Vice President, Market Risk Analytics & Stress Testing

J.P. Morgan; New York (NY); On-site; USD 160,000 - 230,000; Full time

Job summary

J.P. Morgan Wealth Management seeks a Vice President to advance risk analytics for market and credit risk across the US Wealth Management business.

You will build, test, and productionize models, stress testing, and margin analytics, collaborating with risk, data, and reporting partners to ensure scalable and controlled analytics that inform decisions. You will lead production delivery, implement controls, and translate insights into actionable risk guidance, with opportunities to influence risk

Qualifications

• Minimum 5 years of experience in financial services, risk management, quantitative analysis, or a related technical field.
• Experience developing, deploying, and supporting analytics solutions within a production environment.
• Advanced proficiency in Python and SQL for data analysis, modeling, and automation.
• Knowledge of market risk concepts, including volatility, concentration risk, derivatives risk, and stress testing methodologies.
• Experience conducting quantitative analysis and developing risk analytics or modeling solutions.
• Knowledge of US Wealth Management products and related risk management practices.
• Familiarity with Regulation T and Portfolio Margin frameworks.
• Experience implementing controls related to code development, testing, validation, and documentation.
• Experience working with cross-functional stakeholders to support analytical and business objectives.
• Ability to communicate quantitative concepts and analytical findings to technical and non-technical audiences.
• Series 7 license or the ability to obtain the license within 120 days.

Responsibilities

• Build and maintain stress testing, margin analytics, and risk modeling solutions using Python and SQL, leveraging internally developed models and workflows.
• Manage the production delivery and ongoing support of analytics infrastructure, including scheduling, monitoring, incident management, and controlled releases.
• Enforce production controls through version management, code reviews, testing, data quality validation, documentation, and change management practices.
• Execute quantitative modeling initiatives and translate market and risk insights into scalable analytics solutions.
• Enhance portfolio stress testing frameworks and perform scenario analyses to assess market and credit risk exposures.
• Develop and improve margin requirement analytics, including concentration, liquidity, volatility, and derivatives-related risk assessments.
• Apply regulatory margin frameworks and maintain governance, documentation, and regulatory alignment of analytical models.
• Provide market and margin risk expertise to business and partner teams by reviewing methodologies, controls, and risk assumptions.
• Partner with Data, Reporting, and Risk Monitoring teams to support risk analytics, reporting, and data pipeline requirements.
• Implement automation solutions that improve risk analysis, operational efficiency, and reporting capabilities.
• Deliver analytical insights and recommendations to support risk management decision-making.

Skills

Risk analytics

Quantitative analysis

Communication of results

Cross-functional collaboration

Regulatory knowledge

Tools

Python

SQL

Modeling frameworks

Job description

J.P. Morgan Wealth Management seeks a Vice President to advance risk analytics for market and credit risk across the US Wealth Management business.

You will build, test, and productionize models, stress testing, and margin analytics, collaborating with risk, data, and reporting partners to ensure scalable and controlled analytics that inform decisions. You will lead production delivery, implement controls, and translate insights into actionable risk guidance, with opportunities to influence risk