Associate/VP, Quantitative Trading & Research – XVA Pricing

J.P. Morgan; New York (NY); On-site; USD 120,000 - 180,000; Full time

Benefits offered by this job

Health care

Retirement plan

Tuition reimbursement

Job summary

J.P. Morgan is seeking an Associate or Vice President for the Quantitative Trading & Research team in New York. The role blends quantitative development with close engagement with Trading and Risk to deliver impactful solutions.

You will develop quantitative models to enhance pricing and risk management, partnering with XVA trading and Counterparty Credit risk, and owning end-to-end delivery with Technology from development to deployment.

Qualifications

• Advanced degree in a quantitative field (or Bachelor’s with 2+ years relevant experience).
• Strong understanding of probability/statistics and derivatives pricing; ability to develop new quantitative approaches.
• Strong programming in Python and/or C++.
• Clear communicator with 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.

Skills

Probability/Statistics

Derivatives pricing

Python

C++

Communication

Education

Advanced degree in quantitative field

Bachelor’s with 2+ years relevant experience

Tools

Python

C++

Job description

J.P. Morgan is seeking an Associate or Vice President for the Quantitative Trading & Research team in New York. The role blends quantitative development with close engagement with Trading and Risk to deliver impactful solutions.

You will develop quantitative models to enhance pricing and risk management, partnering with XVA trading and Counterparty Credit risk, and owning end-to-end delivery with Technology from development to deployment.