EMEA XVA Pricing & Capital Solutions Analyst/Associate

Aumni

Greater London

In loco

GBP 80.000 - 120.000

Tempo pieno

14 giorni+

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Descrizione del lavoro

J.P. Morgan is seeking an Analyst/Associate in XVA Pricing & Capital Solutions within the Credit Portfolio Group in London.

You will support derivative pricing, capital analysis, and stress testing, partnering with Sales, Trading and control functions to deliver robust analytics and well-documented solutions. In this role you will deepen your derivatives and XVA expertise, work with cross-functional teams, and contribute to meaningful outcomes for clients and the firm.

Competenze

Experience with OTC derivatives and XVA concepts.
Familiarity with ISDA/CSA collateral mechanics.
Strong quantitative and analytical skills with Excel and Python.
Ability to run structured analyses and document assumptions clearly.
Excellent collaboration across Sales, Trading, Risk and Operations.

Mansioni

Support pricing and structuring analysis for OTC derivatives with hedge funds.
Produce and maintain trade-level margin analytics and analyze initial margin drivers.
Monitor risk appetite and translate limits into routine checks and diagnostics.
Run stress and scenario analyses across portfolios and counterparties.
Support deal execution and prepare materials for risk and valuation discussions.
Collaborate with Quantitative Research and technology to test model enhancements.
Assist with collateral workflows and ISDA/CSA discussions for margin and capital efficiency.