Risk Management Counterparty Risk - Priority Hedge Funds - Associate

Bring your expertise to JPMorgan Chase.

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 Counterparty Priority Hedge Funds Associate, you will be a key player in managing and mitigating counterparty credit risk.

you will employ your exceptional analytical abilities and credit industry knowledge to make informed credit decisions for a diverse client portfolio.

You will work in collaboration with business teams to fulfill client credit requests, while maintaining a balance between risk and return for the Firm.

Regular monitoring of your portfolio will be required to accurately assign risk ratings to clients and facilities, and you will be expected to uphold a strong culture of compliance at all times

Job Responsibilities


* Act as an integral member of the CCR team to support the Top Hedge Fund relationships at JPMorgan.


* Develop Tableau dashboards and Python queries to support portfolio risk investigation and trend analysis.


* Identify and monitor client risk profiles and escalate potential exposure concerns to credit officers, senior risk managers, and the front office.


* Work closely with CCR regional coverage teams and Front Office/Credit Risk/Operations teams to review client requests, such as margin and limits, and assessing margin adequacy against stress exposures and potential risks.


* Develop in-depth knowledge of top hedge fund clients, formulating views on product risk appetite, and effectively reviewing and challenging business stakeholders on risk-related inquiries.


* Collaborate with Quantitative Research, Technology, Credit Officers, and other stakeholders to continuously review and enhance exposure methodologies and tools related to material hedge fund clients .


* Develop a strong understanding of the firm's Counterparty Stress Analysis methodology and apply it to analyze and monitor counterparty exposures within Credit Risk.


* Collaborate with business and risk partners on counterparty credit exposure, providing guidance and training on methodology releases or model limitations, and contributing to methodology and policy updates.

Required qualifications, capabilities and skills


* Bachelor's degree in Finance, Economics, Mathematics, Statistics or related area


* Minimum 3 years in risk management including risk monitoring, margining, stress analysis or quantitative financing


* In-depth understanding of counterparty/liquidity/market risk originated from Equity prime brokerage, Futures and Options and OTC cleared and bilateral derivatives products across a...