Market Risk Implementation & Analytics – Vice President

JPMorgan Chase & Co. • New York, NY

6h • $144,970 - $210,000

About The Position

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

Requirements

• 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, with the ability to convey complex concepts to diverse audiences.
• Strong stakeholder management and relationship-building skills, with the ability to deliver results under pressure.
• Experience gathering, reviewing, and translating end-user and data requirements into clear specifications.

Nice To Haves

• 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.

Responsibilities

• Lead core data initiatives and analytics supporting FRTB implementation across the 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 with market risk stakeholders to scope and deliver data and analytics solutions.
• Develop and maintain 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 adoption of AI, LLM, and data product solutions to improve analytics, automation, and decision-making.
• Gather, review, and translate end-user and data requirements into clear specifications for development teams.

Benefits

• Competitive total rewards package, including base salary and, for eligible roles, commission-based pay and/or discretionary incentive compensation in cash and/or forfeitable equity.
• Comprehensive health care coverage.
• On-site health and wellness centers.
• Retirement savings plan.
• Backup childcare.
• Tuition reimbursement.
• Mental health support.
• Financial coaching.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior