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in New York, NY
Corporate Risk– Firmwide Market Risk & Governance – VaR Methodologies & Development - Intern - NY
•30 days ago
Hours | Full-time, Part-time |
---|---|
Location | new york, New York |
About this job
J.P. Morgan is a leading global
financial services firm with assets of $2.1 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. Information about J.P. Morgan is available at www.jpmorganchase.com .
Firmwide Market Risk and Governance is
an independent risk group, which identifies, measures, monitors and controls
market risk. Market Risk Management seeks to facilitate efficient risk/return
decisions, reduce volatility in operating performance and ensure that the
firm's market risk profile is transparent to senior management, the Board of
Directors and regulators. Market Risk has teams aligne d to
each business and region and works closely with the front office, CFOs, middle
office and risk reporting to ensure a complete understanding of the firm's
market risk.
Within Market
Risk Management, the VaR Methodology and Development Team (VM&D) is
responsible for development of Value-at-Risk models used for risk management
and capitalization of the trading businesses. VM&D works closely with
Market Risk Coverage, Market Risk Technology, and Model Risk and Development,
and collaborates extensively with Quantitative Research (i.e., “desk quants”),
Middle Office, Risk Reporting, the Front Office, and Controllers, to develop a
VaR platform that captures risk fully within a robust control environment.
Functions
·
Developing VaR
Methodology
·
Analyzing
historical time series market data
·
Performing risk
scenario analysis
·
Working with risk
management, quantitative research and technology
·
Bachelors degree
required
·
One to two years
of financial services or programming experience is desirable.
·
Strong written
and spoken communication skills. Must be
able to converse with a wide variety of groups
·
Familiarity with
Excel VBA and Access/SQL is a plus.
Python proficiency would be helpful.
·
Ability to work
independently and make clear recommendations and conclusions
·
Strong sense of
accountability and ownership of responsibilities, work diligently,
self-motivated and good at following up on issues
·
Strong analytical
skills; competent with numbers and able to challenge concepts/proposals. Sound
understanding of basic quantitative concepts.
·
Ability to work
well under pressure with commitment to deliver under tight deadlines
JPMorgan
Chase & Co . offers an exceptional benefits program and a highly
competitive compensation package.
JPMorgan Chase &
Co . is an Equal Opportunity and Affirmative Action Employer, M/F/Disabled/Veterans
financial services firm with assets of $2.1 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. Information about J.P. Morgan is available at www.jpmorganchase.com .
Firmwide Market Risk and Governance is
an independent risk group, which identifies, measures, monitors and controls
market risk. Market Risk Management seeks to facilitate efficient risk/return
decisions, reduce volatility in operating performance and ensure that the
firm's market risk profile is transparent to senior management, the Board of
Directors and regulators. Market Risk has teams aligne d to
each business and region and works closely with the front office, CFOs, middle
office and risk reporting to ensure a complete understanding of the firm's
market risk.
Within Market
Risk Management, the VaR Methodology and Development Team (VM&D) is
responsible for development of Value-at-Risk models used for risk management
and capitalization of the trading businesses. VM&D works closely with
Market Risk Coverage, Market Risk Technology, and Model Risk and Development,
and collaborates extensively with Quantitative Research (i.e., “desk quants”),
Middle Office, Risk Reporting, the Front Office, and Controllers, to develop a
VaR platform that captures risk fully within a robust control environment.
Functions
·
Developing VaR
Methodology
·
Analyzing
historical time series market data
·
Performing risk
scenario analysis
·
Working with risk
management, quantitative research and technology
·
Bachelors degree
required
·
One to two years
of financial services or programming experience is desirable.
·
Strong written
and spoken communication skills. Must be
able to converse with a wide variety of groups
·
Familiarity with
Excel VBA and Access/SQL is a plus.
Python proficiency would be helpful.
·
Ability to work
independently and make clear recommendations and conclusions
·
Strong sense of
accountability and ownership of responsibilities, work diligently,
self-motivated and good at following up on issues
·
Strong analytical
skills; competent with numbers and able to challenge concepts/proposals. Sound
understanding of basic quantitative concepts.
·
Ability to work
well under pressure with commitment to deliver under tight deadlines
JPMorgan
Chase & Co . offers an exceptional benefits program and a highly
competitive compensation package.
JPMorgan Chase &
Co . is an Equal Opportunity and Affirmative Action Employer, M/F/Disabled/Veterans