Basel Measurement & Analytics Derivatives Project, Analyst
Company: JPMorganChase
Location: Newark
Posted on: April 2, 2026
|
|
|
Job Description:
Description The Basel Measurement & Analytics (BM&A) group
within TCIO is responsible for calculating, analyzing, and
reporting firm-wide RWA for 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 related 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 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 for this role will manage the Derivative
book of work for any required updates to the calculation and
related reporting and the impact on any processes and the resulting
impact. Job responsibilities: Provide a Project Management support
function to senior management with the status on multi-year project
intermediary tasks Prepare objective analysis that provides
perspective to senior management to support decision-making on key
issues related to regulatory capital. 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. Evaluate and manage controls on key
processes and functions. Required qualifications, capabilities and
skills: Bachelor’s degree and a minimum of 1 year experience in
Finance or Risk Management 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. Ability to
work in pressure-oriented environment and able to handle multiple
tasks. Exceptional excel/database/desktop skills. Results oriented
individuals who can execute tasks within a tight time frame.
Excellent interpersonal skills necessary to work effectively with
colleagues at various levels of the organization. Must possess the
ability to research and resolve issues independently while working
across teams to acquire needed information. 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, capabilities and skills:
Experience with Basel Capital Rules is preferred. Experience and
technical understanding of derivative products is preferred. To be
eligible for this role, you must be authorized to work in the
United States. We do not offer any type of employment-based
immigration sponsorship for this role. Likewise, JPMorgan Chase &
Co. will not provide any assistance or sign any documentation in
support of any other form of immigration sponsorship or benefit,
including optional practical training (OPT) or curricular practical
training (CPT).
Keywords: JPMorganChase, Sayreville , Basel Measurement & Analytics Derivatives Project, Analyst, Accounting, Auditing , Newark, New Jersey