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corporate risk wholesale credit stress testing vice president
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Annonce N°187225Publié le 01/11/2022 à 20:02
Description
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.