JPMorgan Policy 

United States, Delaware 

627542770

DESCRIPTION:

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Management, Finance, Economics, Business Administration, Accounting, or related field of study plus 2 years of experience in the job offered or as Policy, Analyst, Financial Analysis, Business Analyst, or related occupation. The employer will alternatively accept a Bachelor's degree in Management, Finance, Economics, Business Administration, Accounting, or related field of study plus 5 years of experience in the job offered or as Policy, Analyst, Financial Analysis, Business Analyst, or related occupation.

Skills Required: Requires experience in the following: understanding mathematical capital calculation regulations published by the Federal Reserve Bank and the Office of the Comptroller of the Currency for complex derivatives products; capital and reporting infrastructures using workflow and operating models; Monte-Carlo simulation framework for derivatives internal model method (IMM) framework; accounting credit valuation adjustment (CVA); collateral risk requirement established by the U.S. regulators including the non-cleared margin rule; performing research on complex regulatory capital issues, by reviewing U.S. regulations and policy documents; financial modeling; derivatives and exchange traded products, including derivative pricing and risk measurement; Standardized Approach to Counterparty Credit Risk (SA-CCR), IMM, and Simple CVA in a capital management function using Basel III; Synthesizing and analyzing data to ascertain key facts and trends when analyzing transactions and regulatory rules; regulatory capital reporting; understanding bank balance sheets.

Job Location: 500 Stanton Christiana Rd, Newark, DE 19713.