Associate - Counterparty Risk Analytics & Reporting Req 190093510 Location Bangalore East, KA, IN Job Category Accounting/Finance/Audit/Risk JP Morgan Asset Management (AM) is hiring a Counterparty Risk professional to join the Asset Management Risk Analytics and Reporting team (AMRA) as Senior Associate. AM Risk Analytics and the AM Risk Technology team have developed a risk analytics application (Newton) that covers AMs global investment management strategies and their associated counterparty risks. Newton is used by AM Investment Risk Managers, Counterparty Risk Managers and the front-office. Primary responsibility of this role in the AM Risk Analytics and Reporting team is to validate counterparty risk analytics, including root cause analysis, produced on a daily basis and put together risk reports for AM Counterparty Risk and senior management teams. This individual will report into the local head of the AM Risk Analytics & Reporting team. While this is a Sr. Analytical role, with opportunities to guide junior analysts, it is a hands on role and the individual will be expected to actively participate in the daily validation and reporting process. The individual has dedicated responsibilities to the global counterparty risk team, and will interact and liaise with risk teams in New York, London, Luxembourg, Hong Kong, and Mumbai as well as Risk Technology teams in Bangalore and New York. In addition to the roles primary responsibility the individual will Be the counterparty risk analytics subject matter expert for the AM Analytics and Reporting team and AM Technology. Be responsible for ensuring the stability and validity of AMs counterparty risk reporting, architecture, and associated risk management frameworks (e.g. threshold escalations). Assist AM CRG Analytics with managing technology implementations, process & framework improvements. Support AM CRG Analytics in the research, enhancement, implementation, and testing of counterparty risk/exposure methodologies for Newton. Provide qualitative and quantitative risk & exposure change attributions to AM Counterparty Risk Managers/Officers and LOB users of Newton. Demonstrated experience managing projects, managing global relationships, and influencing business partners. Be highly quantitative, technically proficient, detail-oriented, able to multi-task and work independently; understand financial mathematics and quantitative techniques used to measure risk at the security, portfolio, and legal entity levels. Have experience evaluating risk of derivatives, and associated counterparty risks, using appropriate models. Have 5-10 years of experience in a quantitative, research, market/counterparty risk, or front office role in capital markets. Quantitative degree required in Math, Engineering, Economics, Physics or equivalent. Experience with, or willingness to learn, data analysis in Python and Tableau desirable.