Description
Counterparty Credit Risk (CCR) team, part of Wholesale Credit Risk, is responsible for measuring counterparty exposures, conducting ad-hoc risk investigations and analyses in partnership with credit officers, assessing and negotiating CSA terms, determining initial margin requirements, and maintaining all credit exposure metrics. The team also leads regulatory and capital stress testing exercises (CCAR, EBA, ICAAP), monitors exposures at the JPM legal entity level, evaluates collateral pools for emerging risk themes, and provides credit coverage for clearing house counterparties, including regulatory advocacy.

As an Analyst in the Counterparty Credit Risk (CCR) Methodology team, you will be instrumental in evaluating, monitoring, and mitigating counterparty credit risk exposure. This role places a strong emphasis on developing methodologies, designing stress scenarios, and addressing analytical challenges within the risk infrastructure. This position requires a proactive team player with a curious mindset, a strong analytical foundation, and expertise in programming, AI/LLM,



and data visualization tools.

Job Responsibilities
- Analyze and monitor counterparty credit risk exposures using quantitative models and risk management frameworks.
- Design, implement, and interpret stress testing scenarios to evaluate the impact of adverse market conditions on counterparty credit risk.
- Conduct sensitivity analysis and scenario-based stress testing to identify potential vulnerabilities in credit portfolios.
- Enhance CCR continuous monitoring capacity by delivering strategic tools to improve transparency, explainability, and governance of risk signals.
- Design and implement AI/LLM-enabled dashboard capabilities to accelerate BAU monitoring, triage, and narrative generation while maintaining appropriate controls and auditability.
- Increase comprehensiveness and accuracy of CCR metrics by reviewing and enhancing scenario coverage, validating methodology soundne

📌 Wholesale Credit Risk (Buenos Aires)
🏢 JPMorganChase
📍 Buenos Aires