JPMorgan Market Risk 

United States, New York, New York 

449234044

DESCRIPTION:

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Quantitative Finance, Mathematics, Economics, Finance, Business, or related field of study plus 2 years of experience in the job offered or as Market Risk, Quantitative Analyst, Database Management, or related occupation. The employer will alternatively accept a Bachelor's degree in Quantitative Finance, Mathematics, Economics, Finance, Business, or related field of study plus 5 years of experience in the job offered or as Market Risk, Quantitative Analyst, Database Management, or related occupation.

Skills Required: This position requires experience with the following: Fixed income products including commercial loans, residential loans, commercial mortgage backed securities, residential mortgage backed securities, asset backed securities, TBAs (To be Announced MBS), and credit default swap indexes; risk scenario analysis and full revaluation stress testing for conducting ad-hoc and regular risk analysis on desk positions and portfolios; calculation, quantification, and relevance of market risk Greeks including delta, gamma, vega, and theta; Value at Risk calculations and modelling; regulatory rules impacting financial market, including Volcker, FRTB, and Basel 3; Python coding; developing, testing, and deploying Python scripts for quantitative analysis, market risk models, and data processing; trading analysis tools including Intex and Bloomberg; Advanced Excel including VBA, Pivot tables, Index Match functions, and offset functions; CCAR reporting and stress process.

Full-Time. Salary: $160,000 - $215,000 per year.