Derivatives Pricing Analyst - Real-Time Valuations & Models

JPMorganChase; Greater London; On-site; GBP 50,000 - 80,000; Full time

Job summary

JPMorganChase is looking for a Pricing Direct Evaluator – Analyst or Associate to join their European Derivatives team in the UK. This role involves generating valuations for derivative securities, developing pricing models, and enhancing methodologies for effective valuations.

The ideal candidate should have a solid understanding of derivatives, proficiency in Python and Excel VBA, along with strong communication skills. The team values a fast-paced environment where client needs are paramount.

Qualifications

• Firm understanding of derivatives principles, pricing, and risk.
• Good knowledge of data science and proficiency in Python.
• Ability to analyze large amounts of market data and incorporate into pricing models.

Responsibilities

• Generate daily valuations of derivative securities.
• Create pricing models and methodologies for valuations.
• Communicate with trading desks and market participants.
• Address client concerns and provide quality service.
• Explore new product growth areas and collaborate with sales.

Skills

Derivatives principles

Data science principles

Python programming

Excel VBA

Quantitative abilities

Communication skills

Tools

C++

Job description

JPMorganChase is looking for a Pricing Direct Evaluator – Analyst or Associate to join their European Derivatives team in the UK. This role involves generating valuations for derivative securities, developing pricing models, and enhancing methodologies for effective valuations.

The ideal candidate should have a solid understanding of derivatives, proficiency in Python and Excel VBA, along with strong communication skills. The team values a fast-paced environment where client needs are paramount.