Market Risk Analyst-100015397 Job Details

Job Description
The Chief Investment Office is a profitable business unit reporting directly to the CEO of JPMorgan Chase that has the following mandates:

    * Structural Interest Rate Risk Management - manage the structural interest rate risk of the firm created by other Line of Business units and the management of investment type securities
    * Home Finance Mortgage Servicing Rights Hedging (US only) - manage the hedging of interest rate and prepayment risks in MSR asset
    * Foreign Exchange Hedging - manage the hedging of Firms' exposure to foreign exchange revaluation of non USD revenues, expenses and capital
    * Other Corporate Investments and Obligations - covers Corporate/Bank Owned Life Insurance, Pension and Retirement Plans, and Private Equity investments
    * Business Advisory - advising Line of Business on their own investment strategies.

Job Description:
 
Working within the MRM team, this analyst role is responsible for:

    * Assist Risk Manager in regular and ad-hoc risk reporting
    * Maintain a close partnership with middle offices for VaR/Stress/sensitivity reporting. Take lead to resolve risk capturing/reporting issues.
    * Perform user acceptance test of system migration/projects impacting market risk capturing and reporting.
    * Assist in the oversight of CIO's activities including exposures in the "Single Name" credit space.
    * Assist Risk Manager in New Business Initiatives for the region

Qualifications

    * Highly numerate, with degree level qualification in Finance, Economics or similar discipline. VBA skills would be an advantage.
    * Good knowledge of Risk Management techniques such as VAR, sensitivity analysis and stress testing.
    * Good knowledge of financial products such as fixed income, credit and derivatives
    * Good communication skills.
    * Minimum of 2 years of financial markets or risk system support experience.