Market Risk Fundamental Review of the Trading Book – Implementation & Analytics – Vice President
JPMorgan Chase · London
1 month ago
Not specifiedFull_timemarket riskregulatory capitalquantitative finance
1 month ago
Workplace
Not specified
Employment
Full_time
Location
London
Posted
1 month ago
Summary
This vice president role leads FRTB market risk capital implementation and analytics at JPMorgan Chase. The work covers IMA and SA frameworks, regulatory submissions, capital estimation, and AI and LLM-enabled risk solutions; working arrangements are not specified.
Responsibilities
- Define the firm’s FRTB implementation roadmap
- Lead market risk capital scenario analyses
- Develop capital estimation analytics modules
- Enhance capital calculation and attribution processes
- Support regulatory submissions and management reporting
- Translate requirements into functional specifications
- Advance AI and LLM risk solutions
FRTBSA CVABasel IIIinternal models approachstandardized approachartificial intelligencelarge language modelsquantitative financescenario analysiscapital estimation
market riskregulatory capitalquantitative financefinancial regulationtrading book