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Atreya Chatterjee
Executive Director, Market Risk Basel, Corporate & Investment Bank Market Risk at J.P. Morgan


As an Executive Director in JPM’s Market Risk Basel Group, Atreya primarily focuses on Market Risk Capital models and methodologies, across both the current Basel 3 and the upcoming FRTB regimes. In addition, Atreya is also one of the key JPM representatives in the FRTB related Trade Association forums, and participate in regular dialogues with the US and global regulators. 

Atreya's prior experience includes implementation and end-to-end oversight of Basel 2.5 Market Risk Capital calculations, and financial planning and analysis for JPM’s Credit Portfolio Group, along with Credit Card risk management for American Express, and Automotive R&D for General Motors. 

He has an MS in Engineering from North Carolina State University, and an MBA from the University of Michigan, Ann Arbor.

Agenda Sessions

  • Market Risk Capital through 2020 Lenses: Looking back at the impacts of the 2020 COVID Crisis, Looking forward at the implications to FRTB