Corporate – Risk Management Market Risk FRTB – Analytics – Analyst Associate

As part of the Risk Management and Compliance organization at JPMorgan Chase you will play a critical role in safeguarding the firms 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 banks capital strategy and ensure compliance with evolving regulatory standards. You will also play a key role in advancing the firms 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 (Masters 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 resolutionoften 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
• Handson experience applying AI LLM or advanced data analytics techniques to enhance risk analytics automation controls or decisionmaking processes.