Corporate - Risk Management - Market Risk FRTB - Analytics - Analyst / Associate
J.P. Morgan
As part of the Risk Management and Compliance organization at JPMorgan Chase, you will play a critical role in safeguarding the firm's financial strength and resilience through advanced analytics. Our team is dedicated to supporting responsible business growth by proactively identifying, assessing, and analyzing emerging risks. We foster a culture of innovation, challenging the status quo, and striving for excellence in everything we do. The candidate will play a key role in building out analytics solutions related to FRTB market risk capital requirements and other related requirements such as SA-CVA.
As Corporate – Risk Management - Market Risk FRTB – Analytics – Analyst / Associate in Market Risk department you will serve as a subject matter expert on FRTB, contributing to the design, tooling and analysis of capital components under both the Internal Models Approach (IMA) and Standardized Approach (SA). You will partner with Quantitative Research, Market Risk Technology, Regulatory Capital Management, Model Risk, Business, Product Control, Capital Risk and Policy, and other stakeholders to deliver robust analytics and explain tools; and support regulatory submissions. Your analytical insights will help define the bank's capital strategy and ensure compliance with evolving regulatory standards. You will also 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.
Job Responsibilities
- Design, develop, and own advanced Market Risk analytics and capital estimation modules supporting regulatory capital submissions, senior management decision-making, and supervisory reviews.
- Lead market risk capital scenario analyses for proposed and evolving regulatory rules across trading desks, products, and legal entities, ensuring robustness, transparency, and auditability.
- Own and enhance capital calculation and attribution analytics, 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 analytical 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.
- Develop and deliver actionable insights through data visualization, dashboards, and ad-hoc analytical deep dives to support strategic business decisions.
- Perform root-cause analysis and variance explanations for capital movements, identifying key drivers and trends across portfolios
- Play a key role in advancing the risk organizations adoption of Artificial Intelligence (AI), Large Language Model (LLM) and Data Product solutions to enhance market risk analytics, automation, and strategic decision-making.
Required qualifications, capabilities, and skills
- Advanced degree (Master's, B.Tech, or equivalent) in Mathematics, Statistics, Engineering, Economics, Computer Science, or a related quantitative field, including experience in Market Risk Analytics, Market Risk Management, Valuation Control, or similar functions.
- 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.
- Proficiency in data analysis tools and programming languages (e.g., Python, SQL, R) for analytical model development and data manipulation.
- Excellent analytical and influencing skills, with the ability to support key business decisions through solution-oriented and proactive approaches.
- Proven process and control mindset; highly self-motivated, detail-oriented, and innovative, with the initiative to drive issues to resolution—often under tight deadlines.
- Experience with data visualization tools (e.g., Tableau, Power BI, or similar) to create compelling analytical narratives.
Preferred qualifications, capabilities, and skills
- Knowledge of quantitative finance, trading strategies, and/or financial regulations, particularly Basel III / FRTB.
- Familiarity with statistical modeling, machine learning techniques, or predictive analytics in a financial context
- Hands‑on experience applying AI, LLM, or advanced data analytics techniques to enhance risk analytics, automation, controls, or decision‑making processes.
J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.
Market Risk FRTB Analytics seeks a motivated lead to develop, own and enhance key analytics for the FRTB market risk capital framework.
