Market Risk Data & Analytics VP: FRTB, AI & Data Solutions

J.P. Morgan Chase & Co.; New York (NY); Vor Ort; USD 120.000 - 190.000; Vollzeit

Zusammenfassung

JPMorganChase in New York seeks a Market Risk Data and Analytics Lead to design, build, and analyze data products powering market risk capital requirements for FRTB. Partner with Quant teams, Tech, and regulators to deliver robust data solutions, analytics, and submissions.

You will drive AI and automation adoption to enhance risk analytics, capital estimation, and decision making, and represent the firm in industry forums to ensure best practices.

Qualifikationen

• Advanced degree in Computer Science, Data Science, Engineering, Mathematics, or related fields.
• Minimum 3 years of experience in data analytics, data engineering, or market risk.
• Solid understanding of market risk concepts and data domains across asset classes and financial products.
• Strong quantitative, analytical, and problem-solving skills with hands-on data analysis experience.
• Experience delivering complex technical and analytical projects from start to finish.
• Excellent leadership, analytical, and influencing skills to support decisions.
• Strong stakeholder management and ability to drive results under pressure.

Aufgaben

• Lead core data initiatives and analytics to support FRTB implementation across IMA and SA.
• Enable data-driven market risk capital scenario analyses with quality data and auditability.
• Partner with product managers to monitor progress and communicate blockers to senior management.
• Design and own advanced market risk data pipelines and capital estimation modules for regulatory submissions.
• Own and enhance capital calculation and attribution processes with documentation and governance.
• Translate end-user and data requirements into clear specifications for development teams.
• Maintain strong market risk knowledge across asset classes and products.
• Support production, analysis, and explanation of capital results for regulatory and internal reporting.
• Represent the firm in regulatory meetings to advocate best practices.

Kenntnisse

Advanced analytics

Market risk knowledge

Data engineering

Leadership

Stakeholder management

Regulatory capital understanding

Communication skills

Ausbildung

Master's degree in Computer Science or Data Science

Tools

Python

SQL

Spark

Regulatory reporting tools

Jobbeschreibung

JPMorganChase in New York seeks a Market Risk Data and Analytics Lead to design, build, and analyze data products powering market risk capital requirements for FRTB. Partner with Quant teams, Tech, and regulators to deliver robust data solutions, analytics, and submissions.

You will drive AI and automation adoption to enhance risk analytics, capital estimation, and decision making, and represent the firm in industry forums to ensure best practices.