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JPMorgan Risk Management - Lead Credit Officer Associate 
United States, New York, New York 
198388721

08.09.2024

In this role, you will perform in-depth credit analysis for various Treasury/Chief Investment Office investments across the fixed income spectrum. Engage with senior members of Treasury/Chief Investment Office Credit Risk and the Portfolio Management teams to complete risk analysis, present conclusions and facilitate timely investment approvals

Job responsibilities

  • Participate in portfolio credit impairment projections as part of various Firm wide exercises including the industry-wide annual (Comprehensive Capital Analysis and Review) process and quarterly (Current Expected Credit Losses) reserving process
  • Work alongside senior team members on product specific analysis required to support risk discussions, including preparation and delivery of analytical presentations for various senior Risk forums
  • Participate in the development and maintenance of various credit loss models related to Comprehensive Capital Analysis and Review stress testing as well as urrent Expected Credit Losses reserve projections. Liaise with independent Model Review teams to prepare model documentation, pass credible challenge and obtain usage approvals
  • Partner with the Front Office, Finance, Valuation Control Group, Model Review Group, Policy, Finance, Technology and Middle Office for other ongoing projects, thus contributing to continued build-out of the Treasury/Chief Investment Office Credit Risk franchise.

Required qualifications, capabilities, and skills

  • 6 + years of relevant work experience in credit risk management within a financial organization or credit rating agency
  • Undergraduate or Master’s degree in a relevant discipline
  • Structure Product, Structure Credit is a must have for the role
  • Strong analytical background with sound understanding of financial statements, including ratio analysis, cash flow analysis, and fundamental knowledge of key accounting standards
  • Excellent verbal and written communication skills, with an ability to deliver effective presentations to senior management
  • Demonstrated ability to partner effectively across different businesses and functional areas
  • Ability to work efficiently under pressure
  • Independent and strong critical thinking skills, with thorough attention to detail

Preferred qualifications, capabilities, and skills

  • Proficiency in Python or other analytical tools such as Alteryx & Tableau
  • Knowledge of regulatory requirements for fixed income portfolio, including Comprehensive Capital Analysis and Review stress testing and Current Expected Credit Losses loss reserving
  • Familiarity with Intex