Market Risk Fundamental Review of the Trading Book – Implementation & Analytics – Vice President
- Hiring Organisation
- JP Morgan Chase
- Location
- London, United Kingdom
- Salary
- > £ 150 K
analysis of capital components under both the Internal Models Approach (IMA) and Standardized Approach (SA). You will direct cross-functional partnerships with Quantitative Research, Market Risk Technology, Regulatory Capital Management, Model Risk, Business, Product Control, Capital Risk and Policy and other stakeholders to deliver robust framework, analytics … strategic roadmap across core FRTB implementation initiatives in the Internal Models Approach (IMA) and Standardized Approach (SA), partnering closely with Quantitative Research, Market Risk Technology, Market Risk Management, Model Risk, Regulatory Capital Management, Product Control, Capital Risk and Policy, and Business stakeholders.Lead market risk capital scenario analyses proposed ...