Counterparty Credit Risk Analyst/Associate

As a member of the Counterparty Credit Risk (CCR) team within Wholesale Credit Risk at our company, you will be responsible for various tasks such as measuring counterparty exposures, conducting risk investigations, negotiating CSA terms, and participating in regulatory stress testing exercises. Your role will specifically focus on supporting CCR risk management, ICAAP execution, and regulatory CCR stress testing for legal entities in the EMEA region. **Key Responsibilities:** - Monitor exposures for JPM legal entities in EMEA and provide explanations for significant exposure changes - Assist in ICAAP processes, including capital stress testing, designing stress scenarios, and calculating capital add-ons - Support completion of regulator-mandated counterparty risk stress testing exercises - Monitor portfolio exposures against established thresholds for JPM legal entities in EMEA - Contribute to thematic analysis in response to market events - Develop tools to automate existing workflows as needed - Participate in projects focused on key counterparty credit exposure metrics and technical enhancements - Collaborate with various stakeholders to continuously review and improve exposure methodologies and tools - Support regulatory and audit requirements as necessary **Qualifications Required:** - Bachelors degree in Financial Engineering, Mathematics, Physics, Statistics, Engineering, Finance, or Economics - Proficiency in MS Excel and familiarity with Bloomberg - Proficiency in Python programming and data visualization tools like Tableau and Alteryx - Good understanding of derivatives, Futures and Options, Margin Lending, and Securities Financing products - Familiarity with concepts related to CCR exposures, PFE, wrong-way risk, risk sensitivity, and stress testing across asset classes - Strong written and verbal communication skills with the ability to explain technical concepts clearly to non-specialists - Strong sense of accountability, ownership, and risk mindset - Ability to adapt communication style to different audiences and confidently present and defend viewpoints In addition to the qualifications and skills mentioned, prior experience in market and/or counterparty credit risk with a focus on margin, collateral, or exposure metrics is preferred. Knowledge of capital rules for CCR (IMM and SA-CCR) and experience in ICAAP, capital management, or regulatory capital reporting are strongly preferred. We are looking for diligent, self-motivated individuals who are results-oriented and demonstrate confidence in making risk judgments. As a member of the Counterparty Credit Risk (CCR) team within Wholesale Credit Risk at our company, you will be responsible for various tasks such as measuring counterparty exposures, conducting risk investigations, negotiating CSA terms, and participating in regulatory stress testing exercises. Your role will specifically focus on supporting CCR risk management, ICAAP execution, and regulatory CCR stress testing for legal entities in the EMEA region. **Key Responsibilities:** - Monitor exposures for JPM legal entities in EMEA and provide explanations for significant exposure changes - Assist in ICAAP processes, including capital stress testing, designing stress scenarios, and calculating capital add-ons - Support completion of regulator-mandated counterparty risk stress testing exercises - Monitor portfolio exposures against established thresholds for JPM legal entities in EMEA - Contribute to thematic analysis in response to market events - Develop tools to automate existing workflows as needed - Participate in projects focused on key counterparty credit exposure metrics and technical enhancements - Collaborate with various stakeholders to continuously review and improve exposure methodologies and tools - Support regulatory and audit requirements as necessary **Qualifications Required:** - Bachelors degree in Financial Engineering, Mathematics, Physics, Statistics, Engineering, Finance, or Economics - Proficiency in MS Excel and familiarity with Bloomberg - Proficiency in Python programming and data visualization tools like Tableau and Alteryx - Good understanding of derivatives, Futures and Options, Margin Lending, and Securities Financing products - Familiarity with concepts related to CCR exposures, PFE, wrong-way risk, risk sensitivity, and stress testing across asset classes - Strong written and verbal communication skills with the ability to explain technical concepts clearly to non-specialists - Strong sense of accountability, ownership, and risk mindset - Ability to adapt communication style to different audiences and confidently present and defend viewpoints In addition to the qualifications and skills mentioned, prior experience in market and/or counterparty credit risk with a focus on margin, collateral, or exposure metrics is preferred. Knowledge of capital rules for CCR (IMM and SA-CCR) and experience in ICAAP, capital management, or regulatory capital repo