Capital Risk Strategy VP

Fairygodboss; New York (NY); On-site; USD 120,000 - 180,000; Full time

Job summary

JPMorgan Chase seeks a risk professional to support capital governance and risk assessment within Risk Management and Compliance. The role centers on independent challenge, policy interpretation, and ensuring prudent capital frameworks in a complex financial institution.

Responsibilities include reviewing market risk models, collaborating with model risk teams, and contributing to dashboards and regulatory-ready materials for senior leaders.

Qualifications

• 2 years of relevant experience in Market Risk or related risk function.
• Advanced degree in Finance, Mathematics, Financial Engineering or related quantitative discipline.
• Deep understanding 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.
• Drive 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

Capital Policy

Regulatory Knowledge

Fixed Income Risk

Derivatives

Excel

Python

Communication

Detail Oriented

Teamwork

Education

Advanced degree in Finance/Math/FE

Job description

JPMorgan Chase seeks a risk professional to support capital governance and risk assessment within Risk Management and Compliance. The role centers on independent challenge, policy interpretation, and ensuring prudent capital frameworks in a complex financial institution.

Responsibilities include reviewing market risk models, collaborating with model risk teams, and contributing to dashboards and regulatory-ready materials for senior leaders.