JPMorgan Risk Management - Market Analytics Vice 

United States, New York, New York 

604366243

As a Vice President on the Market Risk Basel Group (MRBG) Analytics team, you will lead and support the analytics needs for the Fundamental Review of the Trading Book (FRTB) and other Basel/capital related items. FRTB is the new Market Risk Capital Rule from the Basel Committee which is expected to be live soon. In this role, you will provide inputs as subject matter expert for various strategic implementations (e.g. FRTB capital components, op model, reference data builds), lead the design of analytics tools for all the FRTB capital components, will engage on the project for implementation of FRTB for the firm and support the analysis and production of capital results required for regulatory submissions or strategic decision making.

Job Responsibilities

• Execute market risk capital scenarios for proposed rules across in-scope desks & products and select legal entities
• Lead the design, build and maintain next generation of Market Risk analytics modules for explaining FRTB Standardized Approach (SA) and Internal Model Approach (IMA) capital
• Partner with Quantitative Research, Market Risk Technology, Firmwide Market Risk, Market Risk Coverage, Regulatory Capital Management Office, Model Risk and Development, Business and Product Control teams across various streams
• Lead the implementation discussions for firm’s strategic FRTB build by partnering with QR and Tech teams
• Own strategic and tactical capital estimation processes for firm’s FRTB strategy discussions as well as for regulatory capital submissions
• Help interpret regulatory and strategic business requirements in conjunction with market risk stakeholders to manage scoping of business requirements and delivery
• Work with Market Risk Program Managers to manage project plans, track achievements, issues and risks and report status of plan execution to senior management
• Lead/participate in working groups with multiple functional teams (e.g. Quantitative Research, Technology, Finance and Policy) to develop and oversee strategic implementation plans
• Develop a strong foundation of various market risk concepts across all asset classes to manage delivery of business mandatory market risk related changes
• Build a good understanding of key Market risk business processes to deliver presentation of complex topics to senior management

Required qualifications, capabilities, and skills

• Bachelor's degree in a quantitative discipline (Mathematics, Engineering, Physics, Computer Science, etc)
• Relevant work experience in Market Risk, Regulatory Capital, Valuation, Finance Product Control or related function
• Good understanding of products across asset classes e.g. Credit, Rates, Equities, Commodities & FX
• Strong quantitative and problem-solving skills
• Strong process and control mindset, self-motivated, detail-oriented, demonstrate initiative, innovation, and solid problem-solving skills. Confidence to drive issues through to completion often working to tight deadlines.
• Strong analytical, leadership and influencing skills to derive results in order to support key business decisions. Solution-orientated and proactive with excellent communication skills (oral and written).
• Excellent stakeholder engagement skills. Ability to build strong relationships and to work across multiple streams under pressure to deliver business demands on-time and to a high standard.
• Proven experience reviewing/understanding requirements from end users and translating them to user, functional and non-functional requirements for development teams.

Preferred qualifications, capabilities, and skills

• Masters degree in a quantitative discipline (Mathematics, Engineering, Physics, Computer Science, etc)
• Knowledge of quantitative finance, trading strategy or financial regulations
• Experience in applying statistical and/or machine learning techniques in the financial industry