J.P. Morgan's Corporate & Investment Bank is a global leader across banking, markets and investor services. The world's most important corporations, governments and institutions entrust us with their business in more than 100 countries. With $18 trillion of assets under custody and $393 billion in deposits, the Corporate & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.
Measure, monitor, and control the market risk for the mortgage servicing portfolio, by analyzing portfolios, daily trades and risk sensitivities. Be able to independently identify, elevate and discuss concerns with managers and traders. Products include MBS, CMOs, ABS, CMBS, CDOs, CLOs and related derivatives. Apply Value-at-Risk and stress-test impact analyses. Perform independent ad-hoc risk analysis. Ensure that JPM risk portfolios are subject to fair valuation. Initiate and lead projects to improve risk transparency and infrastructure. Collaborate firm-wide to develop robust valuation models and risk metrics. Articulate a daily view of risk and profit/loss performance to senior management in risk, business, finance and the Investment Bank including explanations of substantial position changes, limit violations and market factors. Partner with business on new initiatives to identify areas of concern and opportunities.
Minimum education required:
Bachelor's Degree or equivalent in Business Administration, Finance, Economics, Math or Sciences.
Have prior experience with securities and financial modeling, analysis, controls, Value at Risk, securities valuation and risk analysis with particular focus on mortgage markets. Strong communication skills, able to translate highly technical concepts into practical, constructive terms. Understand how risk positions impact balance sheet and RWA usage.
JP Morgan Chase & Co. offers an exceptional benefits program and a highly competitive compensation package.
JP Morgan Chase & Co. is an Equal Opportunity and Affirmative Action Employer, M/F/D/V
US-NY-New York-270 Park Avenue / 02317
JPMorgan Chase - 2 years ago
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