Market Risk Implementation & Analytics – Vice President

Bring your Expertise to JPMorganChase. As part of Risk Management and Compliance, you are at the center of keeping JPMorganChase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class.
As a Market Risk Data and Analytics Lead on the Implementation & Analytics team, you will design, build, and analyze data products and platforms powering the firm’s market risk capital requirements for FRTB and related regulations. You partner with Quantitative Research, Technology, Model Risk, Regulatory Capital, and business stakeholders to deliver robust data solutions, analytics, and regulatory submissions. You help drive the adoption of AI, automation, and modern data strategies to enhance risk analytics, capital estimation, and decision-making. You represent the firm in industry forums and regulatory meetings, ensuring compliance and advocating for best practices.
Job responsibilities:
Lead core data initiatives and analytics to support FRTB implementation across 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 in partnership with market risk stakeholders to scope and deliver data and analytics solutions
Develop and maintain strong 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 the adoption of AI, LLM, and data product solutions to enhance analytics, automation, and decision-making
Gather, review, and translate end-user and data requirements into clear specifications for development teams
Required qualifications, capabilities, and skills:
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, able to convey complex concepts to diverse audiences
Strong stakeholder management and relationship-building skills, able to deliver results under pressure
Experience gathering, reviewing, and translating end-user and data requirements into clear specifications
Preferred qualifications, capabilities, and skills:
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