VP, Market Risk Data & Analytics: FRTB & AI-Driven Capital

JPMorgan Chase & Co.; New York (NY); On-site; USD 150,000 - 210,000; Full time

Job summary

JPMorganChase in New York is seeking a Market Risk Data and Analytics Lead to design, build, and analyze data products powering the firm’s market risk capital requirements for FRTB. You will partner with Quantitative Research, Technology, Model Risk, and regulatory teams to deliver robust data solutions and regulatory submissions.

The role emphasizes data pipelines, capital estimation modules, governance, and the adoption of AI, LLM, and modern data strategies to enhance risk analytics and

Qualifications

• Advanced degree in relevant field.
• 3+ years in data analytics or market risk.
• Solid understanding of market risk concepts across asset classes.
• Strong quantitative and analytical skills.
• Experience delivering complex analytics projects.
• Excellent leadership and communication skills.
• Detail-oriented with initiative to drive issues to resolution.
• Strong stakeholder management.

Responsibilities

• Lead data initiatives for FRTB implementation across IMA and SA.
• Develop data pipelines and capital estimation modules.
• Collaborate with stakeholders to translate requirements.
• Drive AI, automation, and modern data strategies for risk analytics.

Skills

Data analytics

Data engineering

Market risk

Leadership

Stakeholder management

Communication

Quantitative analysis

Problem solving

Education

Master's degree or higher in CS/DS/Engineering/Math

Tools

SQL

Python

Spark

Job description

JPMorganChase in New York is seeking a Market Risk Data and Analytics Lead to design, build, and analyze data products powering the firm’s market risk capital requirements for FRTB. You will partner with Quantitative Research, Technology, Model Risk, and regulatory teams to deliver robust data solutions and regulatory submissions.

The role emphasizes data pipelines, capital estimation modules, governance, and the adoption of AI, LLM, and modern data strategies to enhance risk analytics and