Counterparty Credit Risk - Associate - Stress Testing - NY

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