Wholesale Credit Risk, Loan Loss Forecasting

2 months ago

London, United Kingdom JPMorgan Chase Bank, N.A. Full time

As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class.

The Wholesale Credit Loss Forecasting team is responsible for the methodology and governance of the firmwide and legal entity stress testing programs of wholesale credit portfolios. The Legal Entity and Economic Capital team provides solutions to legal entities, including capital and stress loss assessment to aid Internal Capital Assessment Adequacy Process (ICAAP), regulatory prescribed exercise and climate stress testing.

What you will be doing:

- Participate in the building/enhancement of loss forecasting frameworks for JPMC's legal entities in EMEA, APAC and LATAM regions
- Assist the development of climate risk integration into existing credit risk stress frameworks, collaborate with stakeholders to deliver the climate agenda
- Support the production of regular stress testing, risk appetite and credit limit exercises as well as ad-hoc portfolio analytics asks
- Develop knowledge about the various stress testing platforms including CCAR, CECL/IFRS9, Economic Capital, as well as legal entity regulatory and business requirements
- Exploit your critical thinking and problem solving skills daily to drive results
- Collaborate with Credit, Legal Entity & Climate Risk, Finance, Quantitative Research and Technology
- Prepare and present reports on risk analytics to technical and non-technical audiences.

**Minimum Skills, Experience and Qualifications**
- Strong analytical and problem-solving abilities
- Experience in econometric and statistical modeling is highly preferred. Experience in risk management (credit or market risk)
- Proficiency in programming language (Python, SQL, R)
- Self-motivated, organized and possess a high level of attention to detail
- Proficient skill in processing, analyzing, controlling and reconciling large datasets
- Ability to build rapport and influence change
- Excellent written and verbal communication skills
- BA/BS degree required; Master degree or CFA a plus.

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.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.

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