XVA & Derivatives Analytics Analyst

JPMorgan Chase & Co.; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

JPMorgan Chase & Co. is seeking an Analyst or Associate in XVA Pricing & Capital Solutions within the Credit Portfolio Group in Greater London.

You will support derivative pricing, capital analyses, and cross-functional collaboration with Sales, Trading, and control functions to deliver well-documented analytics. You will build expertise in derivatives and XVA, contribute to stress/scenario work, and help drive outcomes for the firm and clients while improving templates and automation across

Qualifications

• Experience with OTC derivatives, XVA, counterparty credit exposure, funding and margin concepts.
• Familiarity with ISDA/CSA collateral mechanics; willingness to learn margin optimization.
• Strong quantitative and analytical skills; advanced Excel and Python for analytics/automation.
• Ability to run structured analyses, document assumptions clearly, and communicate results succinctly.
• Proven collaboration across Sales, Trading, Risk and Operations in fast-paced environments.
• Experience in derivatives, XVA, counterparty credit or market risk, product control or valuation is preferred.

Responsibilities

• Support pricing and structuring analysis for OTC derivatives with hedge funds, focusing on risk and capital usage.
• Produce and maintain trade-level margin analytics; analyze initial margin drivers and collateral mechanics under ISDA/CSA.
• Monitor risk appetite by translating limits into routine checks, run diagnostics, escalate issues, and support remediation.
• Run stress and scenario analyses across portfolios and counterparties, summarize outputs for review.
• Support deal execution processes and prepare materials for risk and valuation discussions; ensure clean handoffs to risk reporting teams.
• Collaborate with Quant Research and technology to test/model enhancements for exposure and margin analytics.
• Assist with documentation and collateral workflows for ISDA/CSA discussions on margin and capital efficiency.

Skills

OTC derivatives

XVA understanding

Excel

Python

Structured analytics

Cross-functional collaboration

Job description

JPMorgan Chase & Co. is seeking an Analyst or Associate in XVA Pricing & Capital Solutions within the Credit Portfolio Group in Greater London.

You will support derivative pricing, capital analyses, and cross-functional collaboration with Sales, Trading, and control functions to deliver well-documented analytics. You will build expertise in derivatives and XVA, contribute to stress/scenario work, and help drive outcomes for the firm and clients while improving templates and automation across