Counterparty Credit Risk Associate

hace 1 semana

Buenos Aires, Buenos Aires C.F., Argentina J.P. Morgan A tiempo completo

Counterparty Credit Risk

The Counterparty Risk division includes the Counterparty Credit Risk (CCR), and Central Counterparty (CCP), Wholesale Credit Risk. This group manages counterparty exposures across all traded products including, OTC Derivatives, Futures and Options, and Securities Financing activities. The group's responsibilities include:

  • Measuring and monitoring counterparty exposure and with elevated senior management reporting as needed.
  • Conducting ad-hoc risk investigations and analyses in collaboration with credit officers, front office teams for senior management.
  • Assessing the adequacy of CSA terms and determining initial margin requirements, including eligible collateral and valuations where applicable.
  • Owning and maintaining methodology & infrastructure for counterparty credit exposure metrics with ongoing adequacy assessments.
  • Managing exposure calculation and reporting engines, including their development agendas and priorities.
  • Conducting counterparty capital and regulatory stress testing related to CCAR, ICAAP, and EBA requirements.

Posting Description

We are seeking a skilled and motivated Associate to join our Counterparty Credit Risk team in Buenos Aires. The successful candidate will be instrumental in evaluating, monitoring, and mitigating credit risk exposure from counterparties. This role places a strong emphasis on developing and applying stress testing methodologies, designing stress scenarios, and addressing analytical challenges within the risk infrastructure. This position requires a proactive team player with a curious mindset, a strong analytical foundation, and expertise in programming and data visualization tools.

Key Responsibilities:

  1. Analyse and monitor counterparty credit risk exposures using quantitative models and risk management frameworks.
  2. Design, implement, and interpret stress testing scenarios to evaluate the impact of adverse market conditions on counterparty credit risk.
  3. Conduct sensitivity analysis and scenario-based stress testing to identify potential vulnerabilities in credit portfolios.
  4. Develop, enhance, and maintain tools and processes for credit risk assessment, stress testing, and reporting.
  5. Collaborate with internal teams to ensure accurate measurement, mitigation, and stress testing of credit risk exposures.
  6. Prepare and deliver clear, concise presentations and reports for stakeholders, including senior management, highlighting stress test outcomes and recommendations.
  7. Leverage programming skills to automate workflows, improve efficiency in risk analysis, and support stress testing initiatives.
  8. Stay updated on industry trends, regulatory requirements, and best practices in counterparty credit risk and stress testing methodologies.

Required Qualifications, Capabilities, and Skills:

  • Bachelor's or Master's degree in Financial Engineering, Mathematics, Statistics, Physics, Engineering, Finance and/or Economics. Certification in Financial Risk Management (FRM) is a strong plus.
  • Minimum of 3 years of experience in risk management, with a focus on risk management in counterparty credit risk including scenario analysis, stress testing methodologies preferred.
  • Demonstrated interest in and knowledge of global financial markets and strong intuition regarding their impact on our business.
  • Proficiency in programming languages such as Python, Alteryx, and C++ for data analysis, model development, and stress testing automation.
  • Comprehensive understanding of LLM infrastructure, focusing on its integration and utilization in counterparty credit risk assessment and management.
  • Hands-on experience with Tableau for data visualization, dashboard creation, and presenting stress test results.
  • Strong presentation skills with the ability to communicate complex concepts, including stress testing outcomes, to diverse audiences.
  • Demonstrated experience with stress testing frameworks, including scenario design, model validation, and result analysis.
  • Analytical mindset with excellent problem-solving skills and attention to detail.
  • Proven ability to work collaboratively as a team player, contributing to group objectives and fostering a positive team environment.
  • Curiosity and eagerness to learn, with a proactive approach to exploring new tools, techniques, and industry developments.
  • Ability to thrive in a fast-paced environment while managing multiple priorities.
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