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About the Role

Support the firm's capital governance framework through independent research, interpretation, and application of regulatory guidance and policy interpretations to maintain compliance with publicly issued regulatory capital rules in a dynamic and complex regulatory environment. Monitor market economic drivers and macroeconomic factors to analyze changes in Risk-Weighted Assets (RWA) and capital requirements. Evaluate and model market risk scenarios to inform capital planning and stress testing. Provide timely, actionable challenges to stakeholders regarding internally developed capital policy guidance and exposure categorization recommendations to ensure adherence with capital rules. Evaluate complex market risk pricing models, analytical tools, and calculators to verify alignment with current Market Risk Capital Rules, Fundamental Review of the Trading Book, and other regulatory capital frameworks. Collaborate with model development and validation teams to address findings, implement enhancements, and document model governance processes. Work cross-functionally to design, enhance, and maintain robust market risk dashboards and analytical tools focused on capital metrics. Drive automation and process improvements in capital reporting and analytics.

Responsibilities

Perform calculations and analysis of market risk, credit-valuation adjustment, and emerging asset classes.
Manage the market risk capital of a financial institution.
Leverage machine learning, Python, and analytical market-based platforms for data gathering and analysis.
Develop and run models for financial and risk analysis.
Prepare and present results of financial and risk analysis and recommendations using PowerPoint.
Automate market risk reporting using SQL.
Compute market risk and credit-valuation adjustment risk-weighted assets (RWA) and prepare variance analysis.
Analyze market risk and market risk exposure, including associated capital and RWA.
Manage VaR and Stressed VaR metrics by calibrating and validating risk models.
Set and review market risk limits.
Collaborate cross-functionally with Finance, Risk Management, Legal, and Capital Management teams.
Evaluate and approve trades and new product offerings based on risk-reward analysis.
Quantitatively analyze data for risk assessments and stakeholder decisions using variance, standard deviation, and normal distribution.
Design and implement Comprehensive Capital Analysis and Review (CCAR) and Dodd-Frank Act Stress Test scenario frameworks and stress testing programs.

Requirements

Master's degree in Financial Engineering, Finance, Mathematics, or related field of study plus five (5) years of experience in the job offered or related occupations.
Alternatively, a Bachelor's degree in Financial Engineering, Finance, Mathematics, or related field of study plus seven (7) years of experience in the job offered or related occupations.

Skills

Market risk analysis
Credit-valuation adjustment analysis
Emerging asset classes analysis
Stakeholder presentation and defense of analysis
Market risk capital management
Machine learning
Python
Analytical market-based platforms
Financial and risk modeling
PowerPoint
SQL
Risk-Weighted Assets (RWA) computation
Variance analysis
U.S. Basel III capital rule
Value-at-Risk (VaR)
Stressed VaR
Incremental risk charge
Market risk standardized charge
Risk model calibration and validation
Market risk limit setting and review
Cross-functional collaboration (Finance, Risk Management, Legal, Capital Management)
Trade and new product offering evaluation
Risk-reward analysis
Variance analysis
Standard deviation analysis
Normal distribution analysis
Comprehensive Capital Analysis and Review (CCAR)
Dodd-Frank Act Stress Test (DFAST) scenario frameworks
Stress testing programs

Location

4 Chase Metrotech Ctr, Brooklyn, NY 11245

Work Type

Full-Time

Experience Level

5 years of experience
7 years of experience

Education Level

Master's degree
Bachelor's degree

Salary/Compensations

$200,900 - $209,000 per year

Benefits

Comprehensive health care coverage
On-site health and wellness centers
Retirement savings plan
Backup childcare
Tuition reimbursement
Mental health support
Financial coaching

About the Company

JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands.
Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
Our professionals in our Corporate Functions cover a diverse range of areas from finance and risk to human resources and marketing.
Our corporate teams are an essential part of our company, ensuring that we’re setting our businesses, clients, customers and employees up for success.

Equal Opportunity

We are an equal opportunity employer and place a high value on diversity and inclusion at our company.
We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law.
We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs.
JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans