Capital Risk Policy Analyst — Strategic Governance & Analysis

JPMorgan Chase & Co.; New York (NY); On-site; USD 110,000 - 150,000; Full time

Job summary

JPMorgan Chase & Co. in Brooklyn, NY, seeks an Analyst in Capital Risk Policy to interpret regulatory capital requirements and challenge capital methodologies. You will help ensure proper governance of market risk capital rules and contribute to risk governance within Risk Management and Compliance.

You will support independent interpretation, track model findings with cross-functional teams, and enhance dashboards for senior stakeholders, driving responsible growth and regulatory readiness.

Qualifications

• 2 years of relevant experience in Market Risk, Capital Risk or related risk function.
• Advanced degree in Finance, Mathematics, Financial Engineering or quantitative field.
• Strong knowledge of regulatory capital regulations and governance for market risk / FRTB.

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

Market risk

Capital risk

Python

Excel

Regulatory capital

Communication

Detail-oriented

Stakeholder management

Education

Advanced degree in Finance

Financial Engineering

Mathematics

Tools

Python

Excel

Job description

JPMorgan Chase & Co. in Brooklyn, NY, seeks an Analyst in Capital Risk Policy to interpret regulatory capital requirements and challenge capital methodologies. You will help ensure proper governance of market risk capital rules and contribute to risk governance within Risk Management and Compliance.

You will support independent interpretation, track model findings with cross-functional teams, and enhance dashboards for senior stakeholders, driving responsible growth and regulatory readiness.