Risk Management-Market Risk VaR & Capital Group - Analyst

JPMorgan Chase & Co. • New York, NY

3d

About The Position

Join a world-class team at J.P. Morgan and help shape the future of market risk management in global finance. As a Market Risk VaR & Capital Analyst, you will play a key role in ensuring the firm’s resilience and regulatory compliance. This is your opportunity to work with industry leaders, leverage cutting-edge analytics, and make a meaningful impact on the firm’s risk profile. You will collaborate across teams and drive process improvements that support our commitment to excellence. Be part of a dynamic environment where your expertise and ideas are valued.

As a Market Risk VaR & Capital Analyst in the Firmwide Market Risk team, you will support the implementation, calculation, analysis, and reporting of Market Risk Risk-Weighted Assets (RWA). You will work closely with partners across the firm to ensure regulatory frameworks are properly maintained and that market risk measures are transparent and well-controlled. Your work will help us deliver accurate risk insights and drive process enhancements that strengthen our business.

Requirements

• Bachelor’s degree in Finance, Economics, Statistics, Engineering, Computer Science, or related field
• Minimum 1 year of experience in Finance, Risk Management, or related field
• Strong working knowledge of derivative products across one or more asset classes
• Advanced analytical, critical thinking, and problem-solving skills
• Proficiency in handling large datasets and strong Excel skills
• Ability to work independently and collaboratively across teams
• Excellent written and verbal communication skills
• Demonstrated ability to multi-task and deliver results under pressure

Nice To Haves

• Advanced degree in a relevant field
• FRM certification
• Experience with Tableau and Alteryx
• Working knowledge of Python and willingness to learn new toolsets
• Knowledge of Basel Market Risk Rules
• Experience in regulatory reporting or capital management
• Proven track record of process improvement in a risk or finance environment

Responsibilities

• Verify, analyze, and explain inputs and outputs of RWA calculations across multiple measures
• Provide RWA data for quarterly regulatory reporting, CCAR, and Resolution & Recovery processes
• Perform scenario and impact quantification analysis on methodology and rule changes
• Implement and oversee end-to-end controls of capital measures by partnering with key stakeholders
• Identify operational risks and streamline processes to improve efficiency and controls
• Collaborate with Capital Management, Market Risk Management, and other teams to manage controls and explain RWA measures
• Support ad-hoc initiatives across the wider Market Risk organization
• Handle large datasets and deliver accurate analysis under tight deadlines
• Communicate findings and recommendations clearly to stakeholders

Benefits

• 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.

What This Job Offers

• Job Type: Full-time
• Career Level: Entry Level
• Number of Employees: 5,001-10,000 employees