Risk Management - Stress Testing - Executive Director

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 JPMorganChase. As part of Risk Management and Compliance, you are at the center of keeping JPMorganChase 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.

As an Executive Director in the Loan Loss Forecasting team, you will lead the Commercial and Industrial (C&I) Portfolio team based in Plano and shape the integrity and quality of the firm’s wholesale credit loan loss estimates. You provide portfolio-level monitoring and guidance across a diverse C&I exposure base, supporting stress testing, allowance estimation, and methodology development. You collaborate with senior executives and partners across Risk, Finance, Treasury, Controllers, and Quantitative Research to deliver high-quality analytics and insights. You help us inform firmwide risk and finance programs, including CECL (Current Expected Credit Loss), IFRS 9 (International Financial Reporting Standard 9), quarterly stress testing, and CCAR (Comprehensive Capital Analysis and Review).

Job responsibilities:

• Oversee C&I exposure at a portfolio level across held-for-investment (HFI) and fair value option (FVO), monitoring trends and estimating impacts to allowance and limits for large deals
• Review top-level and loan-level allowance and stress testing results for reasonability, accuracy, and alignment with portfolio trends
• Assess risks and support estimation of qualitative loan loss reserves, incorporating management judgment, industry data, and emerging or idiosyncratic risk factors
• Calculate, analyze, and communicate key modeling parameters, including probability of default, loss given default, exposure at default, and rating migration, and translate them into actionable loss estimates
• Develop and deepen expertise in allowance and stress testing estimation processes, informing methodology across CECL and CCAR forecasting exercises
• Lead portfolio trend and sensitivity analyses across macroeconomic scenarios, portfolio stress tests, and assumption changes to support strategic decision-making
• Support monitoring of monthly stress testing output across scenarios and coordinate limit usage reviews with Credit Officers
• Provide stress estimates for large and complex deals and run ad-hoc scenarios for senior management based on market conditions

Required qualifications, capabilities, and skills:

• Bachelor’s or Master’s degree in Business, Finance, Accounting, or a related quantitative field
• 8 years plus of experience in the financial services industry, and/or in the banking sector
• Strong familiarity with credit products
• Knowledge of CECL credit loss accounting standards
• Knowledge of the CCAR regulatory framework and stress testing requirements
• Demonstrated ability to collaborate across diverse groups, build consensus, and execute plans while managing multiple concurrent workstreams
• Strong oral and written communication skills, including distilling complex topics into clear messaging for senior management
• Proficiency in Microsoft Excel, PowerPoint, and other Office applications
• Experience with data analysis and manipulation using analytical tools such as Tableau, Python, or Alteryx, including use of large language models