CIO, Treasury, And Other Corporate (CTC) Risk - Market Risk, Associate/VP- Based In London
JPMorgan Chase & Co.
Use the Job links above to navigate from one job description to the next.
Use the 'Back to prior page' link to return to your search result page. Do not use the back button in your browser.
Overview
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 the CTC LOBs; including, but not limited to, Market Risk, Credit Risk, Reputation Risk, Country Risk, Principal Risk, and Model Risk.
Description
CTC seeks to hire a market risk professional to join its Global Treasury risk management function. This individual will participate in risk related matters, including completing risk analysis of Treasury EMEA's existing and new transactions in regards to impact on limits, polices, and methodologies. Products may include emerging and developed markets securities and derivatives products including sovereign bonds, money market instruments and FX and IRS swaps.
Specific responsibilities may include:
· Understanding and monitoring the risk profile of transactions and strategies undertaken by the CTC businesses. Ad hoc analysis and reporting with daily due diligence and attention to detail.
· Deep diving on specific products to back up senior colleagues on risk discussions
· Calculating utilization of potential transactions and determining impact to limits
· Understanding various risk measures used to determine the market risk profile of the portfolio, specifically Value At Risk (VAR), Stress testing, non-statistical, and qualitative risk assessments.
· Participate with risk coverage colleagues globally in establishing guidelines, standards and best practices for Global Treasury risk management including the technology agenda.
· Partner with the Front Office, Finance, Valuation Control Group, Model Review Group, Policy, Finance, Technology and Middle Office
Qualifications
· Experience in market risk management preferred
· Strong quantitative and analytical background with an understanding of fixed income and fx instruments; able to deep dive into portfolio and produce reviews highlighting key risks
· Stress testing, various return measures and experience with portfolio construction a plus
· Ability to work under pressure
· Strong critical thinking skills, with thorough attention to detail
· Excellent oral and written communication skills
· Demonstrated ability to partner effectively across different businesses and functional areas
About J.P. Morgan's Corporate & Investment Bank
J.P. Morgan's Corporate & Investment Bank is a global leader across banking, markets and investor services. The world's most important corporations, governments and institutions entrust us with their business in more than 100 countries. With $18 trillion of assets under custody and $393 billion in deposits, the Corporate & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world. Further information about J.P. Morgan is available at http://www.jpmorgan.com/.
JPMorgan Chase & Co. offers an exceptional benefits program and a highly competitive compensation package. JPMorgan Chase & Co. is an Equal Opportunity Employer.
Education: An undergraduate degree is required.
See full job details and apply at employer site