Job DescriptionAs part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class. Credit Risk Measurement and Analytics (CRMA) manages credit risk oversight of marketable-securities-backed lending programs, capital markets activities, derivative programs, and principal market risk for the Global Private Bank (GPB) and Wealth Management (WM). CRMA also manages associated risk measurement and stress testing frameworks. Frameworks include (a) methods to establish collateral requirements to secure credit exposure; and (b) stress testing for sufficient collateral, establishing reserves; and measuring risk appetite. CRMA's key stakeholders include the Risk organization; Lending & Trading Solutions providers, Lenders, Investors and Finance. CRMA operates a globally delegated coverage model with team members and partner teams located in North America, EMEA, and APAC. The team has a culture of actively managing risk through intelligent and proactive risk measurement, that is client focused, and adheres to the highest standards and best practices in the industry. A CRMA Vice President will be expected to take a leadership role in financial markets coverage, in overseeing and developing market & credit risk management frameworks, in risk analytics, and in supporting the GPB & WM lending solutions and derivatives businesses. A successful candidate will possess an entrepreneurial mindset, be comfortable working at the fast pace of markets, see ambiguity as an opportunity, and go the extra step to find the best solution. Job Responsibilities Support front-office investment and lending decision makers in understanding CRMA's methodologies; Cover designated regions and product desks as methodologies expert. Support deal process through construction of lending values (or margin requirements) for new or complex asset classes, deal structures, and strategies Partner with Quantitative Research ('QR') to review, assess, and recommend monthly Lending Value Changes and communicate to Chief Risk Officers, Global & Regional Lending, Trading and Investment leads and heads of business. Understand regulatory requirements and commitments. Become an expert on global market dynamics, risk scenario construction, and interpretation. Analyze impact of events to lending values, margin requirements, and clients. Produce oversight analytics & reporting, as needed Segment Lead; product coverage of loans and derivatives secured by marketable securities, analyze market risk and liquidity profiles of collateral, review credit profiles of clients and understand client strategies. Lead event driven risk reviews and will be Regional or Product Lead for market risk oversight, limit monitoring, and limit construction for new initiatives Present analyses and recommendations to CRMA leadership, and risk management & front-office decision-making forums. Lead 'review & challenge' engagements in partnership with business, risk, and support teams to evaluate stress testing results. Produce, and/or manage, stress testing deliverables as required. Support and/or produce ad-hoc (event-driven) stress testing as required. Support senior risk leadership with periodic evaluations of risk appetite Partner with global front-office, risk management, and support teams in periodic production of global regulatory deliverables (e.g. Comprehensive Capital Analysis and Review). Partner with QR, credit risk teams to develop and review models, methodologies, and assumptions for Lending Value / Initial Margin for clients' securities / derivatives activity Support senior risk leadership with designing control frameworks, document related guidelines & execute implementation with business partners. Support New Business Initiative (NBIA) reviews as credit and/or market risk subject matter expert Lead operational & analytics uplifts, data research projects to design new architectures to unlock new information. Lead reporting and metric design to create new information capabilitiesRequired Qualifications, Skills and Capabilities Undergraduate degree required, concentrations in technical disciplines preferred; Graduate degree, or professional designations a plus. 6 years in an analytical, technical, trading, or research-oriented role in capital markets Academic background in, or professional experience with, financial mathematics, quantitative risk methodologies, and/or data science Broad financial product knowledge required, professional experience in credit management, market risk management, derivatives, or hedging strategies a plus Practical knowledge of Python and associated data analytics packages (preferably in a professional environment). Practical knowledge of Tableau or other Business Intelligence (BI) / Data Visualization Tools Practical knowledge of Microsoft office suite (Excel/PowerPoint/Word) Excellent communication and interpersonal skills. Good team player, and high sense of ownership Mastery communicating technical capital markets concepts to a non-technical audience