EMEA XVA Pricing and Capital Solutions Associate

Fairygodboss; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

J.P. Morgan is seeking an Associate in XVA Pricing & Capital Solutions within Credit Portfolio Group in London. You will support derivative pricing, risk monitoring, and collateral workflows, working with Sales, Trading, and control functions to deliver well-documented analytics.

Role emphasizes building derivatives/XVA expertise, cross-team collaboration, and driving meaningful outcomes for the firm and clients. UK regulatory fitness is applicable.

Qualifications

• Working knowledge of OTC derivatives and XVA concepts.
• Familiarity with ISDA/CSA collateral mechanics.
• Strong quantitative and analytical skills with Excel/Python.
• Ability to run structured analyses and document assumptions clearly.

Responsibilities

• Support pricing and structuring analysis for OTC derivatives with hedge funds.
• Produce and maintain trade-level margin analytics and collateral mechanics under ISDA/CSA.
• Monitor risk appetite and run diagnostics; escalate issues as needed.
• Run stress and scenario analyses across portfolios and summarize outputs.
• Support deal execution, prepare materials for risk discussions, ensure clean handoffs.
• Collaborate with Quant Research and tech to test model enhancements for exposure analytics.
• Assist with collateral workflows and ISDA/CSA discussions for margin efficiency.

Skills

OTC derivatives knowledge

XVA interest

Advanced Excel

Python proficiency

Analytical skills

Cross-functional communication

Tools

Python

Job description

J.P. Morgan is seeking an Associate in XVA Pricing & Capital Solutions within Credit Portfolio Group in London. You will support derivative pricing, risk monitoring, and collateral workflows, working with Sales, Trading, and control functions to deliver well-documented analytics.

Role emphasizes building derivatives/XVA expertise, cross-team collaboration, and driving meaningful outcomes for the firm and clients. UK regulatory fitness is applicable.