Market Risk Implementation & Analytics - Vice President

Fairygodboss; New York (NY); On-site; USD 140,000 - 210,000; Full time

Job summary

JPMorganChase seeks a Market Risk Data and Analytics Lead in New York to design, build, and analyze data products powering market risk capital for FRTB and related rules. You will partner with quantitative research, technology, and stakeholders to deliver robust analytics and regulatory submissions.

You will advance data architectures, AI-enabled analytics, and governance while guiding data product development and regulatory reporting. Strong leadership and communication are essential.

Qualifications

• Advanced degree in Computer Science, Data Science, Engineering, Mathematics, or 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.

Responsibilities

• Lead core data initiatives and analytics to support FRTB implementation across IMA and SA.
• Enable data-driven market risk capital analyses with transparent data quality and auditability.
• Design, develop and own advanced market risk data pipelines and capital estimation modules for regulatory submissions.

Skills

Market risk concepts

Data analytics

Data engineering

Communication skills

Stakeholder mgmt

Education

Master's degree

Tools

Python

SQL

ETL pipelines

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

ABOUT US

JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans

ABOUT THE TEAM

J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.