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Risk Management - Stress Testing Lead - Vice president
senior · Other
At JPMorgan Chase, risk professionals don't just manage risk — they anticipate it, challenge assumptions, and help the firm grow responsibly. As part of our Risk Management and Compliance organization, you will be at the center of keeping JPMorgan Chase strong and resilient, using your expert judgment to solve real-world challenges that impact our company, customers, and communities. This is a high-visibility opportunity to influence wholesale credit loan loss estimation while collaborating with senior executives and cross-functional partners across one of the world's leading financial institutions. Our culture is all about thinking outside the box, challenging the status quo, and striving to be best-in-class — and we're looking for someone who shares that mindset.
As a Wholesale Credit Risk Loan Loss Forecasting Vice President in the Commercial & Investment Bank Risk organization, you will play a critical role in shaping the integrity and quality of the firm's wholesale credit loan loss estimates — spanning over $1 trillion in client exposure across diverse lines of business and industry segments. You will collaborate with senior executives and partners across Risk, Finance, and the broader firm to deliver high-quality analytics and methodology insights that inform quarterly allowance and stress testing exercises. You will be part of a diverse, talented, and global team where your ideas are welcomed, your voice matters, and your work has direct, measurable impact on firmwide risk and finance programs.
Job Responsibilities
- 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 these into actionable loss estimates
- Develop and continuously 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
- Facilitate the Quarterly Capital Stress Testing scenario design process and support annual stress testing risk theme selection and scenario design for the wholesale credit portfolio
- Prepare and present materials to senior management and firmwide stakeholders, tailoring messaging and level of detail to diverse audiences
- Collaborate across lines of business and with partners in Corporate Finance, External Reporting, Quantitative Research, Model Risk, and Technology to drive consensus and execute on shared objectives
Required qualifications, capabilities, and skills
- Bachelor's degree in Business, Finance, Accounting, or a related field
- 5+ years of experience within the financial services industry, preferably within the banking sector
- Familiarity with Commercial and Industrial and Commercial Real Estate loans and lending-related commitments
- 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 on agreed plans while managing multiple concurrent workstreams in a fast-paced environment
- Strong oral and written communication skills, including the ability to distill complex topics into clear, concise messaging for senior management
- Proficiency in Microsoft Excel, PowerPoint, and other Office applications
Preferred qualifications, capabilities, and skills
- Advanced degree (e.g., MBA, Master's in Finance, Economics, or a quantitative discipline) or professional certification such as Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM)
- Hands-on experience with quantitative credit risk modeling or model validation within a wholesale lending environment
- Experience working within a large, matrixed financial institution across Risk, Finance, or related functions
- Proficiency in data analysis and visualization tools such as Tableau or Alteryx
- Familiarity with regulatory reporting frameworks and external financial disclosures related to credit loss estimation