JPMorgan Asset Management (AM) is looking to hire a risk analyst to join the AM Risk Analytics team.
Risk Analytics, part of AM Risk Management, is a small team of experienced quantitative and market risk oriented professionals. It is responsible for developing and maintaining enterprise level market risk policies, risk measurement methodologies and analytics. It analyzes risk across investment portfolios as well as at the strategy level. Risk Analytics is a part of the independent risk function, partnering closely with quantitative risk analysts, CIOs and portfolio managers within the asset classes.
Risk Analytics and the AM Technology team have developed a risk analytics application (Newton) that covers Global Equity, Solutions, and Global Fixed Income within Investment Management.
Risk Analytics is opening a new position with the primary responsibility to identify and measure market risk embedded in Fixed Income strategies including mortgages, high yield bonds, emerging market debt, credit derivatives, interest rate derivatives, loans, FX and commodities.
This person will assist Senior Risk Managers in the identification and analysis of market risks embedded in Fixed Income strategies, investigating material changes in portfolio/strategy analytics. This person will also assist in the maintenance and the enhancement of Newton. Using stress testing, sensitivity analysis and Value at Risk, the individual will work with Senior Risk Managers to develop a pro-active independent risk function.
Individual must have a good understanding of fixed income (rates and credit) products and markets, as well as related derivatives and structured products
Have 3-6 years of Market Risk experience in Fixed Income
Understand quantitative techniques aimed at analyzing and constructing portfolios
Be highly analytical, detail-oriented and able to multi-task
Working knowledge of RiskMetrics/RM4 a plus
US-NY-New York-270 Park Avenue / 02317
Asset & Wealth Management
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