Market Risk Data & Analytics Lead – FRTB & AI

JPMorgan Chase & Co.; City of Rochester (NY); On-site; USD 150,000 - 210,000; Full time

Job summary

JPMorganChase seeks a Market Risk Data and Analytics Lead on the Implementation & Analytics team to design, build, and analyze data products powering the firm’s market risk capital calculations for FRTB and related regulations.

You will partner with Quantitative Research, Technology, Model Risk, Regulatory Capital, and business stakeholders to deliver robust data solutions, analytics, and regulatory submissions.

Qualifications

• Advanced degree in Computer Science, Data Science, Engineering, Mathematics, or a related field.
• Minimum 3 years of experience in data analytics, data engineering, or market risk.
• Solid understanding of market risk concepts across asset classes.
• Strong quantitative and analytical problem-solving skills.
• Proven track record delivering complex data and analytics projects.
• Excellent leadership and stakeholder influence.
• Outstanding written and verbal communication.

Responsibilities

• Lead core data initiatives and analytics to support FRTB implementation.
• Enable data-driven market risk capital scenario analyses with quality data.
• Partner with product and project managers to monitor deliverables and communicate progress.
• Design, develop, and own data pipelines and capital estimation modules.
• Own and enhance capital calculation and attribution processes with governance.
• Interpret regulatory and business requirements with stakeholders to deliver data solutions.
• Develop and maintain market risk knowledge across asset classes.
• Support production, analysis, and explanation of capital results for regulatory reporting.
• Represent the firm in industry working groups and regulatory meetings.
• Advance adoption of AI, LLM, and data product solutions for analytics and automation.
• Gather, review, translating end-user and data requirements into clear specifications.

Skills

Data analytics

Data engineering

Market risk

Regulatory capital

Leadership

Stakeholder management

Communication

Requirements gathering

Education

Master’s degree / equivalent in CS or related

Tools

Data pipelines

AI/ML concepts

Job description

JPMorganChase seeks a Market Risk Data and Analytics Lead on the Implementation & Analytics team to design, build, and analyze data products powering the firm’s market risk capital calculations for FRTB and related regulations.

You will partner with Quantitative Research, Technology, Model Risk, Regulatory Capital, and business stakeholders to deliver robust data solutions, analytics, and regulatory submissions.