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Corporate & Investment Bank Risk - Credit Risk - SIMM Management - Analyst / Associate - Tokyo / Hong Kong / Singapore

Job Description

Job Description


JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2 trillion and operations in more than 60 countries. The firm is a leader in investment banking, financial services for consumers, small business and commercial banking, financial transaction processing, asset management, and private equity.


The Collateral Risk Management team is responsible for risk decisions around margining and collateral of the derivatives portfolio - including asset eligibility, haircuts, enforceability, collateral optimization, CSA negotiation, identification of concentrations/relatedness, and efficient re-use of assets, as well as coordinating liquidation of collateral in close-outs.   We have input to industry-wide collateral forums, including ISDA collateral efforts, as  well as loan, LC and sec financing policy. The SIMM Management function is a new role that will focus on the new requirements resulting from the non-cleared derivatives the margining rules. The SIMM Management Analyst/Associate will be responsible for the following tasks.

  • Interface with Crowdsourcing Utility, Collateral Hub and counterparties to resolve IM discrepancies
  • Assist in crowdsourcing related functions
  • Assist in determining key drivers of IM requirements as well as understanding counterparty IM calculations
  • Assist in ongoing back-testing and benchmarking functions
  • Assist in the what-if analysis, funding impact studies and capital impact caused by disputes
  • Assist in the determination of model shocks and correlation matrices for model calibration
  • Become a subject matter expert on local regulations related to non-cleared margin and collateral


  • Minimum of 3 years of experience
  • Strong verbal and written communication skills required
  • Advanced quantitative skills
  • Knowledge of traded products such as OTC Derivatives, Repo & Sec Lending, F&O and OTC Clearing and fixed income products is strongly preferred
  • Experience in credit risk, market risk, trading or trading middle-office functions is preferred
  • Strong organizational and project management skills
  • Knowledge of Dodd-Frank regulatory reform strongly preferred
  • Big data handling expertise (database programming/ advanced excel)
  • Basic understanding of VaR models
  • Basic understanding of XVA and exposure profiles
  • Basic knowledge of pricing models  and market data across asset classes
Req #: 160033479
Location: Tokyo, 13 JP
Job Category: Credit
Employment Type: Full Time
Potential Referral Amount: Japanese Yen (JPY)

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