Quantitative Trading & Research: VP/Associate - Pricing & Risk

JPMorgan Chase & Co.

Greater London

On-site

GBP 90,000 - 150,000

Full time

14 days+

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Job summary

JPMorgan Chase & Co. in London seeks an Associate or Vice President to join the Quantitative Trading & Research (QTR) team.

You will develop quantitative models for pricing and risk management, collaborating with XVA trading and Counterparty Credit risk to deliver impactful solutions. Responsibilities include designing analytics for XVA, Margin and CCR, partnering with Trading and Risk to translate business needs into robust models, and ensuring end-to-end delivery with technology, governance,

Qualifications

Advanced degree in a quantitative field (or Bachelor’s with relevant experience).
Strong understanding of probability/statistics and derivatives pricing; demonstrated ability to develop new quantitative approaches.
Strong programming in Python and/or C++.
Clear communicator with strong ownership, problem-solving skills, and ability to thrive in a fast-paced, collaborative environment.

Responsibilities

Design and develop models/analytics for pricing and management of XVA, Margin and Counterparty Credit Risk, from research to product deployment.
Partner with Trading and Risk to translate business needs into quantitative solutions, provide ongoing production support including incident triage and root-cause analysis.
Own end-to-end delivery with Technology on implementation, testing and deployment.
Drive model governance and continuous improvement in partnership with Model Validation, including documentation, controls, and ongoing performance monitoring.