, estimating losses using PD, LGD, EAD, and migrating ratings, and presenting