XVA Pricing & Capital Solutions Analyst - Credit Portfolio

JPMorganChase; Greater London; On-site; GBP 90,000 - 120,000; Full time

Job summary

J.P. Morgan in London is seeking an Analyst or Associate in XVA Pricing & Capital Solutions within the Credit Portfolio Group to support derivative pricing and capital analysis, strengthening partnerships across Sales, Trading, and control functions.

You will contribute to trade-level analytics, risk monitoring and stress work, building derivatives expertise and delivering well-documented solutions with cross-functional teams.

Qualifications

• Working knowledge of OTC derivatives and an interest in XVA, counterparty credit exposure, funding, and margin concepts.
• Familiarity with ISDA/CSA collateral mechanics and learning margin optimization for hedge funds.

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 assist with collateral under ISDA/CSA.
• Monitor risk appetite by translating limits and triggers into routine checks and diagnostics; support remediation.
• Run stress and scenario analyses across portfolios and counterparties; summarize outputs.

Skills

OTC derivatives

XVA concepts

Excel

Python

Analytical ability

Cross-functional collaboration

Job description

J.P. Morgan in London is seeking an Analyst or Associate in XVA Pricing & Capital Solutions within the Credit Portfolio Group to support derivative pricing and capital analysis, strengthening partnerships across Sales, Trading, and control functions.

You will contribute to trade-level analytics, risk monitoring and stress work, building derivatives expertise and delivering well-documented solutions with cross-functional teams.