Market Risk VaR & Capital Coverage (Commodities)

JPMorgan Chase & Co.; City of Westminster; Vor Ort; GBP 120.000 - 180.000; Vollzeit

Zusammenfassung

JPMorgan Chase & Co. seeks a market risk professional to oversee regulatory capital for Global Commodities, covering energy, metals, and agriculture sectors.

You will monitor risk and P&L drivers, analyze price movements, and develop expertise in derivatives and physical-linked risk within a fast-paced, global environment. You will lead data science and infrastructure initiatives to modernize VaR oversight, collaborate with Risk, Finance, Front Office, and Trading desks, and help implement

Qualifikationen

• Bachelor's degree in a relevant field.
• Master's degree or MBA preferred.
• Experience with coding and data science (Python, SQL, data visualization).

Aufgaben

• Oversee Market Risk Regulatory Capital for Global Commodities.
• Monitor risk exposures and P&L drivers across commodities portfolios.
• Analyze price movements in spot/forward curves, basis, spreads, volatility.
• Develop expertise in derivatives and physical-linked risk in commodities.
• Govern VaR and Stressed VaR and regulatory capital measures.
• Provide regulatory capital expertise to Risk, Finance, and Front Office.
• Collaborate with Market Risk Coverage and Trading Desks on capital impacts.
• Support implementation of future regulatory frameworks such as FRTB.
• Lead data science and infrastructure initiatives to modernize VaR oversight.
• Partner across Market Risk, QR, Product Control, Technology, Data Science teams.
• Demonstrate strong communication and project management skills.

Kenntnisse

Python

SQL

Data Visualization

Ausbildung

Bachelor's degree

Master's degree or MBA

Jobbeschreibung

JPMorgan Chase & Co. seeks a market risk professional to oversee regulatory capital for Global Commodities, covering energy, metals, and agriculture sectors.

You will monitor risk and P&L drivers, analyze price movements, and develop expertise in derivatives and physical-linked risk within a fast-paced, global environment. You will lead data science and infrastructure initiatives to modernize VaR oversight, collaborate with Risk, Finance, Front Office, and Trading desks, and help implement