Capital Risk Policy VP — Governance & Growth

JPMorgan Chase & Co.; New York (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

JPMorgan Chase & Co. is seeking a Capital Risk Vice President or Senior Associate to interpret regulatory capital requirements and challenge capital-related methodologies within the Capital Risk Policy group. You will help ensure governance and effective risk management for market risk capital and related governance.

The role emphasizes collaboration across analytics, technology, and risk teams. The position focuses on governance, scenario analysis, and performance monitoring of capital metrics,

Qualifications

• 2 years of relevant experience in Market Risk or related risk function.
• Advanced degree in Finance, Mathematics, Financial Engineering, or related field.
• Deep understanding of regulatory capital regulations for market risk (FRTB).
• Proficient in Excel and Python for analysis and reporting.
• Strong interpersonal and collaborative skills.

Responsibilities

• Support independent interpretation of regulatory capital requirements and provide effective challenge to capital-related methodologies.
• Review market risk pricing models and calculators for alignment with Market Risk Capital Rules.
• Partner with model development and risk teams to track findings and remediation.
• Contribute to monitoring market and macroeconomic drivers affecting Risk-Weighted Assets and capital requirements.
• Assist with scenario analysis to support capital planning and stress testing.
• Develop dashboards and analytical tools with Capital Risk Coverage, Analytics, and Technology teams.
• Drive process improvements and automation in capital-related analysis and reporting.
• Support ad hoc analyses and materials for senior stakeholders.

Skills

Market Risk

Capital Risk

Capital Risk Policy

Governance

Analytical reporting

Excel proficiency

Python

Education

Advanced degree in Finance/Math/Financial Engineering

Tools

Python

Excel

Job description

JPMorgan Chase & Co. is seeking a Capital Risk Vice President or Senior Associate to interpret regulatory capital requirements and challenge capital-related methodologies within the Capital Risk Policy group. You will help ensure governance and effective risk management for market risk capital and related governance.

The role emphasizes collaboration across analytics, technology, and risk teams. The position focuses on governance, scenario analysis, and performance monitoring of capital metrics,