Capital Risk Policy VP - Governance & Analytics

JPMorgan Chase; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

JPMorgan Chase & Co. is seeking a Capital Risk Vice President or Senior Associate in the Capital Risk Policy group in New York. The role focuses on interpreting regulatory capital requirements, challenging capital methodologies, and ensuring proper governance across market risk activities.

You will review pricing models, collaborate with model risk teams, and support capital planning, stress testing, and reporting for senior stakeholders.

Qualifications

• 2 years of experience in Market Risk or related risk function.
• Advanced degree in Finance, Mathematics, Financial Engineering, or related field.
• Deep understanding of regulatory capital regulations and governance for market risk.
• Proficiency in Excel and Python for analysis and reporting.

Responsibilities

• Support independent interpretation of regulatory capital requirements.
• Provide challenge to capital policy guidance and exposure categorization.
• Review market risk pricing models and calculators for compliance.
• Collaborate with model development and validation teams on findings.
• Monitor drivers affecting Risk-Weighted Assets and capital needs.
• Assist with scenario analysis for capital planning and stress testing.
• Enhance dashboards and analytics with Risk Coverage and Technology teams.
• Drive process improvements and automation in capital analysis.
• Prepare materials for senior stakeholders.
• Adhere to governance and reporting standards.

Skills

Market risk

Capital policy

Regulatory capital

Excel

Python

Communication

Detail oriented

Collaboration

Education

Advanced degree in Finance/Math/Financial Engineering

Tools

Excel

Python

Job description

JPMorgan Chase & Co. is seeking a Capital Risk Vice President or Senior Associate in the Capital Risk Policy group in New York. The role focuses on interpreting regulatory capital requirements, challenging capital methodologies, and ensuring proper governance across market risk activities.

You will review pricing models, collaborate with model risk teams, and support capital planning, stress testing, and reporting for senior stakeholders.