Counterparty Credit Risk - Associate - Stress Testing - NY

J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world. 

Bring your Expertise to JPMorgan Chase. As 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.

Job summary 

As an Associate in Counterparty Credit Risk, you conduct portfolio, stress, and scenario analysis to evaluate counterparty exposures across derivatives, futures and options, and securities financing. You partner with teams across Credit Risk, Technology, Quantitative Research, Product, and Risk Reporting to enhance risk metrics, improve automation, and strengthen data quality. You help deliver accurate, timely analysis that supports both management decision-making and regulatory needs.

Job responsibilities 

• Execute regulatory stress testing submissions for counterparty credit risk
• Analyze stress testing outputs and portfolio exposures to identify key drivers and emerging risks
• Prepare clear, accurate, and timely responses for regulatory and management requests on counterparty risk
• Monitor portfolio risk metrics against established thresholds and tolerances
• Investigate concentration risks, exposure trends, and market themes through targeted deep dives
• Assess client positioning and exposure changes to highlight potential risk mitigants and actions
• Collaborate with Credit Officers, Technology, Quantitative Research, Product, and Risk Reporting to enhance counterparty exposure analysis and reporting
• Identify opportunities to improve portfolio risk management frameworks and decision-support tools
• Contribute to firmwide initiatives focused on counterparty exposure metrics and technical enhancements

Required qualifications, capabilities, and skills 

• 3 years minimum work experience 
• Experience conducting portfolio analysis, stress testing, and scenario analysis for credit or market risk
• Knowledge of counterparty exposure concepts across derivatives, futures and options, and securities financing
• Ability to translate complex risk analytics into clear, actionable insights for stakeholders
• Strong quantitative and analytical skills, with high attention to detail
• Strong written and verbal communication skills
• Ability to manage multiple priorities and deliver on time in a fast-paced environment
• Demonstrated collaboration skills across risk, technology, quantitative, product, and reporting partners

Preferred qualifications, capabilities, and skills

• Experience supporting regulatory stress testing processes and submissions
• Experience improving reporting automation and data controls in a risk environment
• Familiarity with counterparty exposure measurement approaches and reporting workflows
• Proficiency in common data and analytics tools used for risk analysis and reporting