• Job Description

  Req#: 210472091

  The Basel Measurement & Analytics (BM&A) group within CIO Treasury is responsible for calculating, analyzing, and reporting firmwide RWA for market risk, wholesale credit risk, and retail risk stripes. The RWA measures feed into corporate functions to quantify and determine regulatory capital requirements and support external regulatory filings and disclosures. BM&A is responsible for the business requirements to develop and manage the Basel infrastructure and ensure calculations are in compliance with internal capital policy and guidance. In addition, BM&A supports ancillary activities to perform impact analysis on methodology changes driven by new rule proposals, support RWA component of CCAR, Resolution & Recovery, Pillar 3 Disclosure, and Quantitative Impact Studies (QIS) for regulatory agencies.

  The BM&A Derivatives Team is responsible for assessing regulatory policy, driving enhancements to infrastructure needed to support risk regulatory reporting processes related to Basel methodology, and RWA reporting (specific to derivatives). The candidate will be responsible for producing RWA related to derivatives exposures under Basel 3 rules, analyzing quarter-over-quarter changes in RWA, working with Line of Business (LOB) controllers and credit officers to determine variance drivers such as portfolio changes, policy updates and capital treatment, and generation of external regulatory filing schedules. The candidate will manage the reporting processes and be owner of data issue identification, tracking, and resolution.

  Job Responsibilities:

  • Support a multi-year project for the firm’s update data consumption model and analyze the data required for capital focusing on Derivatives.
  • Provide a Project Management support function to senior management with the status on multi-year project intermediary tasks
  • Help support monthly production cycle for RWA calculation and reporting, including Central Cleared RWA and standalone SEC reporting.
  • Prepare objective analysis that provides perspective to senior management to support decision-making on key issues related to regulatory capital.
  • Evaluate and manage controls on key processes and functions.

  Required Qualifications, Skills, and Capabilities:

  • Exceptional excel/database/desktop skills, including potential experience with Alteryx and Tableau
  • Ability to work in pressure-oriented environment and able to handle and prioritize multiple tasks
  • Strong analytical, critical thinking, and problem solving skills with a track record of execution against deliverables; including the ability to take ownership and work independently while contributing to the broader team.
  • Results oriented individual who can execute tasks within progressive time frames.
  • Excellent interpersonal skills necessary to work effectively with colleagues at various levels of the organization
  • Self-motivated team-player. Must possess the ability to research and resolve issues independently and analytically while working across teams to acquire needed information.
  • Excellent organization and control focus.
  • Superior attention to detail and process-orientation.
  • Ability to synthesize and analyze large amounts of data to ascertain key facts and trends.
  • Ability to develop strong client relationships and gain consensus on key decisions.

  Preferred Qualifications, Skills, and Capabilities:

  • Bachelor’s degree and experience in Finance, Risk Management, or related field helpful
  • Experience with Basel Capital Rules is preferred.
  • Experience and technical understanding of derivative products useful.

• About the company

  J.P. Morgan is a leader in financial services, offering solutions to clients in more than 100 countries with one of the most comprehensive global product platforms available. We have been helping our clients to do business and manage their wealth for more than 200 years. Our business has been built upon our core principle of putting our clients'​ interests first.

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