Credit Risk Associate - Treasury and Chief Investment Office

Join JPMorgan Chase in Risk Management and Compliance, where you'll play a crucial role in maintaining the firm's strength and resilience. Use your expertise to anticipate risks and solve challenges that affect our company and communities. Our culture encourages innovative thinking and excellence. As part of the Treasury and Chief Investment Office, you'll manage credit risk for the firm's diverse investment portfolio, including fixed income products like asset-backed securities and government bonds.

As an Associate in Credit Risk Management - Treasury and Chief Investment Office (TCIO), you will play a critical role in identifying and managing evolving risks. You'll conduct credit risk due diligence on both new and existing investments across various fixed income products like CMBS, RMBS, ABS, CLO, and Municipal Bonds. You'll stay on top of market developments, assessing their impact on our portfolio and engaging in discussions with senior management and portfolio managers. Additionally, you'll contribute to the team's innovation agenda by developing creative solutions and strategies that enhance our risk management processes and drive forward-thinking investment decisions.

Job responsibilities :

• Perform in-depth credit analysis for various TCIO investments. Engage with senior members of TCIO Credit Risk and the Portfolio Management teams to complete risk analysis, present conclusions and facilitate timely investment decisions
• Work alongside senior team members on product-specific analyses required to support risk discussions and thematic deep dives. This includes preparation and delivery of analytical presentations for various senior risk forums
• Participate in projecting portfolio credit impairment or estimating credit reserves as part of various firmwide exercises like CCAR (Comprehensive Capital Analysis and Review) and CECL (Current Expected Credit Losses)
• Contribute to development and maintenance of regulatory stress testing and reserve provisioning models
• Collaborate with Portfolio Managers, Finance, Valuation Control Group, Model Review Group, Policy, Finance, Technology, and Middle Office for ongoing projects, contributing to continued development of the TCIO Credit Risk franchise

Required Qualification, capabilities, and skills

Preferred qualifications, capabilities, and skills

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