Market Risk FRTB – Implementation & Analytics – Vice President

JPMorgan Chase & Co.; New York (NY); On-site; USD 100,000 - 150,000; Full time

Job summary

A major financial institution in New York seeks a Senior Associate/Vice President to lead FRTB market risk capital roles with a focus on AI-powered analytics. This position involves collaborating with Quantitative Research and Technology to deliver robust regulatory solutions and enhance market risk analytics. Candidates should possess strong quantitative and leadership skills, along with a relevant advanced degree and 3+ years of experience in market risk. The role emphasizes innovation and stakeholder management.

Qualifications

• 3+ years in Market Risk Capital, Market Risk Coverage, or similar functions.
• Broad understanding of market risk concepts across asset classes.
• Proven track record in delivering complex analytical projects.

Responsibilities

• Lead end-to-end FRTB implementation across Internal and Standardized Approaches.
• Design, develop and own market risk capital analytics modules.
• Run scenario analyses for proposed rules ensuring robustness and auditability.
• Enhance capital calculation, documentation, controls, and governance.
• Manage timelines and stakeholder communications, translating requirements.
• Produce and analyze capital results for reporting and industry forums.
• Advance AI/LLM adoption for improved risk analytics and decision-making.

Skills

Quantitative analysis

Problem-solving

Leadership

Communication

Stakeholder management

Education

Advanced degree in Mathematics, Engineering, Economics, or Computer Science

Job description

Lead FRTB market risk capital with AI‑powered analytics; build regulator‑ready solutions with cross‑functional partners.

Shape the future of market risk at JPMorgan Chase. As a Senior Associate/Vice President in Market Risk Fundamental Review of the Trading Book (FRTB), you’ll sit at the center of the firm’s capital strategy—partnering with Quantitative Research, Technology, and the Business to deliver robust, scalable, regulator‑ready solutions. You’ll harness Artificial Intelligence and automation to elevate analytics, accelerate decisions, and strengthen resilience across in‑scope trading businesses.

In this role, you will lead implementation and ownership of the FRTB capital framework under both IMA and SA, support related requirements (e.g., SA CVA), and drive advanced analytics that inform regulatory submissions and senior management decision‑making. You’ll serve as a subject matter expert, translating evolving regulation into practical solutions while championing AI/LLM and enterprise data strategy to enhance market risk analytics, controls, and governance.

Job responsibilities

• Lead end‑to‑end FRTB implementation across Internal Models Approach (IMA) and Standardized Approach (SA), partnering with Quantitative Research (QR), 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.

Required qualifications, capabilities, and skills

• Advanced degree in Mathematics, Engineering, Economics, Computer Science, or related field; 3 or more 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.
• Strong quantitative, analytical, and problem‑solving skills for complex challenges.
• 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 user, functional, and non‑functional specifications for development teams.

Preferred qualifications, capabilities, and skills

• Knowledge of quantitative finance, trading strategies, and financial regulations, particularly Basel III / FRTB.
• Experience independently delivering analytical or regulatory projects with senior stakeholder exposure.
• Hands‑on application of AI, LLM, or advanced data analytics to enhance risk analytics, automation, controls, or decision‑making.