Wholesale Credit Risk Management

Encontrado en: Talent AR C2 - hace 1 semana


Buenos Aires, Argentina JPMorgan Chase & Co. A tiempo completo

Organization Description

As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class. We also take great pride in on our commitment to operating with integrity and discipline in all that we do. If you are a team player, are solutions-oriented and have an appetite for learning, you’ll be a great fit for our team.

Job Description

As an Associate on the Wholesale Credit Stress Loan Loss Forecasting (LLF) team, you will focus on many different aspects of loss forecasting of the firm’s Wholesale corporate loan portfolio. You will have the opportunity to understand losses under Comprehensive Capital & Analysis Review (CCAR) model framework; collaborate cross functionally with partner teams like Technology and Finance, along with other teams in Wholesale Credit Risk; analyze losses and underlying drivers under the firm’s quarterly Risk Appetite exercise; perform analysis to support existing and new stress limits on the loan portfolio; and contribute to advancing the group’s strategic data/analytical platform. 

The LLF team is responsible for implementing key credit risk practices across Wholesale businesses and ensuring consistency in methodologies within Wholesale Credit Risk. The team works across the Corporate and Investment Bank, Commercial Bank and Asset Management divisions, and will be aligned with firm-wide partners including Reporting, Finance, Model Risk & Development, Technology, and the Regulatory Capital Management Office. 

Job Responsibilities 

Support the production of regular stress testing exercises (CCAR, quarterly Risk Appetite) as well as more ad-hoc regional, Country, or portfolio-based exercises Synthesize the information, perform analysis, and interpret results in order to assist in making recommendations which impact the industries/ lines of business Collaborate with model developers, technology, and businesses on improving the stress loss methodologies applied in stress frameworks Design sensitivity framework to serve business needs on what if analysis, especially on firm’s Risk Appetite Participate in risk reviews and make stress testing framework an essential component of different limits and industry portfolio management Develop subject matter expertise into the forecasting methodologies to support stakeholders Ability to navigate or build analytics dashboards in Tableau to streamline the review process of model results and data inputs such as portfolio characteristics and macro-economic scenarios

Required Qualifications, Capabilities and Skills 

Bachelor’s degree in finance, economics, mathematics, or related quantitative discipline 3+ years professional work experience, with demonstrated experience working in financial services, preferably in corporate credit risk or stress testing. Strong candidates with 0-3 years of experience would be considered for analyst position Analytical skills in Tableau, MS Excel, to quickly leverage large complex data and synthetize findings. Knowledge of Python or R is an added bonus Strong ability to explain complex quantitative models clearly to audiences without a quantitative background Effective communication skills with demonstrated experience managing client relationships and guiding business actions Initiative – taking and proactive with proven ability to work accurately under pressure to meet deadlines

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