The Basel Measurement and Analytics (BM&A) Team within the Chief Investment Office (CIO) Treasury organization is responsible for partnering with JPMC functions, including Capital Management, Capital Technology, Risk Management, Risk Reporting, and the Lines of Business (LOBs) to establish control and govern best practices and accountability for the Regulatory Capital process. BM&A is responsible for producing Firm-wide capital results on a monthly basis and oversees the implementation and reporting infrastructure for Basel 3 and other capital-related requirements such as Comprehensive Capital Analysis and Review (CCAR), Supplementary Leverage Ratio (SLR), Numerator, Total Loss-Absorbing Capacity (TLAC), etc. Furthermore, the team manages the Quantitative Impact Studies (QIS) for regulators and responds to senior management inquiries on capital-related matters. The BM&A Analyst position interfaces with LOB controllers and other functional teams to support the calculation and analysis of Risk-Weighted Assets (RWA) for Operational Risk and other Credit Risk products.
Key Responsibilities
Produce monthly RWA under Basel 3 Endgame (B3E) and B3 rules for Operational Risk and other Credit Risk products Coordinate end-to-end monthly / quarterly reporting processes and deliverables Identify trends in datasets to support variance analysis and issue identification Perform routine data control checks and reconciliations on large datasets Prepare presentations and reoccurring updates for management and impacted stakeholders Translate capital rule and policy changes into clear business requirements Partner with functional and technology teams to test system builds and execute project plans Support monthly reference data table maintenance
Qualifications
Bachelor Degree required; Finance, Economics, or Information Systems major preferred Experience in treasury, finance, operations, or regulatory reporting a plus Knowledge of Basel Regulatory Capital rules and financial securities a plus Strong Microsoft Excel (and other MS Office product) skills required Strong attention to detail and process-oriented Critical thinking and problem solving skills Strong communication and relationship-building skills
Familiarity with balance sheet and income statement concepts a plus