Market Risk Fundamental Review of the Trading Book – Implementation & Analytics – Vice President

Overview

In this role you will lead FRTB implementation and analytics within JPMorgan Chase’s Risk Management and Compliance organization, shaping capital frameworks under IMA and SA. You will coordinate across quantitative research, technology, regulatory capital management, and business teams to design, implement, and analyze capital components for regulatory submissions. You will drive AI, automation, and data strategy to enhance risk analytics and decision-making. You will represent the firm in industry groups and regulatory meetings to advance best practices and ensure regulatory readiness.

Responsibilities

• Define and own the end-to-end strategic roadmap for FRTB initiatives (IMA and SA) with cross-functional partners
• Lead market risk capital scenario analyses under evolving regulatory rules across desks, products, and entities
• Manage deliverables with Product and Project Managers, communicating risks and blockers to senior management
• Design, develop, and own advanced analytics modules for capital estimation used in regulatory submissions and supervisory reviews
• Own capital calculation and attribution processes with strong governance and documentation
• Develop SME capabilities to translate regulatory/business requirements into actionable deliverables
• Build and maintain market risk knowledge across asset classes
• Support production, analysis, and explanation of capital results for regulatory submissions and internal reporting
• Advance AI/LLM and data-product solutions to enhance risk analytics and decision-making

Key requirements

• Subject matter expertise in FRTB for both IMA and SA
• Knowledge of quantitative finance, trading strategies, and Basel III/FRTB regulations
• Strong quantitative, analytical, and problem-solving abilities
• Excellent verbal and written communication for diverse audiences
• Track record delivering complex technical/analytical projects from start to finish
• Leadership, analytical, and influencing skills; proactive issue resolution under tight deadlines
• Stakeholder management and cross-team collaboration
• Experience translating end-user requirements into clear specs for development teams
• Advanced degree (Master’s, B.Tech, or equivalent) with 7+ years in Market Risk/Regulatory functions

• Cross-functional collaboration
• Clear communication
• Strategic thinking
• FRTB (IMA and SA)
• Quantitative finance
• Capital analytics

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