Credit Risk Analyst Treasury And Chief Investment Office

Job Description

Join JPMorgan Chase in Risk Management and Compliance, where youll play a crucial role in maintaining the firms strength and resilience. Use your expertise to anticipate risks and solve challenges that affect our company and communities. Our culture encourages innovative thinking and excellence. As part of the Treasury and Chief Investment Office, youll manage credit risk for the firms diverse investment portfolio, including fixed income products like asset-backed securities and government bonds.

As an Analyst in Credit Risk Management - Treasury and Chief Investment Office (TCIO), you will play a critical role in identifying and managing evolving risks. Youll conduct credit risk due diligence on both new and existing investments across various fixed income products like CMBS, RMBS, ABS, CLO, and Municipal Bonds. Youll stay on top of market developments, assessing their impact on our portfolio and engaging in discussions with senior management and portfolio managers. Additionally, youll contribute to the teams innovation agenda by developing creative solutions and strategies that enhance our risk management processes and drive forward-thinking investment decisions.

Job Responsibilities

• Perform in-depth credit analysis for various TCIO investments. Engage with senior members of TCIO Credit Risk and the Portfolio Management teams to complete risk analysis, present conclusions and facilitate timely investment decisions
• Work alongside senior team members on product-specific analyses required to support risk discussions and thematic deep dives. This includes preparation and delivery of analytical presentations for various senior risk forums
• Participate in projecting portfolio credit impairment or estimating credit reserves as part of various firmwide exercises like CCAR (Comprehensive Capital Analysis and Review) and CECL (Current Expected Credit Losses)
• Contribute to development and maintenance of regulatory stress testing and reserve provisioning models
• Collaborate with Portfolio Managers, Finance, Valuation Control Group, Model Review Group, Policy, Finance, Technology, and Middle Office for ongoing projects, contributing to continued development of the TCIO Credit Risk franchise
  
  

Required Qualification, Capabilities, And Skills

• 1-3 years of relevant work experience in credit risk management within a financial organization or credit rating agency
• Undergraduate or Master’s degree in a relevant discipline
• Strong analytical background with sound understanding of financial statements, including ratio analysis, cash flow analysis, and fundamental knowledge of key accounting standards
• Excellent verbal and written communication skills, with the ability to summarize complex information and deliver it at business executive level
• Strong risk and control mindset, with the ability to ask incisive questions, work collaboratively with cross-functional teams across geographic time-zones, assess risk and mitigants, and escalate appropriately
• Self-motivated and willing to take initiative, ability to multitask effectively
  
  

Preferred Qualifications, Capabilities, And Skills

• Proficiency in advanced analytical languages such as Python, R
• Knowledge of regulatory stress testing and reserve provisioning frameworks, such as CCAR and CECL, and the resultant requirements for fixed income investment portfolios
  
  

ABOUT US

JPMorganChase, 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 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

Our professionals in our Corporate Functions cover a diverse range of areas from finance and risk to human resources and marketing. Our corporate teams are an essential part of our company, ensuring that we’re setting our businesses, clients, customers and employees up for success.

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