JOB DESCRIPTION

As an Analyst in the Counterparty Credit Risk (CCR) Methodology team, you will be instrumental in evaluating, monitoring, and mitigating counterparty credit risk exposure. This role places a strong emphasis on developing methodologies, designing stress scenarios, and addressing analytical challenges within the risk infrastructure. This position requires a proactive team player with a curious mindset, a strong analytical foundation, and expertise in programming, AI/LLM, and data visualization tools.

Job Responsibilities

• Analyze and monitor counterparty credit risk exposures using quantitative models and risk management frameworks.
• Design, implement, and interpret stress testing scenarios to evaluate the impact of adverse market conditions on counterparty credit risk.
• Conduct sensitivity analysis and scenario-based stress testing to identify potential vulnerabilities in credit portfolios.
• Enhance CCR continuous monitoring capacity by delivering strategic tools to improve transparency, explainability, and governance of risk signals.
• Design and implement AI/LLM-enabled dashboard capabilities to accelerate BAU monitoring, triage, and narrative generation while maintaining appropriate controls and auditability.
• Increase comprehensiveness and accuracy of CCR metrics by reviewing and enhancing scenario coverage, validating methodology soundness, and performing unit/product back testing across relevant asset classes and products.
• Leverage data to support scenario review and BAU analytics, translating findings into actionable methodology updates and governance materials.
• Support the consolidation of tactical CCR tools into technology-owned strategic solutions, including requirements definition, control design, UAT, and production readiness.
• Deliver regulatory-linked enhancements and control evidence
• Produce regulator- and audit-ready documentation, testing evidence, and governance materials (assumptions, limitations, change management).

Required qualifications, capabilities, and skills

• Bachelor's degree in a quantitative discipline
• Strong programming skills Python; ability to build repeatable analytics and automation with robust controls
• Experience in designing and implementing AI/LLM-driven solutions (e.g., monitoring dashboards, workflow automation, narrative generation) in a controlled environment
• Good understanding of derivatives (bilateral and cleared), Futures and Options, Margin Lending, and Securities Financing products
• Solid grasp of CCR concepts: exposure measurement, PFE, wrong-way risk, sensitivities, stress testing, margin/collateral dynamics, and liquidity considerations
• Proficiency with Excel; familiarity with visualization/ETL tools such as Tableau and Alteryx
• Strong communication skills: able to translate technical methodology and analytics into clear governance-ready narratives for non-specialists
• High ownership mindset and risk judgement: comfortable challenging assumptions, validating results, and driving issues to closure

ABOUT US

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.


ABOUT THE TEAM

J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.