Corporate Treasury - Basel Measurement & Analytics - Analyst
Company: JPMorgan Chase Bank, N.A.
Posted on: May 3, 2021
The Basel Measurement & Analytics (BM&A) group within CIO is
responsible for calculating, analyzing, and reporting firm-wide 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 Basel Measurement & Analytics Derivatives Project Team is
responsible for assessing regulatory policy, driving delivery for
enhancements to infrastructure needed to support risk regulatory
reporting processes related to Basel methodology, and Risk-Weighted
Assets (RWA) reporting (specific to the Derivatives risk stripe).
The candidate will support BM&A in firm-wide initiatives to
implement regulatory requirements, Basel methodology changes, and
RWA reporting enhancements. The candidate will lead efforts in
analyzing RWA impact, developing frameworks, and strategic
solutions RWA. The candidate will work closely with the Production
Team, Technology Teams, Data Strategy, Lines of Business, and
Policy to advance the firm's agenda.
Specific responsibilities include:
- Monthly production cycle for RWA calculation and reporting,
including Basel 3 Advanced, Basel 3 Standardized, CCP, and
Supplementary Leverage Ratio
- To perform ad-hoc quantitative impact analysis on the firm's
RWA under Basel rules and regulations based on input parameters or
infrastructure changes - specific to Derivatives risk stripe.
- Provide analysis in support of RWA trends and
- Support external regulatory filing deliverables including the
FR Y-9C, FFIEC 101 and Pillar 3.
- Perform quarterly stress testing to support CCAR, ICAAP and
Risk Appetite deliverables.
- To evaluate and manage controls on key processes and
- To prepare objective analysis that provides perspective to
senior management to support decision-making on key issues related
to regulatory capital.
- Bachelor's degree and 1-4 years' experience in Finance, Risk
Management, or related field.
- Experience with Basel Capital Rules is preferred.
- Experience and technical understanding of derivative
- Exceptional excel/database/desktop skills.
- Ability to work in pressure-oriented environment and able to
handle 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.
JPMorgan Chase & 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
- Results oriented individual who can execute tasks within
aggressive time frame.
- 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 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.
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
Equal Opportunity Employer/Disability/Veterans
Keywords: JPMorgan Chase Bank, N.A., Newark , Corporate Treasury - Basel Measurement & Analytics - Analyst, Other , Newark, Delaware
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