JPMorgan Market Risk 

United States, New York, New York 

273701326

DESCRIPTION:

QUALIFICATIONS:

Minimum education and experience required: Master’s degree in Information Systems, Finance, Economics, Business, Mathematics, Quantitative Finance, or related field of study plus One (1) years of experience in the job offered or as Market Risk, Graduate Assistant, Data Scientist, or related occupation. The employer will alternatively accept a Bachelor’s degree in Information Systems, Finance, Economics, Business, Mathematics, Quantitative Finance, or related field of study plus three (3) years of experience in the job offered or as Market Risk, Graduate Assistant, Data Scientist, or related occupation.

Skills Required: Requires experience in the following: fixed income products including commercial loans, residential loans, commercial mortgage backed securities, residential mortgage backed securities, asset backed securities, TBAs, 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; regulatory rules impacting financial markets and banks such as Basel 3; Python coding; trading analysis tools including Intex and Bloomberg; and Advanced Excel including VBA, Pivot tables, Index Match functions, and offset functions.

Full-Time. Salary: $150,000 - $150,000 per year.