Capital Risk Vice President

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 / FRTBWorking 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 GSIBFamiliarity with Basel 2.5 and/or FRTB, GSIB, SLR, and TLACExperience 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
JPMorgan

Chase, 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.
We offer a competitive total rewards package including…