Analyst / Associate – Credit Risk - Chief Investment Office and Corporate Treasury (CTC) – Hong Kong
Location: HK-Hong Kong-Hong Kong-Chater House / 03761
About J.P. Morgan Chase & Co.
JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.4 trillion and operations worldwide. The firm is a leader in investment banking, financial services for consumers and small businesses, commercial banking, financial transaction processing and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world’s most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands. Information about J.P. Morgan is available at www.jpmorganchase.com.
CTC Risk manages the risk of the retained portfolio generated from the Chief Investment Office, Global Treasury, and "other" Corporate businesses (Firm-wide Pension Plan, Insurance programs, and Mortgage Servicing Rights). The CTC Chief Risk Officer (CRO) reports to the Firm-wide CRO and is responsible for the end to end risk framework within CTC; including, but not limited to, Market, Credit, Liquidity, Interest Rate and Operational Risk.
CTC Risk seeks to hire a risk professional to join its global Credit Risk management function reporting to the Head of CTC Credit Risk Asia. This individual will participate in risk related matters, including completing risk analysis of CIO's existing and new investments in debt securities across credit, sovereign and securitized asset classes and approving counterparties for deployment and hedging activities. Working in risk management will give the successful candidate the opportunity to work alongside front office personnel and regional risk professionals from across the LOBs.
Specific responsibilities may include:
Understanding and monitoring the risk profile of transactions and strategies undertaken by the CTC businesses.
Deep dive analysis on specific products and risk issues
Understanding various risks measures used to determine the credit risk aspects of transactions or managed books including exposure metrics, pre-trade modeling and default parameters.
Working alongside portfolio managers and traders to complete risk analysis of investment opportunities in credit assets and monitor existing portfolio of credit assets.
Reviewing counterparties for Treasury’s deployment and hedging activities
Participating in the estimation of OTTI for the Firm’s CCAR, ICAAP and Risk Appetite exercises
Participate with risk coverage colleagues globally in establishing guidelines, standards and best practices for CIO risk management including the technology agenda.
- Experience in credit or market risk management preferred
- Strong quantitative and analytical background
- Ability to work under pressure
- Strong critical thinking skills, with thorough attention to detail
- Excellent oral and written communication skills
- Demonstrated ability to partner
- Asset Allocation
- Credit Risk
- Market Risk
- Operational Risk
- Risk Analysis
- Risk Management