EBA/ECB Stress Test Analyst - Credit/Market/Ops/NII EBA/ECB Stress Test Analyst -  …

in London, United Kingdom
Contract, Full time
Last application, 25 Feb 21
in London, United Kingdom
Contract, Full time
Last application, 25 Feb 21
J.P. Morgan is part of JPMorgan Chase & Co. (NYSE: JPM), a global financial services firm with assets of $2.6 trillion. 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.

The objective of the EU-wide stress test is to provide supervisors, banks and other market participants with a common analytical framework to consistently compare and assess the resilience of EU banks and the EU banking system to shocks, and to challenge the capital position of EU banks. The exercise is based on a common methodology, internally consistent and relevant scenarios, and a set of templates that capture starting point data and stress test results to allow a rigorous assessment of the banks in the sample.

Key responsibilities:

  • Detailed planning of milestones and deliveries per workstream/template as well as tracking
  • Detailed clarification of data deliveries
  • Processing data input for workstream
  • Coordinate and quality assurance of partial results delivered
  • Provide guidance according to the overall EBA Methodology in case of doubts for workstream specific topics
  • Distribute questions and feedback from regulator within workstream and prepare answer
  • Regular update of management or central PMO where needed
  • Oversight and quality assurance of work stream specific ECB methodology and FAQs
  • Quality assurance of alignment with COREP / FINREP reporting and data plausibility checks
  • Co-ordination with the Data Aggregator
  • Write/Co-ordinate explanatory note for workstream

Experience required:

  • Experience in performing EBA/ECB stress tests for the relevant topics (i.e. Credit Risk or Market Risk or Op Risk or NII and Capital)
  • Ideally benchmarking experience for ECB stress test for specific topics
  • Functional expert in workstream relevant topics (e.g. expert for NII simulation)
  • In-depth understanding of EBA ST Methodology and templates for the workstream
  • Knowledge about the relevant products for the topics of JPM AG (e.g. loan portfolio for credt risk) & regulatory reports (COREP / FINREP)
  • Proper communication skills regarding mediation and reporting
  • Experience in handling regulatory requests
  • Thorough understanding of Finance and Risk responsibilities
  • Knowledge of internal Finance and Risk organization / stakeholders relevant for the workstream
  • Experience in stress testing tools useful for workstream
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