JPMorgan Market Risk - Vice President 

United Kingdom, England, London 

564450540

Job responsibilities

• Develop expertise in fixed income market and CTC’s corresponding portfolios; produce bespoke analytics and apply research topics to the investment portfolio, pre-trade investment reviews and limit updates
• Highlight and discuss risk changes and top risks; present deep dives to CTC Risk colleagues and senior risk management
• Monitor and report market risk and limits independently with the aim to ensure data accuracy and identify material risk exposures and concentrations. Due diligence and attention to detail is critical
• Lead technology initiatives to enhance capabilities and streamline infrastructure in daily risk reports, and VaR and Stress analysis tools
• Improve risk transparency, methodologies and reports by collaborating with quantitative teams on model results and implementation such as Quantitative Research (QR) and Model Review Group (MRG)
• Contribute to CTC Risk standards and best practices by collaborating with other risk groups; represent CTC Market Risk in various related initiatives and ensure timely delivery of projects
• Respond to urgent ad-hoc requests from senior risk management

Required qualifications, capabilities, and skills

• Experience in risk management and/or fixed income / securitized products; market risk experience is preferred
• Strong quantitative and analytical background with existing knowledge of financial markets and interest rate, FX & credit products in general; able to analyze a portfolio and produce reviews highlighting key risks
• Understanding of the governance and controls surrounding risk monitoring including, VaR, stress testing, various return measures and experience with stress construction
• Excellent written and spoken communication skills with ability to explain technical concepts in practical terms; must be able to converse with a wide variety of groups
• Demonstrated ability to work effectively and independently across different businesses and functional areas with thorough attention to detail in a high pressure environment
• Ability to challenge the portfolio manager's market positions and views and help assess the best allocation of risk and capital to various positions and businesses
• Self-motivated, diligent, strong sense of accountability and good at following up on issues
• Strong technical skills in Excel/VBA/Bloomberg; ability to learn how to use core business and risk systems
• Excellent academic record and an undergraduate degree are required;