Bring your expertise to JPMorgan Chase. 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.

As an Executive Director within the Credit Risk Measurement and Analytics Team (CRMA), you will be responsible for global oversight of (a) risk measurement of marketable securities that are pledged to secure loans, (b) risk measurement of derivatives transacted by clients, (c) global stress testing including multiple regulatory engagements, (d) market risk emanating from Global Private Bank (GPB) and JPMorgan Wealth Management activities including trade facilitation and balance sheet management. Risk measurement frameworks include the frameworks to establish margin requirements and lending values to secure credit exposure; stress frameworks to test for sufficient collateral, and establish reserves; and risk appetite frameworks. CRMA's key stakeholders include the global Credit Risk organization; Lenders, Investors and Finance.

J.P. Morgan Asset & Wealth Management delivers industry-leading investment management and private banking solutions. Asset Management provides individuals, advisors and institutions with strategies and expertise that span the full spectrum of asset classes through our global network of investment professionals. Wealth Management helps individuals, families and foundations take a more intentional approach to their wealth or finances to better define, focus and realize their goals. Risk Management helps the firm understand, manage and anticipate risks in a constantly changing environment. The work covers areas such as evaluating country-specific risk, understanding regulatory changes and determining credit worthiness. Risk Management provides independent oversight and maintains an effective control environment.

Job Responsibilities

• Evaluate markets to develop appropriate stress tests and risk analyses on securities, derivatives and collateral portfolios. Analyze and communicate results to credit officers and management.
• Perform and analyze regulatory and financial stress tests, e.g. CCAR (Comprehensive Capital Analysis and Review) and CECL (Current Expected Credit Losses).
• Review, manage and evaluate opportunities to improve Stress Testing framework and tools.
• Analyze new markets and/or products and recommend risk measurement framework and risk requirements to lend or trade.
• Support developments in /methodology, analytical tools and governance of Loss Given Default (LGD).
• Develop, review and evaluate opportunities to improve methodologies and challenge frameworks owned by first and second line of defense for Lending Value and Initial Margin requirements.
• Develop risk measurement solutions for complex client or transactional engagements.
• Partner with Credit Risk Officers, Business, Technology, Middle office and Finance in GPB and Firm-wide on projects relevant for risk measurement.

Required Qualifications, Capabilities, and Skills

• 7+ years' experience in risk management related to Securities-Based Lending, Market Risks, Derivatives, and Stress testing.
• Knowledge of risk drivers for Capital Markets and Alternative Investments.
• Excellent analytical skills including gap analysis, statistical modeling.
• Knowledge of Python, R Coding, Tableau, LLM, and statistical analysis.
• Excellent communication and interpersonal skills.
• Results driven and experienced with project planning and management.
• Undergraduate degree required,

Preferred Qualifications, Capabilities, and Skills

• Graduate degree in Finance/Financial Mathematics/CFA a plus.

ABOUT US

JPMorgan Chase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.

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.

JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans

ABOUT THE TEAM

J.P. Morgan Asset & Wealth Management delivers industry-leading investment management and private banking solutions. Asset Management provides individuals, advisors and institutions with strategies and expertise that span the full spectrum of asset classes through our global network of investment professionals. Wealth Management helps individuals, families and foundations take a more intentional approach to their wealth or finances to better define, focus and realize their goals.

Risk Management helps the firm understand, manage and anticipate risks in a constantly changing environment. The work covers areas such as evaluating country-specific risk, understanding regulatory changes and determining credit worthiness. Risk Management provides independent oversight and maintains an effective control environment.