As a Vice President in the Counterparty Risk team, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business responsibly by anticipating new and emerging risks and using your expert judgment 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 a Counterparty Risk Legal Entity Vice President in Counterparty Risk team, you will be part of a joint venture between Counterparty Credit Risk (CCR) and Market Risk. You will be responsible for the identification, measurement, monitoring, and analysis of CCR matters related to JPMorgan’s markets activities. This London-based role involves extending the team’s oversight across CCR risk management, regulatory exams, ICAAP, and regulatory CCR stress testing, and ongoing interactions with regulators to additional legal entities. You will work closely with stakeholders such as the CRO, risk teams, Credit Officers, Quantitative Research and Model Governance teams, Technology partners, and relevant regulators globally.

 

Job responsibilities

Build and maintain CRR risk monitoring frameworks tailored to local legal entity needs Monitor baseline CCR risk and capital concentrations, trends, stress behavior, and impacts on limits/risk appetite Contribute to regulatory examinations and interactions: prepare analysis and responses to regulators and participate in projects to remediate regulatory and/or audit findings Support the team’s inputs into ICAAP processes, including CCR capital stress testing, stress scenario design, and Pillar 2 approaches Establish strong working relationships with stakeholders Build and maintain CRR risk monitoring frameworks tailored to local legal entity needs Monitor baseline CCR risk and capital concentrations, trends, stress behavior, and impacts on limits/risk appetite Contribute to regulatory examinations and interactions: prepare analysis and responses to regulators and participate in projects to remediate regulatory and/or audit findings Support the team’s inputs into ICAAP processes, including CCR capital stress testing, stress scenario design, and Pillar 2 approaches Establish strong working relationships with stakeholders

Required qualifications, capabilities, and skills

Significant experience in Counterparty Risk or Market Risk Experience in interacting with regulators Bachelor’s degree in Financial Engineering, Mathematics, Physics, Statistics, Engineering, Finance, and/or Economics Experience in building and maintaining risk measurement and monitoring frameworks Good understanding of derivatives, Futures and Options, Margin Lending, and Securities Financing products Understanding of quantitative concepts relating to CCR exposures, PFE, risk sensitivity, and stress testing Programming skills in Python and visualization skills in Tableau Experience in analyzing regulatory rules and guidance, compliance assessments, and gap analysis Ability to communicate analysis results clearly and succinctly Experience in SLA-driven environments with the ability to manage dependencies

Preferred qualifications, capabilities, and skills

Knowledge of capital rules for CCR (IMM and SA-CCR) Experience in ICAAP, Capital Management, or Regulatory Capital reporting Experience in Credit Risk, Trading, or Trading Middle Office functions Master’s degree, CFA, CQF, or FRM designations