JPMorgan Wholesale Credit Risk Management - Counterparty Vice President 

United States, New York, New York 

829279990

As a Counterparty Vice President on the Quantitative Research (QR) Wholesale Credit team, you will be responsible for Counterparty Credit Risk (CCR) coverage in the newly formed CCR QR team, with a particular focus on central counterparty (CCP) Credit Risk.

Job Responsibilities

• Serve as a subject matter expert for CCP quantitative related issues.
• Create and maintain models and tools in Athenas/Python to assess adequacy of CCP margin requirements of cleared derivatives.
• Develop models and tools to support the evaluation of the efficacy of risk frameworks.
• Develop statistical models and tools for the assessment and management of counterparty credit risk.
• Design and implemen software framework for counterparty credit risk in Python, delivering results through dashboards.
• Partner with control teams for ongoing model and risk governance.
• Engage tech partners to deploy the models to Credit Officer’s desktops.

Required Qualifications, Capabilities and Skills

• Minimum of Masters degree in a quantitative discipline
• 5 years of experience in Wholesale Credit Risk, Counterparty Risk, Quantitative Research, Quantitative Strategy or similar area
• Substantial experience with Python or C++
• Solid understanding of cleared products, risk management methodologies (VAR and stress testing) across all asset classes
• Strong communication/partnership skills and attention to detail - ability to clearly and logically articulate information, both verbally and in writing
• Strong risk and control mindset
• Ability to deliver on multiple time sensitive timelines

Required Qualifications, Capabilities and Skills

• Prior experience with technical writing