CIO, Treasury and Corporate (CTC) Risk – Securitized Products – CIO NA Market Risk Associate

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • JPMorgan.
  • 30 Sep 16

CIO, Treasury and Corporate (CTC) Risk – Securitized Products – CIO NA Market Risk Associate

The CTC North America Market Risk team within the CTC Risk organization seeks to hire a professional to join its Market Risk management function in New York. This individual will participate in risk analysis and review for CIO's Securitized Product portfolio.

Specific responsibilities
· Risk expert on ABS & CLO markets and CIO's corresponding portfolios
· Produce bespoke analytics and apply research topics to the investment portfolio, pre-trade investment reviews and limit updates
· Lead technology initiatives to enhance capabilities and streamline infrastructure
· Contribute to risk business processes such as ensuring accuracy of risk capture and stress results
· Collaborate with quantitative teams on model results and implementation such as Quantitative Research (QR) and Model Review & Development (MRAD)
· Validate daily risks and weekly sign off on FSI scenarios
· Contribute to CTC Risk standards and best practices by collaborating with other risk groups such as structural interest rate risk, credit risk, liquidity risk and operational risk
· Present pertinent securitized products topics to CTC Risk colleagues and senior risk management

Qualifications
· 3+ years of experience in risk management with preferably experience on securitized products such as CLO, ABS or CMBS
· Technical skills preferred include advanced excel or VBA/Python, Intex
· Strong market and analytical background with an understanding of structured products and derivative instruments; able to analyze a portfolio and produce reviews highlighting key risks
· Ability to challenge the portfolio manager's market positions and views and help assess the best allocation of risk and capital to various positions and businesses
· Demonstrated ability to work effectively across different businesses and functional areas with thorough attention to detail in a potentially high pressure environment
· Excellent oral and written communication skills with ability to explain technical concepts in practical terms

Education: A quantitative or business master's degree is preferred but not required