Newark, DE, USA
35 days ago
Basel Measurement Analytics (BM&A) Counterparty Credit Risk – Analyst

JPMorgan Chase & Co. is a leading global financial services firm with assets of $2 trillion and operations in more than 60 countries. The firm is a leader in investment banking, financial services for consumers, small business and commercial banking, financial transaction processing, asset management and private equity.
Across Latin America, J.P. Morgan is a leading financial provider and among the top global banks in all product areas. As a result of our long-standing regional presence, we have built long-term and trusted relationships with Latin American industry leaders, financial institutions, governments, family-owned businesses and private clients.
J.P. Morgan's commitment to the region enables us to deliver a broad range of capabilities to meet our clients' financial needs in the local and global markets in the areas of investment banking, asset management, treasury services, wealth management and corporate banking.

As a Basel Measurement Analytics (BM&A) Counterparty Credit Risk – Analyst within JPMorgan Chase & Co., you will take on the responsibility of calculating and reporting monthly and quarterly Securities Financing Transaction Risk Weighted Asset (RWA) results. Your role will also involve analyzing and interpreting RWA trends, presenting promoters to senior management, and performing quantitative impact analysis on the firm's RWA and other capital exposures under Basel rules. Additionally, you will support external regulatory reporting deliverables and maintain procedure documents for the production process.


Job Responsibilities: 
•    Calculate and report monthly and quarterly Securities Financing Transaction Risk Weighted Asset (RWA) results. 
•    Analyze and interpret RWA trends and present drivers to senior management. 
•    Perform quantitative impact analysis on the firm's RWA and other capital exposures such as SLR and GSIB under Basel rules. 
•    Support external regulatory reporting deliverables. 
•    Own end-to- end production process and evaluate controls on key processes and functions. 
•    Maintain procedure docs for production process. Maintain Implementation Guidance documents detailing associated rule implementation for RWA calc/ reporting.
•    Use regulatory capital knowledge to drive the Basel 3 and Basel 3 Expanded Risk Based Approach rule implementation as a Subject Matter Expert (SME).
•    Assist in various impact analysis to support senior management’s capital related decision making process.
 

Required Qualifications, Skills and Capabilities


•    Bachelor’s degree required (Finance/Accounting or related)
•    Minimum of 1year experience in Finance, Risk Management, or related field or internship in relative field
•    Exceptional excel/database/desktop skills.
•   Ability to work in pressure-oriented environment and able to handle multiple tasks.
•    Strong analytical, critical thinking, and problem solving skills with a track record of execution against deliverables; including the ability to take ownership and work independently while contributing to the broader team.
•    Results oriented individual who can execute tasks within a fast-paced time frame.
•    Excellent interpersonal skills necessary to work effectively with colleagues at various levels of the organization.
•    Self-motivated team-player.  Must possess the ability to research and resolve issues independently while working across teams to acquire needed information.
•    Excellent organization and control focus & superior attention to detail and process-orientation.
•    Ability to synthesize and analyze large amounts of data to ascertain key facts and trends.
•    Ability to develop strong client relationships and gain consensus on key decisions.

Preferred qualifications, capabilities and skills

FRM or CFA charter holders preferred
Working knowledge of Alteryx, Tableau, SQL, Databricks preferred 
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