Capital and Liquidity Policy – Vice President (Securitization RWA)

Location: New York, NY, United States

Job Family: Policy

About the Role

JPMorgan Chase & Co. is a leading global financial services firm with assets of $3.9 trillion and operations worldwide. We operate in more than 60 countries, creating landmark projects that define cities and define the future. The Capital and Liquidity Policy team within the Treasury/Chief Investment Office plays a critical role in ensuring the firm's compliance with evolving regulatory landscapes while optimizing capital and liquidity resources. We are seeking a Vice President specializing in Securitization RWA to join this dynamic team in New York, NY. In this role, you will contribute to shaping policies that support JPMorgan Chase's robust balance sheet management, focusing on the intricacies of securitized assets and their impact on regulatory capital requirements. As a Vice President, you will be at the forefront of analyzing and implementing Basel III/IV standards for risk-weighted assets in securitization portfolios, including standardized and advanced approaches. Your responsibilities will include collaborating with cross-functional teams across Treasury, Risk, and Compliance to model capital impacts, prepare for regulatory exams, and drive strategic initiatives that enhance the firm's capital efficiency. You will engage directly with senior leaders to provide insights on policy implications and support the firm's participation in industry forums, ensuring JPMorgan Chase remains a thought leader in financial regulation. This position demands a blend of technical expertise and strategic foresight, applied to real-world challenges in a high-profile global bank. The ideal candidate thrives in a collaborative yet fast-paced environment, leveraging deep regulatory knowledge to navigate complex financial structures. At JPMorgan Chase, you will have access to unparalleled resources, mentorship from industry experts, and opportunities to influence policies that safeguard one of the world's most admired financial institutions. Join us to advance your career while contributing to the stability and innovation of the global financial system.

Key Responsibilities

• Develop and maintain policies for calculating and managing securitization risk-weighted assets (RWA) in alignment with Basel III/IV and U.S. regulatory standards
• Collaborate with Treasury, Chief Investment Office, and business lines to assess the impact of regulatory changes on capital and liquidity positions
• Analyze and interpret evolving global and U.S. regulatory requirements, providing recommendations for policy updates and implementation at JPMorgan Chase
• Prepare internal reports, presentations, and documentation for senior management and regulatory submissions related to capital adequacy
• Support stress testing and scenario analysis for securitization portfolios, ensuring compliance with CCAR and internal capital planning
• Engage with external regulators and industry groups to represent JPMorgan Chase's positions on capital and liquidity policy matters
• Monitor portfolio-level RWA exposures in securitized assets, identifying risks and optimization opportunities
• Contribute to the firm's liquidity risk framework, integrating securitization impacts into broader Treasury strategies
• Mentor junior team members and foster cross-functional knowledge sharing within the Capital and Liquidity Policy team
• Stay abreast of industry developments in structured finance and advocate for proactive policy enhancements

Required Qualifications

• Bachelor's degree in Finance, Economics, Accounting, or a related field; advanced degree (MBA, Master's in Finance) preferred
• Minimum of 5-7 years of experience in regulatory capital, liquidity policy, or risk management within the financial services industry
• Deep knowledge of Basel III/IV frameworks, particularly securitization risk-weighted assets (RWA) calculations and standardized/internal ratings-based (IRB) approaches
• Proven experience in interpreting and implementing U.S. regulatory requirements from the Federal Reserve, OCC, and FDIC
• Strong analytical skills with proficiency in financial modeling and data analysis tools
• Excellent communication skills, with experience in stakeholder engagement across regulatory, business, and compliance teams
• Ability to thrive in a fast-paced, high-stakes environment at a global financial institution like JPMorgan Chase

Preferred Qualifications

• Experience working at a major bank or regulatory body on capital adequacy and liquidity reporting (e.g., CCAR, FR Y-9C)
• Familiarity with JPMorgan Chase's internal capital management processes and Treasury operations
• Certification such as Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM)
• Prior involvement in securitization transactions, including asset-backed securities and structured finance
• Knowledge of emerging regulations like Basel Endgame or Dodd-Frank Act implications for liquidity and capital

Required Skills

• Expertise in regulatory capital frameworks (Basel III/IV, RWA for securitizations)
• Financial modeling and quantitative analysis
• Proficiency in Excel, VBA, and data visualization tools (e.g., Tableau, Power BI)
• Knowledge of accounting standards (IFRS, US GAAP) applied to financial instruments
• Strong regulatory interpretation and compliance skills
• Excellent written and verbal communication
• Stakeholder management and influence across diverse teams
• Analytical problem-solving in complex financial environments
• Attention to detail in policy documentation and reporting
• Project management for regulatory implementation initiatives
• Understanding of liquidity metrics (LCR, NSFR) and their interplay with capital
• Risk assessment for structured products and derivatives
• Adaptability to regulatory changes and industry trends
• Team collaboration in a matrixed organization
• Strategic thinking for long-term policy development

Benefits

• Competitive base salary and performance-based annual bonus
• Comprehensive health, dental, and vision insurance plans
• 401(k) retirement savings plan with generous company match
• Paid time off, including vacation, sick days, and parental leave
• Professional development opportunities, including tuition reimbursement and access to JPMorgan Chase's internal training programs
• Wellness programs with gym memberships, mental health support, and employee assistance services
• Flexible work arrangements, including hybrid options in New York
• Stock purchase plan and employee stock ownership opportunities

JP Morgan Chase is an equal opportunity employer.