DESCRIPTION:

Duties: Monitor capital metrics against capital risk limits and indicators, and escalate breaches. Ensure accuracy of capital metrics being reported. Perform independent assessment of the firm's capital management activities, including assessment of the firm's internal minimum capital targets and post stress internal minimums, and firm-wide and Line of Business capital allocation results. Perform deep dives impacting firm's capital, including changes in regulatory requirements, firms risk and/or balance sheet, market dynamics and presenting to senior management. Lead projects to enhance risk and leverage based capital metric monitoring. Interact with the key members of capital management, capital P& A, controllers and various support functions. Lead the review of credit risk transfer activities, develop governance and controls, and new firm-wide risk porting. Review CCAR and Risk Appetite stress testing results. Develop methodology for setting internal capital Risk Appetite tolerance. Review Contingency Capital Plan and its annual recalibration, and its integration with the firm-wide capital risk limits and indicators recalibration. Review new business initiatives (NBIA) and Reorganizations and Capital Actions (RCA) from a capital perspective, assessing impact to CET1, GSIB, SCB, leverage exposure, RWA.

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Applied Mathematics, Finance, Statistics, Risk Management, Economics, or related field of study plus 5 (Five) years of experience in the job offered or as Capital Risk, AVP Capital Manager/Analyst, AVP Stress Testing Specialist, Data Scientist, or related occupation. The employer will alternatively accept a Bachelor's degree in Applied Mathematics, Finance, Statistics, Risk Management, Economics, or related field of study plus 7 (Seven) years of experience in the job offered or as Capital Risk, AVP Capital Manager/Analyst, AVP Stress Testing Specialist, Data Scientist, or related occupation.

Skills Required: This position requires 5 years of experience with the following: technologies and tools including Microsoft Office Suite (Excel, PowerPoint, Outlook) and Automation; and Statistical concepts, including variance, standard deviation, and normal distribution. This position requires 4 years of experience with the following: US Basel capital rules, including FRB and OCC rule implementation (CET1 capital, Tier 1, Tier 2, Total Capital, Standardized and Advanced measures, TLAC, SLR, and Sub Debt); Overall capital contingency framework (CCP); RWA calculation (standardized and advanced) methodology across asset classes, including loans and commitments, and AFS/HTM; Regulatory filings for banks; Capital forecasting, including projections of RWA, CET1 capital, Tier 1 capital, and Tier 2 capital; Peer bank analysis on capital; and CCAR/DFAST stress testing framework for banks.

Job Location: 4 Chase Metrotech Center, Brooklyn, NY 11245.

Full-Time. Salary: $169, 744 - $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/Veterans

Base Pay/Salary
Brooklyn, NY $169, 744.00 - $209, 000.00 / year