Posted in General Business 15 days ago.
• Provide risk analysis at both the portfolio level and security level by determining the qualitative and quantitative factors driving change in risks and exposures.
• Prepare and perform risk/performance review with strategy CIOs and portfolio managers.
• Assist in the research and recommending usage of proper bond and risk analytics. Ensure that risk measurement and bond analytics are accurate.
• Excellent communications skills, able to discuss risk analysis, exchange ideas, and make recommendations to portfolio managers, research analysts, and developers
• Technically proficient. With good understanding of fixed income rates and credit products, their related derivatives products as well as structured/securitized products
• Experience in evaluating risk on securities, derivatives and structured/securitized products using model output.
• In-depth knowledge of asset pricing models, VaR models and stress testing techniques; Prior experience with MSCI RiskMetrics, MSCI BarraOne, or YieldBook is a plus
• Previous exposure in risk management, quant modeling, or data analytics roles a plusJPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
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.
Equal Opportunity Employer/Disability/Veterans