Market Risk FRTB: AI-Driven Analytics Lead (VP/Assoc)

Testing Site - JPMC; New York (NY); On-site; USD 180,000 - 260,000; Full time

Job summary

JPMorgan Chase is seeking a Senior Associate/VP to lead the FRTB market risk capital program, partnering withQR, technology, and business teams to deliver regulator-ready analytics and AI-powered enhancements at scale.

You will own end-to-end FRTB implementation, shape the capital framework under IMA and SA, and drive analytics for regulatory submissions and senior management decisions while advancing AI/LLM usage in risk analytics and governance.

Qualifications

• Advanced degree in Mathematics, Engineering, Economics, Computer Science, or related field.
• 3+ years in Market Risk Capital, Market Risk Coverage, Valuation Control, or similar functions.
• Broad understanding of market risk concepts across asset classes and financial products.
• Track record delivering complex technical/analytical projects end-to-end with high-quality outcomes.
• Excellent leadership, communication, and influencing skills; ability to present to senior stakeholders.
• Proven process and control mindset; self-motivated, detail-oriented, innovative; effective under tight deadlines.
• Strong stakeholder management; ability to translate end-user needs into clear specifications for development teams.

Responsibilities

• Lead end-to-end FRTB implementation across Internal Models Approach (IMA) and Standardized Approach (SA), partnering with Quantitative Research, Market Risk Technology, Regulatory Capital Management, Model Risk, Product Control, Capital Risk & Policy, and Business stakeholders.
• Design, develop, and own market risk capital analytics modules to support regulatory submissions, supervisory reviews, and senior management decisions.
• Run scenario analyses for proposed and evolving rules across desks, products, and legal entities, ensuring robustness, transparency, and auditability.
• Own and enhance capital calculation and attribution processes, documentation, controls, and governance.
• Translate regulatory and business requirements into scoped, prioritized deliverables; manage timelines, risks, and stakeholder communications.
• Produce, analyze, and explain capital results for regulatory and internal reporting; represent the firm in industry and regulatory forums when needed.
• Advance the adoption of AI/LLM and data product solutions to improve market risk analytics, automation, and strategic decision-making.

Skills

Advanced quantitative skills

Leadership & communication

Stakeholder management

Regulatory knowledge

Problem solving

Education

Advanced degree in Mathematics, Engineering, Economics, Computer Science

Job description

JPMorgan Chase is seeking a Senior Associate/VP to lead the FRTB market risk capital program, partnering withQR, technology, and business teams to deliver regulator-ready analytics and AI-powered enhancements at scale.

You will own end-to-end FRTB implementation, shape the capital framework under IMA and SA, and drive analytics for regulatory submissions and senior management decisions while advancing AI/LLM usage in risk analytics and governance.