Capital Risk Policy Analyst — Elevate Governance & Impact

JPMorgan Chase & Co.; New York (NY); On-site; USD 110,000 - 170,000; Full time

Job summary

JPMorgan Chase & Co. is seeking an Analyst in Capital Risk Policy to interpret regulatory capital requirements and challenge capital methodologies. You will help ensure governance of market risk capital and contribute to capital planning initiatives across risk, analytics, and technology teams.

Ideal candidates have 2 years in risk with advanced quantitative education, strong Excel and Python skills, and a collaborative mindset to drive process improvements and reporting for senior stakeholders.

Qualifications

• 2 years of relevant experience in Market Risk, Capital Risk, Capital Risk Policy, or related risk function
• Advanced degree in Finance, Mathematics, Financial Engineering, or related quantitative discipline
• Deep understanding of regulatory capital regulations, calculation methodologies, and governance for market risk / FRTB
• Working knowledge of regulatory capital frameworks and concepts relevant to market risk
• Good understanding of fixed income and equity market risk, including derivatives and hedging concepts
• Strong interpersonal skills and collaborative approach
• Organized and detail-oriented, able to manage multiple deliverables
• Proficiency in Excel and working experience with Python (or similar) for analysis and reporting

Responsibilities

• Support the firm’s capital governance framework through independent challenge and policy interpretation
• Provide timely, well-supported challenge to internal capital policy guidance and exposure categorization
• Review market risk pricing models, analytical tools, and calculators for alignment with Market Risk Capital Rules
• Partner with model development and model risk/validation teams to track findings and support remediation
• Review proof of implementation testing of regulatory capital calculators
• Contribute to monitoring market and macroeconomic drivers to assess impacts on Risk-Weighted Assets and capital requirements
• Assist with scenario analysis to support capital planning and stress testing
• Work with Capital Risk Coverage, Analytics, and Technology teams to enhance dashboards and analytical tools
• Assist with process improvement and automation in capital-related analysis and reporting
• Support ad hoc analysis and management/regulatory-ready materials for senior stakeholders

Skills

Capital risk knowledge

Python

Excel

Regulatory understanding

Collaboration

Education

Master's degree in Finance/Math/Financial Engineering

Tools

Python

Job description

JPMorgan Chase & Co. is seeking an Analyst in Capital Risk Policy to interpret regulatory capital requirements and challenge capital methodologies. You will help ensure governance of market risk capital and contribute to capital planning initiatives across risk, analytics, and technology teams.

Ideal candidates have 2 years in risk with advanced quantitative education, strong Excel and Python skills, and a collaborative mindset to drive process improvements and reporting for senior stakeholders.