VP, FRTB Market Risk: Implementation & Analytics

Next Frontier Capital; Greater London; On-site; GBP 180,000 - 240,000; Full time

Job summary

J.P. Morgan is seeking a Vice President in Market Risk to lead end-to-end FRTB implementation and analytics, spanning the Internal Models Approach and Standardized Approach across desks and asset classes.

You will be a subject‑matter expert, shaping capital calculations and regulatory responses. Collaborating with Quantitative Research, Market Risk Technology, Regulatory Capital Management, Model Risk, Product Control and Policy, you will design, implement and own analytics modules, ensure

Qualifications

• Subject matter expertise in FRTB across IMA and SA.
• Knowledge of Basel III / FRTB and quantitative finance.
• Strong understanding of market risk concepts across asset classes.
• Experience delivering complex analytical projects with senior stakeholders.
• Advanced degree in Mathematics, Engineering, Economics or CS with 7+ years in market risk.

Responsibilities

• Define and own the end-to-end strategic roadmap for FRTB implementations (IMA and SA).
• Lead market risk capital scenario analyses across desks, products, and entities.
• Manage deliverables and communicate risks and blockers to senior management.
• Design and own advanced market risk analytics modules for capital submissions.
• Enhance capital calculation processes with documentation, controls and governance.
• Interpret regulatory and business requirements with stakeholders forDefine scoping and delivery.
• Develop core market risk knowledge across asset classes.
• Support production, analysis and explanation of capital results for regulatory submissions.
• Advance AI, LLM and data product solutions to enhance analytics and decision-making.

Skills

FRTB expertise

IMA/SA knowledge

Quantitative finance

Analytical skills

Regulatory capital

Communication skills

Project delivery

Leadership & influence

Stakeholder management

Requirements translation

Advanced degree (Math/Eng/Econ/CS)

Education

Master’s degree or equivalent

Job description

J.P. Morgan is seeking a Vice President in Market Risk to lead end-to-end FRTB implementation and analytics, spanning the Internal Models Approach and Standardized Approach across desks and asset classes.

You will be a subject‑matter expert, shaping capital calculations and regulatory responses. Collaborating with Quantitative Research, Market Risk Technology, Regulatory Capital Management, Model Risk, Product Control and Policy, you will design, implement and own analytics modules, ensure