JPMorgan Counterparty Risk - Legal Entity Vice President 

United Kingdom, England, London 

834961805

Job responsibilities

• Build and maintain CRR risk monitoring frameworks tailored to local legal entity needs
• Monitor baseline CCR risk and capital concentrations, trends, stress behavior, and impacts on limits/risk appetite
• Contribute to regulatory examinations and interactions: prepare analysis and responses to regulators and participate in projects to remediate regulatory and/or audit findings
• Support the team’s inputs into ICAAP processes, including CCR capital stress testing, stress scenario design, and Pillar 2 approaches
• Establish strong working relationships with stakeholders
• Build and maintain CRR risk monitoring frameworks tailored to local legal entity needs
• Monitor baseline CCR risk and capital concentrations, trends, stress behavior, and impacts on limits/risk appetite
• Contribute to regulatory examinations and interactions: prepare analysis and responses to regulators and participate in projects to remediate regulatory and/or audit findings
• Support the team’s inputs into ICAAP processes, including CCR capital stress testing, stress scenario design, and Pillar 2 approaches
• Establish strong working relationships with stakeholders

Required qualifications, capabilities, and skills

• Significant experience in Counterparty Risk or Market Risk
• Experience in interacting with regulators
• Bachelor’s degree in Financial Engineering, Mathematics, Physics, Statistics, Engineering, Finance, and/or Economics
• Experience in building and maintaining risk measurement and monitoring frameworks
• Good understanding of derivatives, Futures and Options, Margin Lending, and Securities Financing products
• Understanding of quantitative concepts relating to CCR exposures, PFE, risk sensitivity, and stress testing
• Programming skills in Python and visualization skills in Tableau
• Experience in analyzing regulatory rules and guidance, compliance assessments, and gap analysis
• Ability to communicate analysis results clearly and succinctly
• Experience in SLA-driven environments with the ability to manage dependencies

Preferred qualifications, capabilities, and skills

• Knowledge of capital rules for CCR (IMM and SA-CCR)
• Experience in ICAAP, Capital Management, or Regulatory Capital reporting
• Experience in Credit Risk, Trading, or Trading Middle Office functions
• Master’s degree, CFA, CQF, or FRM designations