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Risk Management-Market Risk VaR & Capital Group…
- JPMorgan Chase (New York, NY)
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Join a world-class team at J.P. Morgan and help shape the future of market risk management in global finance. As a Market Risk VaR & Capital Analyst, you will play a key role in ensuring the firm's resilience and regulatory compliance. This is your opportunity to work with industry leaders, leverage cutting-edge analytics, and make a meaningful impact on the firm's risk profile. You will collaborate across teams and drive process improvements that support our commitment to excellence. Be part of a dynamic environment where your expertise and ideas are valued.
As a Market Risk VaR & Capital Analyst in the Firmwide Market Risk team, you will support the implementation, calculation, analysis, and reporting of Market Risk Risk-Weighted Assets (RWA). You will work closely with partners across the firm to ensure regulatory frameworks are properly maintained and that market risk measures are transparent and well-controlled. Your work will help us deliver accurate risk insights and drive process enhancements that strengthen our business.
Job Responsibilities
+ Verify, analyze, and explain inputs and outputs of RWA calculations across multiple measures
+ Provide RWA data for quarterly regulatory reporting, CCAR, and Resolution & Recovery processes
+ Perform scenario and impact quantification analysis on methodology and rule changes
+ Implement and oversee end-to-end controls of capital measures by partnering with key stakeholders
+ Identify operational risks and streamline processes to improve efficiency and controls
+ Collaborate with Capital Management, Market Risk Management, and other teams to manage controls and explain RWA measures
+ Support ad-hoc initiatives across the wider Market Risk organization
+ Handle large datasets and deliver accurate analysis under tight deadlines
+ Communicate findings and recommendations clearly to stakeholders
Required qualifications, capabilities, and skills
+ Bachelor's degree in Finance, Economics, Statistics, Engineering, Computer Science, or related field
+ Minimum 1 year of experience in Finance, Risk Management, or related field
+ Strong working knowledge of derivative products across one or more asset classes
+ Advanced analytical, critical thinking, and problem-solving skills
+ Proficiency in handling large datasets and strong Excel skills
+ Ability to work independently and collaboratively across teams
+ Excellent written and verbal communication skills
+ Demonstrated ability to multi-task and deliver results under pressure
Preferred qualifications, capabilities, and skills
+ Advanced degree in a relevant field
+ FRM certification
+ Experience with Tableau and Alteryx
+ Working knowledge of Python and willingness to learn new toolsets
+ Knowledge of Basel Market Risk Rules
+ Experience in regulatory reporting or capital management
+ Proven track record of process improvement in a risk or finance environment
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.
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. 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. Visit our FAQs for more information about requesting an accommodation.
JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans
Base Pay/Salary
New York,NY $100,000.00 - $120,000.00 / year
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