About this opportunity
JPMorgan Chase & Co. lists this Capital Risk Vice President opportunity in new york, New York. Review the employer’s description below for duties, qualifications and application requirements.
Job description
Bring your Expertise to JPMorgan Chase. As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class.
As a Capital Risk Vice President or Senior Associate in the Capital Risk Policy group, you support independent interpretation of regulatory capital requirements and provide effective challenge to capital-related methodologies. You help ensure consistent application of market risk capital requirements and associated governance. You deliver the firm's capital risk objectives and maintain strong capital risk governance. You contribute to a collaborative environment focused on responsible growth and innovation.
Job responsibilities:
Support the firm's capital governance framework through independent challenge and policy interpretation
Provide timely, well-supported challenge to internal capital policy guidance and exposure categorization
Review market risk pricing models, analytical tools, and calculators for alignment with Market Risk Capital Rules
Partner with model development and model risk/validation teams to track findings and support remediation
Review proof of implementation testing of regulatory capital calculators
Contribute to monitoring market and macroeconomic drivers to assess impacts on Risk-Weighted Assets and capital requirements
Assist with scenario analysis to support capital planning and stress testing
Work with Capital Risk Coverage, Analytics, and Technology teams to enhance dashboards and analytical tools
Drive process improvement and automation in capital-related analysis and reporting
Support ad hoc analysis and management/regulatory-ready materials for senior stakeholders
Required qualifications, capabilities, and skills:
2 years of relevant experience in Market Risk, Capital Risk, Capital Risk Policy, or related risk function
Advanced degree in Finance, Mathematics, Financial Engineering, or related quantitative discipline
Deep understanding of regulatory capital regulations, calculation methodologies, and governance for market risk / FRTB
Working knowledge of regulatory capital frameworks and concepts relevant to market risk
Good understanding of fixed income and equity market risk, including derivatives and hedging concepts
Strong interpersonal skills and collaborative approach
Organized and detail-oriented, able to manage multiple deliverables
Proficiency in Excel and working experience with Python (or similar) for analysis and reporting
Preferred qualifications, capabilities, and skills:
Experience supporting work tied to FRTB regulatory cycle in a GSIB
Familiarity with Basel 2.5 and/or FRTB, GSIB, SLR, and TLAC
Experience with process improvement and automation in capital-related analysis
Ability to engage with model developers and review model documentation
Experience working with cross-functional teams
Strong communication skills
Experience in a large financial institution
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Worksite address
new york, NY, 10261, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.