Associate, XVA Pricing & Capital Solutions

Testing Site - JPMC; New York (NY); On-site; USD 120,000 - 190,000; Full time

Job summary

Testing Site - JPMC in New York seeks an Associate for the XVA Pricing & Capital Solutions team within the Credit Portfolio Group. You will analyze, model, and price complex derivatives, focusing on XVA components and capital implications.

You will collaborate with Sales, Trading, and Quantitative Research to develop risk tools and enhance derivatives infrastructure while building relationships across NA and LatAm.

Qualifications

• Bachelor’s degree in Finance, Mathematics, Engineering, or similar.
• Experience with derivative risk management and exposure methodologies.
• Ability to translate qualitative risk concepts into quantitative models.
• Strong communication and stakeholder relationship skills.
• Experience in fast-paced, collaborative teams.
• Attention to detail and strong analytical thinking.
• Fluency in Spanish or Portuguese is a plus.

Responsibilities

• Analyze, model, and price material derivatives as part of trade execution
• Determine XVA (credit, funding, and capital implications/pricing) for credit-intensive or complex bilateral derivative transactions, ensuring proper handoff to trading desks
• Execute XVA hedges for onboarded client activity
• Support structuring of transactions to enable sensible risk/reward evaluation
• Develop new risk measurement tools in partnership with Quantitative Research
• Improve the bank’s derivatives infrastructure
• Build strong relationships with Sales, Trading, and relevant stakeholders across NA and LatAm regions

Skills

Derivative exposure methodology

Modelling tools

Qualitative vs quantitative

Communication & relationships

Fast-paced, collaborative

Analytical mindset

Bachelor’s degree in Finance/Math/Eng

Education

Bachelor’s degree in Finance, Mathematics, Engineering, or similar

Advanced degree in a quantitative discipline

Job description

Testing Site - JPMC in New York seeks an Associate for the XVA Pricing & Capital Solutions team within the Credit Portfolio Group. You will analyze, model, and price complex derivatives, focusing on XVA components and capital implications.

You will collaborate with Sales, Trading, and Quantitative Research to develop risk tools and enhance derivatives infrastructure while building relationships across NA and LatAm.