Market Risk Fundamental Review Trading Book - Implementation & Analytics - Vice President

As part of the Risk Management and Compliance organization at JPMorgan Chase, you will play a leading role in safeguarding the firm’s financial strength and resilience. Our team is dedicated to supporting responsible business growth by proactively identifying, assessing, and managing emerging risks. We foster a culture of innovation, challenging the status quo, and striving for excellence in everything we do.

The candidate will drive the core implementation and analytics related to the new FRTB market risk capital requirements and other related requirements such as SA CVA. FRTB represents a significant evolution in market risk capital rules, and this role will be central to the firm’s strategic response.

As a Market Risk Fundamental Review of the Trading Book – Implementation & Analytics – Vice President in the Market Risk team, you will serve as a subject matter expert on FRTB, contributing to the design, implementation, and analysis of capital components under both the Internal Models Approach (IMA) and Standardized Approach (SA). You will direct cross‑functional partnerships with Quantitative Research, Market Risk Technology, Regulatory Capital Management, Model Risk, Business, Product Control, Capital Risk and Policy, and other stakeholders to deliver a robust framework, analytics and support regulatory submissions.

Your work will help define the bank’s strategy and ensure compliance with evolving regulatory standards. You will also represent the firm in industry working groups and regulatory meetings, advocating for best practices and staying at the forefront of market risk and capital regulation developments. Additionally, you will play a key role in advancing the firm’s Artificial Intelligence, Automation and enterprise data strategy agenda, leveraging innovative technologies to enhance risk analytics and decision‑making.

• Define and own the firm’s end‑to‑end strategic roadmap across core FRTB implementation initiatives in the Internal Models Approach (IMA) and Standardized Approach (SA), partnering closely with Quantitative Research, Market Risk Technology, Market Risk Management, Model Risk, Regulatory Capital Management, Product Control, Capital Risk and Policy, and Business stakeholders.
• Lead market risk capital scenario analyses proposed and evolving regulatory rules across trading desks, products, and legal entities, ensuring robustness, transparency, and auditability.
• Partner with Product and Project Managers to manage, monitor deliverables to ensure effective communication with senior management on timeliness, risks, blockers.
• Design, develop, and own advanced Market Risk analytics capital estimation modules supporting regulatory capital submissions, senior management decision making, and supervisory reviews.
• Own and enhance capital calculation and attribution processes, including documentation, controls, and governance, in line with regulatory expectations.
• Grow subject matter expertise to interpret regulatory and business requirements in partnership with market risk stakeholders, ensuring accurate scoping, prioritization, and delivery of business requirements.
• Develop and maintain a strong foundation in market risk concepts across all asset classes.
• Support the production, analysis, and explanation of capital results required for regulatory submissions and internal management reporting.
• Play a key role in advancing the risk organization’s adoption of Artificial Intelligence (AI), Large Language Model (LLM) and Data Product solutions to enhance market risk analytics, automation, and strategic decision‑making.

• Subject matter expertise in FRTB across both Internal Models Approach and Standardized Approach.
• Knowledge of quantitative finance, trading strategies, and/or financial regulations, particularly Basel III / FRTB.
• Solid understanding of market risk concepts and their application across a broad range of asset classes and financial products.
• Strong quantitative, analytical, and problem‑solving abilities, with a demonstrated aptitude for tackling complex challenges.
• Outstanding communication skills, both verbal and…