Market Risk is an independent risk group within Risk Management, reporting to the Firm’s Chief Risk Officer, which identifies, measures, monitors and controls market risk. Market risk management seeks to facilitate effective risk/return decisions, reduce volatility in operating performance and ensure that the firm's market risk profile is transparent to senior management, the Board of Directors and regulators. The Market Risk Value at Risk and Capital Group is responsible for developing and delivering the operating model and framework for Basel market risk rule implementation in partnership with key stakeholder groups. In this role, you will support implementation, calculation, analysis, and reporting of market risk risk-weighted assets while partnering across Market Risk and Capital Management.
As a Market Risk Analyst within the Market Risk Value at Risk and Capital team, you will support the implementation, calculation, analysis, and reporting of market risk risk-weighted assets.



You will help ensure the existing Basel regulatory framework and future regulatory requirements are properly implemented and maintained at the firm and legal entity levels. You will develop an understanding of the methodologies and inputs used for key market risk capital measures, and partner with Capital Management and other stakeholders on rule interpretation and controls. You will help manage controls and explain the risk-weighted asset measures by working with Market Risk management, middle office teams, business partners, quantitative research, and other groups.
Job responsibilities
• Verify inputs and outputs of risk-weighted asset calculations across multiple measures, and analyze and explain results
• Provide risk-weighted assets for quarterly regulatory reporting, the firm’s internal stress testing process, and resolution and recovery reporting
• Perform scenario analysis and impact quantification on methodology and rule changes
• Implement and oversee end-to-end controls of cap

📌 Market Risk Analyst (Mumbai)
🏢 JPMorgan Chase
📍 Mumbai