JPMorgan Chase
Capital Risk - Chief Investment Office Treasury Corporate - Vice President
$142K–$209K
Brooklyn, NY · Director · Full-time · Posted Sep 1, 2026
- Experience
- 2 years of relevant experience in Market Risk, Capital Risk, Capital Risk Policy, or a related risk function.
- Education
- Advanced degree in Finance, Mathematics, Financial Engineering, or a related quantitative discipline.
About the job
Supports independent interpretation and challenge of market risk capital policies, methodologies, calculators, and governance at JPMorgan Chase.
What you'll do
- Interpret capital policy and challenge exposure categorization and internal guidance.
- Review market risk models and regulatory capital calculators; coordinate findings and remediation.
- Monitor capital impacts, support scenario analysis and stress testing, and improve analytical reporting tools and processes.
What they ask for
- Advanced degree in Finance, Mathematics, Financial Engineering, or a related quantitative discipline.
- Deep understanding of regulatory capital regulations, calculation methodologies, and market risk/FRTB governance.
- Working knowledge of market risk capital frameworks, fixed income and equity risk, derivatives, and hedging.
- Proficiency in Excel and work experience with Python or similar for analysis and reporting.
Nice to have
- Experience supporting FRTB regulatory-cycle work in a GSIB; familiarity with Basel 2.5, FRTB, GSIB, SLR, or TLAC.
- Experience with process automation, model documentation, or cross-functional work at a large financial institution.
Pay
$141,550.00-$209,000.00 (base salary)
Tools
Excel, Python
Model-written summary · the original posting is authoritative