Capital Risk Lead - Vice President

Capital Risk Management (CRM) is an independent, second line of defense function dedicated to overseeing the firm’s capital management and ensuring compliance with the Basel Regulatory Framework and jurisdictional requirements for Material Legal Entities (MLEs). CRM is structured into specialized groups that collaborate to address all aspects of the firm’s capital risk objectives.

As the Vice President within the Capital Risk Policy (CRP) group, you will have the opportunity to provide independent policy interpretation, escalate regulatory capital issues, and ensure compliance with Basel rules for capital estimation models. You will review internal controls, offer policy guidance, and assess structured financing transactions, ensuring proper documentation of capital policies and rule interpretations. Additionally, you will critically evaluate Basel III Endgame (B3E) NPR assumptions and advocate for effective B3E implementation, supporting the firm’s robust capital risk governance in a dynamic regulatory environment.

Responsibilities

• Support the firm’s capital governance framework through independent research, interpretation, and application of relevant regulatory guidance and policy interpretations to maintain compliance with publicly issued regulatory capital rules in a dynamic and complex regulatory environment. Scope of coverage includes, but is not limited to, areas such as market risk, GSIB, SLR, TLAC, and emerging asset classes like cryptocurrency.
• Proactively monitor and assess 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 challenge to internally developed capital policy guidance and exposure categorization recommendations to business stakeholders, ensuring ongoing adherence to both internal and external capital rules and standards.
• Oversee and coordinate comprehensive market risk regulatory capital model reviews across multiple jurisdictions to maintain consistency and compliance with global standards.
• Critically evaluate complex market risk pricing models, analytical tools, and calculators to verify alignment with current Market Risk Capital Rules (MRCR), FRTB, and other regulatory capital frameworks, as applicable.
• Collaborate with model development (QR) and validation teams (MRGR) to address findings, implement enhancements, and document model governance processes.
• Partner with Capital Risk Coverage, Capital Risk Analytics, and IT teams to design, enhance, and maintain robust market risk dashboards and analytical tools focused on capital metrics under current MRCR and future FRTB frameworks.
• Drive automation and process improvements to increase efficiency, accuracy, and transparency in capital reporting and analytics.
• Support ad hoc analysis and reporting requests from senior management and regulatory bodies.

Required Qualifications, Capabilities, And Skills

About Us

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.

EEO Statement

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 / Veterans.

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