corporate risk wholesale credit stress testing vice president

  • Paris
  • Publier le il y a 1 an
  • Vue: 2
  • Annonce N° : 187221

Detail de l'annonce :

Wholesale Credit Risk Stress is part of Wholesale Credit Risk and is responsible for the methodology and governance of the Firm's stress testing program of wholesale loans. RESPONSIBILITIES * Be an integral member of the wholesale credit stress testing team in Europe * Participate in the building of the Wholesale Credit stress testing framework for our Legal Entities. * Support the production of regular stress testing exercises as well as ad-hoc regional or portfolio-based exercises. Collect data from various sources, synthesize the information, perform analysis, and interpret results in order to assist in making recommendations which impact legal entities. * Help prepare results and presentations to stakeholders, including management teams in Risk and Finance and regulators. Analytics include but not limited to sensitivity, attribution, and variance analysis. * Develop intimate knowledge about the various model platforms being used for the Firm's stress testing of wholesale credit portfolios. These include the Firmwide CCAR model, the Economic Capital model, IFRS9, CECL and any ad-hoc models built for LE stress or regulatory requests. * Get familiar with the various regulatory requirements governing our legal entity strategy and determine how to optimize our approach to stress testing. * Partner closely with Risk, Finance and Quantitative Research groups, centrally and within LOBs and LEs, to assist in the enhancement of existing wholesale loan stress models. QUALIFICATIONS * Strong analytical and problem-solving abilities * Experience in econometric and statistical modeling is highly preferred. Experience in risk management (credit or market risk) * Proficiency in programming language (Python, SQL, R) * Self-motivated, organized and possess a high level of attention to detail * Proficient skill in processing, analyzing, controlling and reconciling large datasets * Ability to build rapport and influence change * Excellent written and verbal communication skills * BA/BS degree required; Master degree or CFA a plus 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. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.

Annonceur :  JPMorgan Chase Bank, N.A.

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