Wholesale Credit Risk, Loan Loss Forecasting, IFRS 9

Job description

Th e Legal Entity Loss Forecasting team provides solutions to legal entities, including capital and stress loss assessment to assist Internal Capital Assessment Adequacy Process (ICAAP), regulatory prescribed exercise, climate stress testing. The team recently expanded its scope to lead IFRS 9 production. As an Associate within our Legal Entity Loss Forecasting team, you will participate in IFRS 9 and ICAAP production of numerous Legal Entities. You will be embedded in a global team and interact with various stakeholders. As an Associate, you will be responsible for understanding specific regulatory requirements and guaranteeing adequate application and consistency of methodologies. Job responsibilities: - Participate in the production of IFRS 9 for JPMC’s legal entities in EMEA, APAC and LATAM regions - Participate in the building/enhancement of loss forecasting frameworks - Leverage the firm’s infrastructure to perform quantitative analysis on the legal entities portfolio - Support the production of regulatory stress testing exercises, risk appetite and credit limit exercises as well as ad-hoc portfolio analytics asks - Collect data from various sources, synthetize the informatio...