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Counterparty Credit Risk
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Counterparty Credit Risk
The Counterparty Risk division comprises the Counterparty Credit Risk (CCR), Central Counterparty (CCP), and Commodities groups within Wholesale Credit Risk. These groups cover OTC derivatives (both cleared and non-cleared), futures and options, securities financing, securities prime services, CCPs, and commodities. The overall responsibilities of the group include, but are not limited to:
- Measuring and monitoring counterparty exposure and escalating issues where appropriate.
- Conducting ad-hoc risk investigations and analyses in collaboration with credit officers, sales, and senior management.
- Assessing the adequacy of CSA terms and determining initial margin requirements, including eligible collateral and valuations where applicable.
- Owning and maintaining all credit exposure metrics with continuous adequacy assessment.
- Managing all related exposure calculation/reporting engines and their development agendas and priorities.
- Conducting credit capital and regulatory (CCAR, ICAAP, EBA) related exposure and collateral stress testing.
Posting Description
CCR is seeking an Associate in Buenos Aires to join the Counterparty Risk team. The candidate will work in partnership with the First Line of Defence and Collateral Operations across all Lines of Business (LOBs) to provide risk management oversight of the firm's financial collateral pools. The candidate will collaborate with credit officers, the front office, and sales, and will be responsible for risk decisions related to collateral/margining of the derivatives portfolio, including margin methodology and calculation, asset eligibility, haircuts, enforceability, CSA negotiation, and identification of concentrations/relatedness. The candidate will operate across various locations to establish synergies and best practices, assess system capabilities, evaluate the availability and use of risk metrics, and identify solutions to enhance transparency and ensure timely escalation of counterparty risk.
Job Responsibilities
- Support the Counterparty Risk team in managing all aspects of margin and collateral risk, including regulatory margin, in-house margin, collateral pool assessments (liquidity, concentration, wrong-way risk, etc.), and collateral/margin disputes. Monitor exposures, identify concentrated or concerning risk positions, and escalate appropriately. Identify notable trends and material changes in the collateral pool.
- Understand margining methodologies, conduct benchmarking analysis, and engage senior traders to understand trade and market dynamics. Monitor markets and geopolitical developments and assess their impact on the collateral pool.
- Support Sales and Trading in the negotiation of CSAs, mitigating collateral risk by identifying and managing collateral eligibility criteria and non-standard collateral. Stay abreast of industry initiatives around margin methodologies, providing insights on the impact on JPMorgan and enhancing transparency around emerging risks in the area.
- Provide ongoing support to Credit Officers on counterparty credit exposure for new deals with complex structures, including explaining and challenging calculations by the First Line of Defence. Work with other stakeholders to continuously review and enhance exposure methodologies and tools.
- Contribute to firm-wide projects around key counterparty credit exposure metrics and technical enhancements.
- Manage responses to bespoke client requests on the firm's initial margin methodologies.
Required Qualifications, Capabilities, and Skills
- Undergraduate degree with 3 years of relevant work experience; Bachelor's degree in a discipline such as Financial Engineering, Mathematics, Physics, Statistics, Engineering, Finance, and/or Economics.
- Knowledge of risk management, including scenario analysis and stress testing. Familiarity with NCMR, SIMM, VaR, or other margin methodologies. Good understanding of quantitative concepts relating to credit exposure, risk sensitivity, and stress testing.
- Demonstrated interest in and knowledge of global financial markets and strong intuition regarding their impact on our business.
- Excellent analytical and problem-solving skills; inquisitive nature and comfort in challenging current practices.
- Strong communication and interpersonal skills to be leveraged in executive governance and senior management forums.
- Must be able to work under pressure and deliver on multiple tight, time-sensitive timelines.
- Innovative and creative thinking. Ability to improve current processes and achieve efficiencies.
- Prior experience with coding and data visualization tools such as Python, Alteryx, SQL, and Tableau.
Preferred Qualifications, Capabilities, and Skills
- Experience in Credit, Trading, or Trading middle office functions. Master's degree, CFA, CQF, or FRM designations are preferred.
- Sufficient product knowledge and quantitative skills with a broad range of asset classes and investment strategies are a plus.
