Description: - The Market Risk Basel Group (MRBG) is seeking a candidate to join the MRBG Analytics team to support tactical calculation and analytics needs for the Fundamental Review of the Trading Book (FRTB) and other Basel/capital related items. - FRTB is the new Market Risk Capital Rule from the Basel Committee which is expected to be live in 2021-2022. - The individual will support the tactical production of market risk capital &amp; explanation of capital changes based on proposed FRTB rules on an ongoing basis. - These results will be used for multiple internal and external commitments, including Basel III monitoring exercises, impact analyses required for senior management communication &amp; planning, and other key efforts supporting the FRTB strategic program. - The successful candidate will partner across Firmwide Market Risk, Market Risk Coverage, Regulatory Capital Management Office, Model Risk and Development, Quantitative Research, and Product Control teams to deliver and explain the FRTB capital results. - In addition to FRTB calculation and analytics, the candidate will provide tactical support for other MRBG Basel related analytics needs. Functional Responsibilities : - Perform relevant market risk analyses for current Basel 2.5 and future Fundamental Review of the Trading Book (FRTB) rules for LOBs and across the risk profile of the firm. - Provide explanation of key market risk drivers (VaR, stress and risk sensitivity, FRTB capital, etc) with understanding &amp; supporting commentary around position and market moves, trading strategy changes and FRTB rule or implementation changes - Partner with Risk groups across businesses to develop new tools and metrics (e.g. making key risks and P&amp;L drivers more transparent, refining current FRTB calculation capabilities, etc) - Partner across teams to on-board new products &amp; desks onto the FRTB strategic capital calculation frameowrk JPMorgan Chase &amp; Co., 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 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. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs. The apply button will redirect you to an external URL, please apply there as well.

Mumbai

JP Morgan Chase - Analyst - Market Risk Basel Group - MRBG Analytics Team 

JP Morgan Chase - Analyst - Market Risk Basel Group - MRBG Analytics Team  ,Job Description for JP Morgan Chase - Analyst - Market Risk Basel Group - MRBG Analytics Team  in JP Morgan Chase in  Mumbai for (2-7) years of experience. Apply Now!

Job Description for JP Morgan Chase - Analyst - Market Risk Basel Group - MRBG Analytics Team  in JP Morgan Chase in  Mumbai for (2-7) years of experience. Apply Now!