Market Risk Management - Securitized Products Group - Analyst

Bring your expertise to JPMorganChase.

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 a Market Risk Analyst on the Market Risk Securitized Products Group team, you will be part of a trading floor-based team covering the Agency Residential Mortgage Backed Securities (RMBS), Asset Backed Securities (ABS) Special Opportunities and Residential Structured Financing businesses.

Our Market Risk Management Team identifies, measures, monitors and controls market risk and serves as the key interface for discussing risk issues with the trading desks but retains independent reporting lines through the Risk management chain.

Job Responsibilities


* Support coverage for Agency Mortgage Backed Securities, ABS Special Opportunities, and Residential Structured Financing businesses


* Engage in a dialogue with traders and desk heads around risk appetite, risk limits and individual large and complex transactions


* Produce, analyze and monitor risk utilization and revenue performance


* Provide clear briefings of current events/issues to line management and to wider MR colleagues


* Perform ad-hoc analyses around the business (including notable new transactions) in order to assist management decision making


* Highlight concentrated or concerning risk positions and work with business to ensure appropriate reporting, transparency and management


* Validate and resolve limit excess issues


* Work with Credit, Finance, Valuations Control Group, Quantitative Research, Model Governance Group and Middle Office as contact for all risk management issues


* Work on regulatory driven market risk exercises

Required Qualifications, Capabilities and Skills


* Bachelor's degree in a quantitative discipline


* Strong analytical & quantitative skills


* Strong communication and interpersonal skills


* Strong in controls, project management and time management

Preferred Qualifications, Capabilities and Skills


* Experience with regulatory interaction and familiarity with regulatory rules pertaining to risk


* Familiarity with financial instruments PnL profile and risk sensitivities


* Knowledge of securitized product, interest rate, credit or other fixed income markets; experience with the securitized products markets


* Knowledge or Python or other relevant coding skills

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 cli...