FRTB Implementation & Analytics VP, Market Risk

Testing Site - JPMC; Greater London; On-site; GBP 150,000 - 190,000; Full time

Job summary

JPMorgan Chase seeks a Vice President / Senior Associate for Market Risk FRTB implementation and analytics. The role leads end‑to‑end FRTB execution across IMA and SA, translating evolving regulations into scalable solutions with AI/LLM and enterprise data strategy.

You will collaborate with QR, technology, governance, and business units to deliver regulator-ready analytics and governance. The position emphasizes leadership, data‑driven decision making, and robust risk analytics to support

Qualifications

• Advanced degree in Mathematics, Engineering, Economics, or Computer Science (or related field).
• Strong quantitative, analytical, and problem‑solving skills for complex challenges.
• Proven track record delivering complex technical/analytical projects end‑to‑end with high‑quality outcomes.
• Excellent leadership, communication, and influencing skills; ability to present to senior stakeholders.

Responsibilities

• Lead end-to-end FRTB implementation across IMA and SA, partnering with QR, Market Risk Tech, 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 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 decision-making.

Skills

Mathematics

Engineering

Economics

Programming

Analytics

Leadership

Stakeholder Mgmt

Education

Advanced degree in Mathematics, Engineering, Economics, or CS

Job description

JPMorgan Chase seeks a Vice President / Senior Associate for Market Risk FRTB implementation and analytics. The role leads end‑to‑end FRTB execution across IMA and SA, translating evolving regulations into scalable solutions with AI/LLM and enterprise data strategy.

You will collaborate with QR, technology, governance, and business units to deliver regulator-ready analytics and governance. The position emphasizes leadership, data‑driven decision making, and robust risk analytics to support