Join Market Risk Middle Office, a global team within Risk Reporting Middle Office that supports JPMorgan Chase's risk management strategy by creating and controlling key data across various risk areas. You will have significant opportunities to lead, own processes, and drive improvements, as the team supports a wide range of risk types across all the businesses the bank offers.

As an Associate in the Market Risk Middle Office team, you will be responsible for key control processes to identify and resolve data quality issues within the firm’s risk data. You will play a critical role in validating the integrity of risk data used to support investment decisions and regulatory submissions. The team conducts data quality checks for Value-at-Risk (VaR)-based measures, including Reg VaR and Stressed VaR, as well as for other risk measures such as default exposure, stress testing, and the firm’s internal capital model

Job Responsibilities

• Perform daily data quality checks on VaR, stress, and other market risk measures, following established procedures; analyze drivers (e.g., market data, risk exposure, hierarchy changes) and verify inputs

• Identify drivers of change in market risk measures and engage the appropriate stakeholders to verify their validity

• Remediate data quality issues in line with agreements with Product Control and Market Risk Va

R and Capital teams:

• Support and coach colleagues and reinforce the global operating model

• Represent the Market Risk Middle Office in global forums with other stakeholders

• Provide training on risk systems to local and global staff, when necessary

• Research and resolve Line of Business Finance, Market Risk Management (MRM) and Audit inquiries regarding VaR and other risk measures

• Build and maintain effective partnerships with stakeholders such as Market Risk Coverage, Product Control, Market Risk Technology, Market Risk VaR and Capital, Market Risk Quantitative Research, and Market Risk Reporting teams

• Oversee processes and support the team in operating efficiently and on time to meet all service-level agreements (SLAs). Maintain day‑to‑day procedure manuals and confirm that all local regulatory requirements are met.

Required qualifications, capabilities, and skills

• Relevant years’ of experience in reporting, financial analytics, or similar roles

• A good understanding of VaR, stress and other market risk measures, sensitivities, time series, stress testing

• Knowledge of financial products across a range of asset classes, including credit, rates, equities, commodities, and others

• Demonstrated leadership skills, with the ability to escalate material issues to management

• A strong team player who can work well with colleagues of various levels and with internal clients across regions

• Strong analytical and organizational skills, and keen attention to detail

• Ability to multitask, work independently, and make continuous progress towards meeting business objectives.

Proficient in Microsoft Office Suite (Word, Excel, PowerPoint), particularly Excel