Market Risk FRTB – Implementation & Analytics – Senior Associate Vice President

Shape the future of market risk at JPMorgan Chase. As a Vice President / Senior Associate in Market Risk Fundamental Review of the Trading Book (FRTB) youll sit at the center of the firms capital strategypartnering with Quantitative Research Technology and the Business to deliver robust scalable regulatorready solutions. Youll harness Artificial Intelligence and automation to elevate analytics accelerate decisions and strengthen resilience across inscope trading businesses.

As Market Risk FRTB - Implementation & Analytics - Senior Associate / Vice President in Market Risk department you will lead implementation and ownership of the FRTB capital framework under both IMA and SA support related requirements (e.g. SA CVA) and drive advanced analytics that inform regulatory submissions and senior management decisionmaking. Youll serve as a subject matter expert translating evolving regulation into practical solutions while championing AI/LLM and enterprise data strategy to enhance market risk analytics controls and governance.

Job responsibilities

• Lead endtoend FRTB implementation across Internal Models Approach (IMA) and Standardized Approach (SA) partnering with Quantitative Research (QR) Market Risk Technology Regulatory Capital Management Model Risk Product Control Capital Risk & Policy and Business stakeholders.
• Design develop and own market risk capital analytics modules to support regulatory submissions supervisory reviews and senior management decisions.
• Run scenario analyses for proposed and evolving rules across desks products and legal entities ensuring robustness transparency and auditability.
• Own and enhance capital calculation and attribution processes documentation controls and governance.
• Translate regulatory and business requirements into scoped prioritized deliverables; manage timelines risks and stakeholder communications.
• Produce analyze and explain capital results for regulatory and internal reporting; represent the firm in industry and regulatory forums when needed.
• Advance the adoption of AI/LLM and data product solutions to improve market risk analytics automation and strategic decisionmaking.

Required qualifications capabilities and skills

• Advanced degree in Mathematics Engineering Economics Computer Science or related field; 3 or more years in Market Risk Capital Market Risk Coverage Valuation Control or similar functions.
• Broad understanding of market risk concepts across asset classes and financial products.
• Strong quantitative analytical and problemsolving skills for complex challenges.
• Track record delivering complex technical/analytical projects endtoend with highquality outcomes.
• Excellent leadership communication and influencing skills; ability to present to senior stakeholders.
• Proven process and control mindset; selfmotivated detailoriented innovative; effective under tight deadlines.
• Strong stakeholder management; ability to translate enduser needs into clear user functional and nonfunctional specifications for development teams.

Preferred qualifications capabilities and skills

• Knowledge of quantitative finance trading strategies and financial regulations particularly Basel III / FRTB.
• Experience independently delivering analytical or regulatory projects with senior stakeholder exposure.
• Handson application of AI LLM or advanced data analytics to enhance risk analytics automation controls or decisionmaking.