corporate risk wholesale credit stress testing vice president
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.