Market Risk Specialist/ Senior Specialist
JP Morgan SE is the newly consolidated banking entity in the EU resulting from the merger between our Luxembourg, Ireland and Germany entities to become a Top 20 entity under the ECB supervision.
JPMSE Capital Monitoring and Regulatory Reporting team
The team is a high-profile function, providing financial information to the European Central Bank (“ECB”), European Banking Authority (“EBA”) and the Bundesbank and the Federal Financial Supervisory Authority (BaFin).
The team is a multi-cultural team based in Frankfurt, Luxembourg, Bangalore and Warsaw, working as one to deliver best in class regulatory reporting, under a strong and effective control framework.
We are looking for a strong and motivated subject matter expert in market risk to join as an Associate.
The role is based in Warsaw and will report to the Market Risk Lead based in Warsaw.
- Responsible for the market risk computation and calculation that are part of the quarterly COREP delivery.
- Responsible for production of the market risk computation in the daily monitoring.
- Apply/use the Control Environment, Operating Model, Process Tools and Documentation for effective credit and counterparty risk calculations.
- Apply according to the CRR rules the right treatments on all exposures.
- Investigations, ad-hoc analysis and queries from internal and external requests.
- Act as a Subject-Matter Expert (SME) with the other team member of the Market risk team on topic related to market risk.
Skills and experience:
- Few years of experience in delivering COREP and Large Exposures.
- Strong communication skills.
- Ability to manage multiples deadlines and prioritise.
- Ability to critically review and challenge numbers / strong analytical skills
- Flexibility to work under pressure to meet changing work requirements and strict deadlines
- An interest of improving data quality at all time.
- Proactive and self-starting individual with high levels of ownership.
- Accounting Qualification within Financial Services industry (either Bank or Practice)
- Familiarity with reporting requirements (CRDV, CRR2, FRTB, IFRS, USGAAP, FinRep)
- Proficiency in Microsoft Office – Excel, Access, Outlook, Word and PowerPoint
- Working knowledge of banking products (Repurchase agreements, securities, deposits, loans, credit facilities)
J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as any mental health or physical disability needs.
About the Team
The Corporate & Investment Bank is a global leader across investment banking, wholesale payments, markets and securities services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. We provide strategic advice, raise capital, manage risk and extend liquidity in markets around the world.
For further information, and to apply, please visit our website via the “Apply” button below.