Bulge Bracket Investment Banks

Posted 3 days ago

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**Credit Risk Management and Analytics Vice President (Columbus, OH)** - Lead cross-functional teams to drive credit and market risk measurement for securities-backed lending and derivatives, ensuring robust risk management across marketable-securities-backed lending, capital markets, and derivatives. Manage global capital markets surveillance, stress testing, and limit monitoring. Leverage Python, data analytics packages, and BI tools to drive insights and actionable decisions. Partner with senior stakeholders to communicate risk outcomes and drive enhancement initiatives. Requires 6+ years in financial risk management or related fields, strong analytical skills, and ability to collaborate cross-functionally. Master's degree and relevant certifications (e.g., FRM) preferred.

Compensation: Not specified
City: Columbus
Country: United States

Full Job Description

Location: Columbus, OH, United States

Help keep JPMorganChase strong and resilient by anticipating emerging risks and turning market complexity into clear decisions. In this role, you will lead work at the intersection of front-office activity and independent risk oversight. You will guide how we set collateral, evaluate stress, and monitor exposure through market cycles. Join a global team that challenges assumptions, applies rigorous analytics, and focuses on responsible growth. Your leadership will shape risk outcomes that matter to clients, businesses, and the firm.

Job summary

As a Credit Risk Measurement and Analytics Vice President in Credit Risk Measurement and Analytics, you lead market coverage and help us strengthen credit and market risk measurement across marketable-securities-backed lending, capital markets activity, and derivatives. You partner closely with teams across risk, lending and trading solutions, lending teams, investors, and finance to help ensure collateral frameworks, stress testing, reserves, and risk appetite measurement are robust, explainable, and timely. You work within a globally delegated coverage model spanning multiple regions, and you guide a culture of proactive, client-focused risk management aligned to high industry standards. You are comfortable with the fast pace of markets, and you help us turn ambiguity into practical frameworks, governance, and decisions.

Job responsibilities

Lead coverage for designated regions and product areas by guiding stakeholders on methodologies and their application

Execute lending value and margin requirement analyses for new or complex asset classes, deal structures, and strategies

Partner with quantitative modeling teams to review, assess, and recommend periodic lending value changes, and communicate outcomes to senior risk and business leaders

Interpret regulatory requirements and commitments, and incorporate them into governance and operating practices

Lead global capital markets surveillance by monitoring market dynamics, constructing scenarios, and interpreting event impacts

Produce oversight analytics and reporting to support risk monitoring, escalation, and decision-making forums

Lead product oversight for loans and derivatives secured by marketable securities by assessing collateral liquidity, market risk, client credit profiles, and client strategies

Lead event-driven risk reviews and present conclusions and recommendations to leadership and cross-functional forums

Lead market risk oversight by guiding limit monitoring and limit design for new initiatives

Lead review-and-challenge engagements for stress testing results, and manage required stress testing deliverables, including event-driven analyses

Support new business initiative reviews as a credit and/or market risk subject matter expert and guide enhancements to controls, documentation, and implementation

Required qualifications, capabilities, and skills

6+ years of experience in an analytical, technical, trading, or research-oriented role in capital markets

Academic background or professional experience in financial mathematics, quantitative risk methodologies, or data science

Broad knowledge of financial products across capital markets

Practical experience using Python and data analytics packages in a professional environment

Practical experience using Microsoft Excel, PowerPoint, and Word

Demonstrated ability to communicate clearly with senior stakeholders through concise written and verbal updates

Demonstrated ability to explain technical capital markets concepts to non-technical audiences

Demonstrated ability to collaborate across teams and guide work through to completion

Preferred qualifications, capabilities and skills

Undergraduate degree required, concentrations in technical disciplines preferred; Graduate degree, or professional designations a plus
Professional experience in credit risk management or market risk management
Professional experience with derivatives or hedging strategies
Experience using business intelligence and data visualization tools (for example, Tableau)
Experience leading operational, analytics, reporting, or metric enhancements in a risk environment
Experience supporting global regulatory deliverables (for example, capital stress testing programs)

Lead credit risk frameworks and market oversight for securities-backed lending and derivatives in wealth management.

Full Job Description