Market Risk Governance Lead [Multiple Positions Available]

Job description

Duties: Provide quantitative expertise and guidance to Quantitative Research, Policy, and Project Management teams on all matters related to market risk capital calculations. Provide subject matter expertise on the interpretation of Basel, U.S. and other global Fundamental Review of the Trading Book ("FRTB") regulations and collaborate with the firm's policy team, regulators, and industry forums. Drive JPMC's Market Risk capital forecasting exercise as part of the regulatory CCAR (Comprehensive Capital Analysis and Review) and internal Risk Appetite exercise, including providing commentaries and presenting to Senior Management. Partner with stakeholders including Market Risk and Quantitative Research teams to formulate proposals intended to validate policy interpretations on existing and upcoming market risk capital models, and drive these proposals through the Policy governance process, including in large forums. Perform Model Performance and Model Governance initiatives for JPMC's internal Market Risk VaR and Capital Models. Analyze model documents and validate against rule frameworks. Challenge methodologies where required and engage with key stakeholders including Quantitative...