Market Risk Analyst - VP/ED-100023254 Job Details

Job Description
The Chief Investment Office is a Corporate business unit operating in the capital markets and working closely with the Treasury function.  The unit is headed by the firm's Chief Investment Officer, who reports directly to the CEO of JPMorgan Chase.  The CIO mandate includes:

    * Structural Interest Rate Risk Management - manage the structural interest rate risk of the firm created by other Line of Business units and management the 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 Lines of Business on their own investment strategies

 
Job Description:
 
Working within the CIO Risk team, this VP/ED analyst role is responsible for:

    * Provide market risk coverage for CIO Asia including:
         1. establishing and maintaining an appropriate risk limit framework
         2. ensuring market risks are made transparent to senior management
         3. performance of stress testing and qualitative risk assessments
    * Work closely with regional and global market risk colleagues to promote complete and consistent business coverage and share market insight
    * Oversight of CIO's activities within "Single Name" credit space
    * Liaise with Front and Middle Office personnel in relation to all aspects of market risk arising from trading and investment activities
    * Maintain a close partnership with VARS MO for VaR and reporting issues and trend analysis
    * Regular and ad-hoc risk analysis
    * Educate the business with respect to the market risk limits framework and ensure sound adherence and prompt overage resolution
    * Involvement in New Business Initiatives and new product/underlying requests for the region as well as regulatory reviews
    * Assist in any MRM projects deemed necessary by CIO management
    * Scope is across JPMorgan Chase Asian locations

Qualifications

    * Experience in foreign exchange, equities, fixed income and credit markets
    * Highly numerate, with degree level qualification in Math, Economics or similar discipline.
    * Proficient with Risk Management techniques such as VAR, sensitivity analysis and stress testing
    * Knowledge of derivatives valuation and pricing
    * Strong communication skills essential
    * Minimum of 3 years of financial markets experience