Asset Management Investment Risk - Associate

J.P. Morgan Asset & Wealth Management delivers industry-leading investment management and private banking solutions. Asset Management provides individuals, advisors and institutions with strategies and expertise that span the full spectrum of asset classes through our global network of investment professionals. Wealth Management helps individuals, families and foundations take a more intentional approach to their wealth or finances to better define, focus and realize their goals.

As Investment Risk Associate in Asset Management function, you will help the firm understand, manage and anticipate risks in a constantly changing environment. The work covers areas such as reviewing portfolios for investment risks, liquidity risks, and counterparty risks, measured by risk sensitivities (e.g., Duration, Spread Adjusted Duration, Equity Factors, etc.), Value at Risk (VaR), Stress Tests and other position and portfolio metrics. Risk Management provides independent oversight and maintains an effective control environment.

Job responsibilities

• Monitors market events that can create significant impact to business.
• Performs deep dives, including analysis of stress test, liquidity profiles, sustainability characteristics, performance, and compare with the portfolio’s risk profile.
• Carries out relevant investigation and escalation of limit/threshold excesses.
• Leads risk management initiatives to enhance control, oversight, and monitoring of risk measures.
• Liaises with and present findings with business partners such as with the Investment Directors and Portfolio Managers on risk reviews.
• Ensures that Risk Management Procedures are followed.
• Prepares Risk Management presentations to Senior Management, Boards and Regulators in EMEA.
• Represents Risk in the governance forums such as Investment Director Reviews, Liquidity Forum and in new business initiatives.

Required qualifications, capabilities, and skills

• Analytical skills and the ability to understand and explain complex issues to non-specialized audiences.
• Willingness to deep knowledge on risk disciplines like: Portfolio Theory, Instrument Valuation, and standard risk metrics such as: VaR, Stress Testing, ESG (Environmental, Social and Governance), Liquidity Risk and Sensitivities.
• Attention to detail – takes personal responsibility to ensure that work meets the highest quality standards.
• Act on own initiative and fulfil objectives with small supervision 
• Act with inclusiveness – listens and considers the views of others.
• Strong PC skills and willingness learn languages such as Python.