JPMorgan Capital Management - Risk Weighted Assets Reporting Analyst 

United States, Delaware 

355155476

The Basel Measurement and Analytics (BM&A) Team within the CIO Treasury function is responsible for partnering with JPMC functions, including Capital Management, Risk Management, Quantitative Risk, Risk Reporting, and the LOBs to establish control and govern best practices and accountability for the Capital process. BM&A is responsible for producing firm-wide capital results on a monthly basis and oversees the implementation and reporting infrastructure for Basel 3 and other Capital-related requirements such as CCAR, Supplementary Leverage Ratio (SLR), Numerator, TLAC, etc. Furthermore, the team manages the Quantitative Impact Studies (QIS) for regulators and responds to senior management inquiries on capital-related matters.

The BM&A Associate position interfaces with LOB controllers to support the computation and analysis of risk-weighted assets (RWA) for the Other Assets portfolio plus other Credit Risk products. The candidate will be responsible for producing RWA under Basel 3 rules, analyzing quarter-over-quarter changes in RWA, working with LOB controllers and Credit Officers to determine variance drivers such as portfolio changes, policy updates and capital treatment. The candidate will manage the end-to-end process and be owner of any issue identification, tracking and resolution for the Other Assets portfolio. The candidate will also support initiatives across all Wholesale products, including but not limited to formulating execution strategies, proposing innovative approaches to implement new regulations, capital interpretations, and model changes.

Job responsibilities:

• Responsible for quarterly and monthly production processes and in support of quarter-over-quarter and forecast-to-actual variance analysis
• Perform impact analysis for methodology, rule and other production change
• Prepare presentations and recurring updates for various forums and senior management, including project status, variance highlights, and other significant items
• Develop and execute implementations for the Other Assets portfolio as well as other cross products initiatives

Required qualifications, capabilities and skills:

• Bachelors Degree required; Finance or Economics major
• Superior attention to detail, process-orientation and control focused
• 1-3 years of treasury, financial or regulatory reporting experience at a large financial institution
• Working knowledge of Basel regulatory capital rules, including general understanding of model development concepts
• Self-starter with ability to independently manage own work across initiatives and demonstrated ability to multi-task and respond quickly to changing priorities or issues
• Strong problem solving, analytical, and organizational skills
• Experience with data structures, systems, and large and complex datasets
• Excellent oral and written communication skills, including experience presenting to senior management and large groups
• Proficiency in MS Office product suite (Excel, Word, Access, and PowerPoint) required

Preferred qualifications, capabilities and skills:

• Advanced degree a plus; FRM certification a plus