Capital Risk Policy Leader (VP)

J.P. Morgan; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

JPMorgan Chase is seeking a Capital Risk Vice President or Senior Associate within the Capital Risk Policy group to interpret regulatory capital requirements and provide effective challenge to capital-related methodologies. You will help ensure consistent application of market risk capital rules and governance, delivering on risk objectives and responsible growth.

You will collaborate with model development, analytics, and technology teams to monitor drivers of RWA, perform scenario analyses,

Qualifications

• 2 years of relevant experience in Market Risk, Capital Risk, Capital Risk Policy, or related risk function
• Deep understanding of regulatory capital regulations, calculation methodologies, and governance for market risk
• Proficiency in Excel and Python 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
• Drive process improvement and automation in capital-related analysis and reporting
• Support ad hoc analysis and management/regulatory-ready materials for senior stakeholders

Skills

2 years experience in Market Risk

Strong interpersonal skills

Organized and detail-oriented

Python proficiency

Education

Advanced degree in Finance or quantitative field

Tools

Excel

Python

Job description

JPMorgan Chase is seeking a Capital Risk Vice President or Senior Associate within the Capital Risk Policy group to interpret regulatory capital requirements and provide effective challenge to capital-related methodologies. You will help ensure consistent application of market risk capital rules and governance, delivering on risk objectives and responsible growth.

You will collaborate with model development, analytics, and technology teams to monitor drivers of RWA, perform scenario analyses,