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.

 

Job Responsibilities

Verify, analyze, and explain inputs and outputs of RWA calculations across multiple measuresProvide RWA data for quarterly regulatory reporting, CCAR, and Resolution & Recovery processesPerform scenario and impact quantification analysis on methodology and rule changesImplement and oversee end-to-end controls of capital measures by partnering with key stakeholdersIdentify operational risks and streamline processes to improve efficiency and controlsCollaborate with Capital Management, Market Risk Management, and other teams to manage controls and explain RWA measuresSupport ad-hoc initiatives across the wider Market Risk organizationHandle large datasets and deliver accurate analysis under tight deadlinesCommunicate findings and recommendations clearly to stakeholders

 

Required qualifications, capabilities, and skills

Bachelor’s degree in Finance, Economics, Statistics, Engineering, Computer Science, or related fieldMinimum 1 year of experience in Finance, Risk Management, or related fieldStrong working knowledge of derivative products across one or more asset classesAdvanced analytical, critical thinking, and problem-solving skillsProficiency in handling large datasets and strong Excel skillsAbility to work independently and collaboratively across teamsExcellent written and verbal communication skillsDemonstrated ability to multi-task and deliver results under pressure

 

Preferred qualifications, capabilities, and skills

Advanced degree in a relevant fieldFRM certificationExperience with Tableau and AlteryxWorking knowledge of Python and willingness to learn new toolsetsKnowledge of Basel Market Risk RulesExperience in regulatory reporting or capital managementProven track record of process improvement in a risk or finance environment