Firmwide Market Risk - Market Risk Basel Group, Associate

The Market Risk Basel Group is seeking an Associate-level professional to support the MRBG Line-of-Business (LOB) team on Market Risk Regulatory Capital across asset classes including Equities, Credit, Securitized Products and Macro (Rates, FX, EM and Commodities). The individual will lead Strategic infrastructure and Data Science initiatives to modernize VaR and capital production and oversight. The associate will ensure that Basel 2.5 and the future regulatory framework, i.e. Fundamental Review of the Trading Book (FRTB), are properly implemented and maintained at the Firm and Legal Entity levels. The successful candidate will need to effectively partner across Market Risk Management, Market Risk Technology, Quantitative Research, Data Science partner groups and other functional teams to manage and implement strategic and tactical initiatives - leveraging the firm's robotics, machine learning and AI programs.

Job Responsibilities

• Oversight of Risk Management VaR and regulatory Market Risk Capital measures including VaR, Stressed VaR, Stress based capital and other modeled and standardized capital measures, including FRTB;
• Provide expertise and governance on the regulatory capital rules to Risk, Finance and Front Office business-aligned teams;
• Drive and support market risk capital data and infrastructure initiatives across partner teams in Market Risk, QR, Product Control, Technology, the Business and Data Science partner groups ;
• Implement and oversee end-to-end controls of the capital measures by partnering with key stakeholders;
• Support the implementation of FRTB.

Skillset/Experience Required

• Strong quantitative and analytical skills;
• Excellent written and verbal communication skills;
• Ability to multi-task, work well under pressure with commitment to deliver under tight deadlines;
• Good project management skills; ability to gain consensus among staff and drive initiatives to completion effectively;
• Experience in one or more asset classes in a Market Risk or similar capacity a plus;
• Strong data science background a plus;

• Strong process and control mindset a plus;
• Bachelor's degree, Masters/MBA a plus.

JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.

The health and safety of our colleagues, candidates, clients and communities has been a top priority in light of the COVID-19 pandemic. JPMorgan Chase was awarded the "WELL Health-Safety Rating" for all of our 6,200 locations globally based on our operational policies, maintenance protocols, stakeholder engagement and emergency plans to address a post-COVID-19 environment.

As a part of our commitment to health and safety, we have implemented various COVID-related health and safety requirements for our workforce. Full vaccination is a requirement for this role for new hires joining JPMorgan Chase. Additional requirements include sharing information including your vaccine card in the firm's vaccine record tool and may include mask wearing and social distancing. Requirements may change in the future with the evolving public health landscape. JPMorgan Chase will consider accommodation requests as required by applicable law.

Note: The requirement to be fully vaccinated to be hired for this role does not apply to roles with a work location in Arkansas, Florida, Iowa, Montana, and Tennessee. For applicants to these roles, JPMorgan Chase will consider all qualified applicants regardless of vaccination status, due to state and local laws.

Equal Opportunity Employer/Disability/Veterans