FRTB Market Risk: Implementation & Analytics VP

JPMorgan Chase & Co.; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

JPMorgan Chase & Co. in London seeks a Vice President to lead FRTB implementation and analytics within Risk Management and Compliance, driving capital calculations under IMA and SA, and contributing to the bank's regulatory submissions and policy.

You will collaborate across Quantitative Research, Market Risk Tech, and regulatory teams, shape the analytics framework, advance AI/LLM-enabled risk processes, and represent the firm in industry groups while delivering robust, auditable capital

Qualifications

• Subject matter expertise in FRTB across IMA and SA
• Strong knowledge of quantitative finance, trading strategies and Basel III/FRTB concepts
• Deep understanding of market risk concepts across asset classes and products
• Demonstrated leadership and ability to influence senior stakeholders
• Excellent communication and cross-functional collaboration skills
• Experience delivering complex analytics projects from design to implementation
• Proven ability to translate requirements into actionable specs for developers
• Advanced degree in Mathematics, Engineering, Economics, CS or related field with 7+ years in Market Risk/Capital roles

Responsibilities

• Define and own end-to-end FRTB implementation roadmap across IMA and SA with cross-functional partners
• Lead market risk capital scenario analyses under evolving regulatory rules
• Partner with Product and Project Managers to monitor deliverables and communicate risks
• Design and own advanced market risk analytics modules for regulatory submissions
• Own and improve capital calculation and attribution processes with governance
• Develop expertise to translate business requirements into clear specs for development teams
• Strengthen market risk foundations across asset classes
• Support regulatory submissions and internal management reporting"Play a key role in AI/LLM adoption for risk analytics and automation

Skills

FRTB expertise

Quantitative finance

Market risk concepts

Leadership

Stakeholder management

Regulatory knowledge

AI/LLM in risk

Education

Master's degree or equivalent

Job description

JPMorgan Chase & Co. in London seeks a Vice President to lead FRTB implementation and analytics within Risk Management and Compliance, driving capital calculations under IMA and SA, and contributing to the bank's regulatory submissions and policy.

You will collaborate across Quantitative Research, Market Risk Tech, and regulatory teams, shape the analytics framework, advance AI/LLM-enabled risk processes, and represent the firm in industry groups while delivering robust, auditable capital