Description
As an Analyst/Associate in the CCR EMEA Capital team, you will support CCR risk management, ICAAP execution, regulatory CCR stress testing with a focus on legal entities in EMEA
Are you looking for an exciting prospect to join a agile and growing team in a quick paced and challenging area? 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.
Job Responsibilities
Monitor exposures for JPM legal entities in EMEA and provide explanations for significant exposure changes




Support the team’s contributions to ICAAP processes, including capital stress testing, designing stress scenarios, and calculating capital add-ons (Pillar 2 assessment of risks not covered by Pillar 1)
Assist the team in completing regulator-mandated counterparty risk stress testing exercises
Monitor portfolio exposures against established thresholds for JPM legal entities in EMEA
Contribute to any thematic analysis in response to market events
Develop tools, as needed, to automate existing workflows
Participate in projects focused on key counterparty credit exposure metrics and technical enhancements
Collaborate with QR, Technology, Product, and other stakeholders to continuously review and improve exposure methodologies and tools
Support regulatory and audit requirements as needed

Required qualifications, capabilities, and skills
Bachelor’s degree in a discipline such as Financial Engineering, Mathematics, Phys

📌 Counterparty Credit Risk Associate Mumbai
🏢 JPMorganChase
📍 Mumbai