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Risk Management - Counterparty Portfolio Analytics and Stress Testing - Vice President

JPMorganChaseBuenos Aires, Ciudad Autónoma de Buenos Aires, Argentina

Hace más de 30 días

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Risk Management - Counterparty Portfolio Analytics and Stress Testing - Vice President

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Job Description

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.

Job Description

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.

CCR is seeking a Vice President to join the Counterparty Risk team in Buenos Aires. The successful candidate will conduct in-depth portfolio analysis, stress testing, and scenario analysis to assess counterparty portfolio exposures under various market conditions. Responsibilities include collaborating with stakeholders such as Credit Officers, Technology, Quantitative Research (QR), Product, and Risk Reporting teams to enhance existing processes and develop tools for efficiency and automation. The candidate will work with team members and stakeholders across various locations to augment counterparty risk metrics, develop strategic capabilities, establish synergies & best practices, and ensure accurate & timely delivery of team’s objectives.

Job Responsibilities

Execute and analyze regulatory stress submissions (e.g. CCAR, Legal Entity etc.) for counterparty credit risk.

Prepare accurate and timely analysis for regulatory and management requests on counterparty risks and stress.

Stay informed about the regulatory landscape, stress testing requirements, and methodologies to ensure compliance and best practices.

Monitor portfolio risk metrics, including Strategic Stress Exposure (SSE), Gross Market Concentrations (GMC), and Wrong Way (WW) Risks, to ensure compliance with prescribed thresholds and tolerances.

Conduct ad-hoc deep-dives on market themes, concentrated risks, exposure trends, and client positioning to evaluate potential emerging risks and identify risk management strategies.

Collaborate with cross-functional teams, including risk officers, technology, and risk reporting, to ensure comprehensive analysis and reporting of counterparty exposures.

Identify, recommend, and assist in developing frameworks and solutions to optimize portfolio risk management and enhance decision-making processes.

Contribute to firm-wide projects focused on key counterparty credit exposure metrics and technical enhancements.

Required Qualifications, Capabilities, And Skills

Bachelor's degree in quantitative disciplines such as Financial Engineering, Mathematics, Physics, Statistics, Engineering, Finance, or Economics.

Over 5 years of experience in risk management, stress testing, or portfolio analytics within a financial institution.

Strong understanding of financial markets with the ability to connect market events to portfolio risks.

Excellent analytical and problem-solving skills, with an inquisitive nature and comfort in challenging current practices.

Strong communication and presentation skills, capable of conveying complex information to diverse audiences.

Ability to work under pressure and deliver on multiple tight, time-sensitive deadlines.

Innovative and creative thinker with the ability to improve current processes and achieve efficiencies.

Experience with coding and data visualization tools such as Python, Alteryx, SQL, and Tableau.

Preferred Qualifications, Capabilities, And Skills

Master's degree or professional designations such as CFA, CQF, or FRM.

Experience in Market / Credit risk, Trading, or Trading middle office functions.

Strong product knowledge and quantitative skills across a broad range of asset classes and investment strategies.

ABOUT US

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

About The Team

J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Finance and Sales

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Management Portfolio • Buenos Aires, Ciudad Autónoma de Buenos Aires, Argentina