Chief Investment Officer - Market Risk (Associate)
Mentions vibe coding explicitly; expects ability to learn/use vibe coding alongside Python for tooling and automation.
About the Role
Associate-level market risk role focused on fixed income portfolios within CTC Risk at J.P. Morgan. The role produces bespoke analytics, monitors daily market risk exposures, drives model and process improvements, and presents risk findings to senior risk management.
Job Description
Role
Associate-level Market Risk position focused on fixed income (rates) portfolios within CTC Risk. The role supports daily market risk monitoring, develops bespoke analytics and model assessments, and communicates material risk exposures and research to senior risk stakeholders.
Key Responsibilities
- Develop expertise in fixed income markets and CTC portfolios; produce bespoke analytics for investment reviews and limit updates.
- Monitor daily market risk positions to identify material exposures and concentrations.
- Highlight and present top risks and deep-dive analyses to CTC Risk colleagues and senior risk management.
- Synthesize research topics and macroeconomic analysis into reports and projections impacting portfolios.
- Evaluate, challenge, and implement updates to financial models used in market risk management; perform impact assessments and coordinate implementation timelines.
- Collaborate with quantitative teams (e.g., Quantitative Research and Model Review) to improve methodologies, model results, and reporting.
- Drive process efficiencies and participate in technology initiatives to improve risk transparency and controls.
- Respond to urgent ad-hoc requests from senior risk management and represent CTC Market Risk in related initiatives.
Requirements
- Minimum 3+ years of experience in risk management and/or fixed income.
- Strong understanding of fixed income markets with emphasis on rates products (UST, TIPS, STRIPS, interest rate swaps, swaptions, repo, FX swap, cross-currency basis swaps).
- Knowledge of governance and controls around risk monitoring, including VaR, stress testing, and stress construction.
- Excellent written and verbal communication; ability to explain technical concepts to diverse audiences.
- Demonstrated ability to work independently across businesses and functions with high attention to detail under pressure.
- Ability to challenge portfolio views and assess allocation of risk and capital.
- Self-motivated, diligent, accountable, and effective at follow-up.
- Strong technical skills in Excel, VBA and Bloomberg; ability and willingness to learn Python, vibe coding, and core risk systems.
- Undergraduate degree required; advanced degree in finance/quantitative field, MBA, or professional qualifications (FRM/CFA/Accountancy) desirable.
Team
Position sits within CTC Risk and works closely with Quantitative Research and Model Review groups to support risk standards, methodologies, and timely delivery of projects.