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MRBG Associate/Analyst

2.00 to 3.00 Years   Mumbai City   21 Nov, 2022
JPMorgan
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaGeneral / Other Software
EmploymentTypeFull-time

Job Description

    Description The Market Risk Basel Group (MRBG) is seeking a candidate to join the MRBG Analytics team, to build and support the 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 the next 2-3 years. The individual will work with the QR and Tech partners on the strategic implementation of FRTB for the firm and also build analytics designs and scripts in Python for all of the FRTB components along with supporting the analysis and production of results for regulatory submissions. The FRTB results will be used for multiple internal and external commitments, including Basel III monitoring exercises, impact analyses required for senior management communication & 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, Market Risk Technology and Product Control teams to deliver and explain the FRTB capital results. In addition to FRTB calculation and detailed analytics, the candidate will provide tactical/adhoc support for other MRBG Basel related analytics needs. Qualifications Key Responsibilities
    • Design and build analytics for FRTB components to provide clear explain of capital changes, finding data quality issues, running impact scenarios thereby enabling the management to steer the firm s FRTB strategy.
    • Review and provide explanation of market risk capital movements for changes in position and market moves, trading strategy changes and FRTB rule or implementation changes
    • Assist with implementation of the strategic FRTB solution by partnering with Quant and Tech teams as well as support the remaining (limited) manual processes for strategic decision making and regulatory submissions
    • Execute market risk capital scenarios for proposed FRTB rules across all in-scope desks & products and select legal entities within the Firm
    Skills & Experience
    • Strong Python and VBA skills.
    • Strong analytical and quantitative skills
    • Some experience in Market Risk, Regulatory Capital, Valuation, Finance Product Control or related function will be preferred.
    • Knowledge of P&L Explain and/or VaR and how to use and interpret sensitivity data.
    • Ability to multi-task and balance multiple priorities, work under pressure and manage tight deadlines.
    • Self-motivated, demonstrate initiative, innovation, and solid problem solving skills. Confidence to drive issues through to completion often working to tight deadlines.
    • Excellent written and verbal communications skills and a strong track record of partnership
    • Strong process and control mindset
    • Masters and/or CFA designation a plus, but not necessary.
    ,

Keyskills :
senior managementproblem solvingregulatory capitalbasel iiiproduct controlcapital managementmarket risk

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