Capital Risk Lead [Multiple Positions Available]

Duties: Support the firm's capital governance framework through independent research, interpretation, and application of regulatory guidance and policy interpretations to maintain compliance with publicly issued regulatory capital rules in a dynamic and complex regulatory environment. Monitor market economic drivers and macroeconomic factors to analyze changes in Risk-Weighted Assets (RWA) and capital requirements. Evaluate and model market risk scenarios to inform capital planning and stress testing. Provide timely, actionable challenges to stakeholders regarding internally developed capital policy guidance and exposure categorization recommendations to ensure adherence with capital rules. Evaluate complex market risk pricing models, analytical tools, and calculators to verify alignment with current Market Risk Capital Rules, Fundamental Review of the Trading Book, and other regulatory capital frameworks. Collaborate with model development and validation teams to address findings, implement enhancements, and document model governance processes. Work cross-functionally to design, enhance, and maintain robust market risk dashboards and analytical tools focused on capital metrics. Drive automation and process improvements in capital reporting and analytics.QUALIFICATIONS:Minimum education and experience required: Master's degree in Financial Engineering, Finance, Mathematics, or related field of study plus five (5) years of experience in the job offered or as Capital Risk Lead, Capital Risk Manager, Market Risk Manager, Quantitative Analyst, or related occupation. The employer will alternatively accept a Bachelor's degree in Financial Engineering, Finance, Mathematics, or related field of study plus seven (7) years of experience in the job offered or as Capital Risk Lead, Capital Risk Manager, Market Risk Manager, Quantitative Analyst, or related occupation.Skills Required: This position requires five (5) years of experience with the following: performing calculations and analysis of market risk, credit-valuation adjustment, emerging asset classes, including presenting and defending analysis to internal and external stakeholders; managing the market risk capital of a financial institution; leveraging machine learning, Python, and analytical market-based platforms to gather and analyze capital data to develop and run models for financial and risk analysis; using PowerPoint to prepare and present results of financial and risk analysis and recommendations; automating market risk reporting using SQL; computing market risk and credit-valuation adjustment risk-weighted assets (RWA) and preparing variance analysis using standardized and advanced approaches under the U.S. Basel III capital rule; analyzing market risk and market risk exposure and associated capital and RWA including Value-at-Risk (VaR)-based measure, Stressed VaR-based measure, incremental risk charge, and the market risk standardized charge; managing VaR and Stressed VaR metrics by calibrating and validating risk models to quantify potential losses under normal and stressed market conditions; setting and reviewing market risk limits in line with quantitative analysis, regulatory requirements, and a financial institution's risk appetite; collaborating cross-functionally with Finance, Risk Management, Legal, and Capital Management teams to ensure effective risk governance; evaluating and approving trades and new product offerings based on risk-reward analysis; utilizing variance, standard deviation, and normal distribution to quantitatively analyze data for risk assessments and stakeholder decisions; designing and implementing Comprehensive Capital Analysis and Review (CCAR) and Dodd-Frank Act Stress Test scenario frameworks and stress testing programs to ensure regulatory compliance.Job Location: 4 Chase Metrotech Ctr, Brooklyn, NY 11245.Full-Time. Salary: $200,900 - $209,000 per year. JPMorganChase, 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 offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process. 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. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/VeteransOur professionals in our Corporate Functions cover a diverse range of areas from finance and risk to human resources and marketing. Our corporate teams are an essential part of our company, ensuring that we’re setting our businesses, clients, customers and employees up for success.Full timePosting Date: 2026-08-03