Basel Measurement Analytics - Counterparty Credit Risk, Senior Associate

JPMorgan Chase & Co.

is a leading global financial services firm with assets of $2 trillion and operations in more than 60 countries.

The firm is a leader in investment banking, financial services for consumers, small business and commercial banking, financial transaction processing, asset management and private equity.

Across Latin America, J.P.

Morgan is a leading financial provider and among the top global banks in all product areas.

As a result of our long-standing regional presence, we have built long-term and trusted relationships with Latin American industry leaders, financial institutions, governments, family-owned businesses and private clients.

J.P.

Morgan's commitment to the region enables us to deliver a broad range of capabilities to meet our clients' financial needs in the local and global markets in the areas of investment banking, asset management, treasury services, wealth management and corporate banking.

As a Basel Measurement Analytics (BM&A) Counterparty Credit Risk SFT - Associate within the CIO Treasury function, you will be responsible for partnering with various JPMC functions to establish control and govern best practices for the Regulatory Capital process.

You will be involved in producing firm-wide capital results, overseeing the implementation and reporting infrastructure for Basel 3 and other Capital-related requirements, and managing the Quantitative Impact Studies for regulators.

This role provides an opportunity to work in a dynamic, fast-paced environment, and make a significant impact on the firm's risk management practices.

The BM&A Associate position interfaces with LOB controllers to support the computation and analysis of risk-weighted assets (RWA) for Securities Financing Transactions.

The candidate will be responsible for producing RWA under Basel 3 rules, analyzing quarter-over-quarter changes in RWA, working with LOB controllers and Credit Officers to determine variance drivers such as portfolio changes, policy updates and capital treatment.

The candidate will manage the adjustment process and be owner of data issue identification, tracking and resolution.

Job responsibilities:


* Calculate and report monthly and quarterly Securities Financing Transaction Risk Weighted Asset (RWA) results.


* Analyze and interpret RWA trends and present drivers to senior management.


* Perform quantitative impact analysis on the firm's RWA and other capital exposures such as SLR and GSIB under Basel rules.


* Support external regulatory reporting deliverables.


* Own end-to- end production process and evaluate controls on key processes and functions.


* Maintain procedure documents (SOP) for the production process.

Maintain Implementation guidance documents detailing the data, associated rule implementation for RWA calculation and reporting


* Use regulatory capital knowledge to drive the Basel 3 and Basel 3 Expanded Risk Based Approach rule implementation as a Subject Matter Expert (SME...