Counterparty Credit Risk Analyst

About the role

JPMorgan Chase is looking for a Counterparty Credit Risk Analyst in its Counterparty Credit Risk Methodology and Stress Testing team. You will design and enhance stress testing frameworks, build quantitative analytics and automate risk processes to strengthen transparency, controls and decision-making. The role combines quantitative problem-solving, data engineering and close partnership with stakeholders across risk, technology and the business.

Key responsibilities

• Design, enhance and maintain counterparty credit risk stress testing methodologies, scenario frameworks and supporting documentation.
• Perform sensitivity analysis, backtesting and scenario reviews to assess portfolio vulnerabilities and validate methodology performance.
• Analyse counterparty exposures and concentration drivers using quantitative models and risk metrics.
• Develop Python-based analytics and automation solutions that improve efficiency, control and data quality.
• Improve risk monitoring transparency through explainable metrics, governance-ready reporting and controlled processes.
• Partner with Risk, Quantitative Research, Technology, Credit and the business on analytical insights and process improvements.
• Support AI and large language model applications for risk monitoring, workflow automation and management reporting.
• Prepare regulator- and audit-ready materials such as methodology papers, testing evidence and governance artifacts.

Required profile

• Bachelor's or Master's degree in Mathematics, Statistics, Financial Engineering, Physics, Engineering, Finance, Economics or a related quantitative discipline.
• 3 years of experience in risk management, quantitative analytics, stress testing or a related area in financial services.
• Understanding of financial markets and core risk management concepts.
• Strong analytical and problem-solving skills, attention to detail, and strong written and verbal communication.

Required skills

• Proficiency in Python and experience building analytics, automation and data-driven solutions.
• Stress testing, scenario analysis, quantitative risk methodologies or model validation experience.
• Visualization with Tableau or Power BI.
• Knowledge of AI and large language model concepts and applications.

Preferred: FRM, CFA or equivalent certification; counterparty credit risk experience (derivatives, futures and options, securities financing); large datasets and cloud platforms; methodology documentation and controls design.