Market Risk Implementation & Analytics - Vice President

JPMorgan Chase & Co.; City of Rochester (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

JPMorganChase & Co. is seeking an experienced Market Risk Data and Analytics Lead within Risk Management and Compliance in New York.

You will design, build, and analyze data platforms that power market risk capital calculations for FRTB, collaborating with Quantitative Research, Technology, and regulatory teams. You will lead data initiatives, ensure data quality, and drive adoption of AI and modern data strategies to deliver robust analytics, capital estimation, and regulatory submissions.

Qualifications

• Advanced degree in CS/DS/Engineering/Math or related field.
• 3+ years in data analytics, data engineering, or market risk.
• Strong quantitative and problem-solving abilities.
• Excellent verbal and written communication; ability to influence stakeholders.

Responsibilities

• Lead data initiatives and analytics for FRTB implementation across IMA/SA.
• Develop data pipelines and capital estimation modules for regulatory submissions.
• Collaborate with Quantitative Research, Tech, Model Risk, and stakeholders.
• Communicate progress, risks, and blockers to senior management.
• Drive AI/LLM adoption to enhance risk analytics and automation.
• Translate end-user requirements into clear specs for development teams.

Skills

Data analytics

Data engineering

Market risk

Stakeholder mgmt

Leadership

Communication

AI/LLM

Education

Master's degree or equivalent

Job description

Bring your Expertise to JPMorganChase. As part of Risk Management and Compliance, you are at the center of keeping JPMorganChase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class.

As a Market Risk Data and Analytics Lead on the Implementation & Analytics team, you will design, build, and analyze data products and platforms powering the firm’s market risk capital requirements for FRTB and related regulations. You partner with Quantitative Research, Technology, Model Risk, Regulatory Capital, and business stakeholders to deliver robust data solutions, analytics, and regulatory submissions. You help drive the adoption of AI, automation, and modern data strategies to enhance risk analytics, capital estimation, and decision-making. You represent the firm in industry forums and regulatory meetings, ensuring compliance and advocating for best practices.

Job responsibilities:

• Lead core data initiatives and analytics to support FRTB implementation across Internal Models Approach (IMA) and Standardized Approach (SA)
• Enable data-driven market risk capital scenario analyses for evolving regulatory rules, ensuring data quality, transparency, and auditability
• Partner with product and project managers to monitor deliverables and communicate progress, risks, and blockers to senior management
• Design, develop, and own advanced market risk data pipelines and capital estimation modules for regulatory submissions and management reporting
• Own and enhance capital calculation and attribution processes, including documentation, controls, and governance
• Interpret regulatory and business requirements in partnership with market risk stakeholders to scope and deliver data and analytics solutions
• Develop and maintain strong market risk knowledge across asset classes and financial products
• Support production, analysis, and explanation of capital results for regulatory and internal reporting
• Represent the firm in industry working groups and regulatory meetings to advocate for best practices and stay current on regulations
• Advance the adoption of AI, LLM, and data product solutions to enhance analytics, automation, and decision-making
• Gather, review, and translate end-user and data requirements into clear specifications for development teams

Required qualifications, capabilities, and skills:

• Advanced degree (Master’s, B.Tech, or equivalent) in Computer Science, Data Science, Engineering, Mathematics, or a related field
• Minimum 3 years of experience in data analytics, data engineering, market risk capital, or market risk coverage
• 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 proficiency in data analysis tools
• Experience delivering complex technical and analytical projects from inception to completion
• Excellent leadership, analytical, and influencing skills to support business decisions
• Process and control mindset; self-motivated, detail-oriented, and innovative, with initiative to drive issues to resolution
• Outstanding verbal and written communication skills, able to convey complex concepts to diverse audiences
• Strong stakeholder management and relationship-building skills, able to deliver results under pressure
• Experience gathering, reviewing, and translating end-user and data requirements into clear specifications

Preferred qualifications, capabilities, and skills:

• Knowledge of modern data architecture, data modeling, and data governance frameworks
• Familiarity with quantitative finance, trading strategies, and financial regulations such as Basel III / FRTB
• Experience independently delivering complex data, analytical, or regulatory projects with senior stakeholder exposure
• Hands-on experience building data products and pipelines and applying AI, LLM, or advanced analytics to risk analytics, automation, or controls