Derivatives Pricing Analyst - Real-Time Valuations & Models

JPMorgan Chase & Co.; Greater London; On-site; GBP 70,000 - 110,000; Full time

Job summary

JPMorgan Chase & Co. in London seeks a Pricing Direct Evaluator – Analyst or Associate in the European Derivatives team to generate daily valuations, develop pricing models, and deliver real-time analytics for derivative and fixed income instruments.

You will collaborate with trading desks, market participants, and research teams to address client questions, enhance pricing accuracy, and explore new areas of product growth in a fast-paced, client-focused environment.

Qualifications

• Solid understanding of derivatives pricing, risk and vanilla strategies.
• Proficient with data science concepts, Python and Excel VBA, quick to learn new tech.
• Ability to analyze large market datasets and integrate findings into pricing models.
• Clear, logical thinker with strong quantitative abilities.
• Thrives under real-time market pressure and client-focused environments.
• Excellent written and oral communication skills.

Responsibilities

• Generate daily valuations of derivative securities for multiple market closes, including data collection, price generation, quality control, and client queries.
• Develop pricing models, methodologies, and infrastructure to improve accuracy and speed of valuations.
• Communicate with trading desks, market participants, and research teams to enhance market knowledge and pricing.
• Address client concerns daily, delivering high-quality service across channels.
• Explore new areas of product growth and support revenue generation through collaboration with sales.

Skills

Derivatives pricing

Python

Excel VBA

Data analysis

Quantitative skills

Communication

Tools

Python

C++

Excel VBA

Job description

JPMorgan Chase & Co. in London seeks a Pricing Direct Evaluator – Analyst or Associate in the European Derivatives team to generate daily valuations, develop pricing models, and deliver real-time analytics for derivative and fixed income instruments.

You will collaborate with trading desks, market participants, and research teams to address client questions, enhance pricing accuracy, and explore new areas of product growth in a fast-paced, client-focused environment.