VP, Market Risk Analytics & Stress Modeling

JPMorganChase; Chicago (IL); On-site; USD 130,000 - 190,000; Full time

Benefits offered by this job

Health care coverage

On-site wellness centers

Retirement savings plan

Backup childcare

Tuition reimbursement

Mental health support

Financial coaching

Job summary

JPMorgan Chase's Wealth Management Exposure Management & Risk Analytics team seeks a Vice President to develop and enhance risk analytics for market and credit risk across the US Wealth Management business. You will build and maintain quantitative models, stress testing frameworks, and production analytics to inform risk decisions and reporting.

You will collaborate with risk, data, and reporting partners to ensure analytics are scalable, controlled, and aligned with regulatory requirements

Qualifications

• Minimum 5 years of experience in financial services, risk management, 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

Quantitative analysis

Risk management

Communication

Cross-functional collaboration

Regulatory awareness

Education

Bachelor's degree in quantitative field

Tools

Python

SQL

Job description

JPMorgan Chase's Wealth Management Exposure Management & Risk Analytics team seeks a Vice President to develop and enhance risk analytics for market and credit risk across the US Wealth Management business. You will build and maintain quantitative models, stress testing frameworks, and production analytics to inform risk decisions and reporting.

You will collaborate with risk, data, and reporting partners to ensure analytics are scalable, controlled, and aligned with regulatory requirements