Credit Derivatives Valuation Analyst – Pricing Specialist

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

Job summary

JPMorgan Chase & Co. in New York seeks a PricingDirect Credit Derivatives Valuation Analyst to generate daily valuations for credit derivatives, including CDS, CDS indices, and CLNs. You will collaborate with trading, research, and technology teams to deliver accurate pricing and support growth.

The role emphasizes rigorous analytics, large-data processing, and clear communication with clients and desks. A Master’s degree and strong Python skills are highly valued for success in this position.

Qualifications

• Master’s degree in Financial Engineering or related field.
• Strong derivatives and fixed income knowledge.
• Excellent quantitative and qualitative analysis.
• Proficient Python programming.
• Strong communication with clients and traders.

Responsibilities

• Generate daily valuations for credit derivatives (e.g., CDS, CDS indices, Index Tranches, Index Option, CLNs).
• Identify and develop new product growth areas through independent research with clients and desks.
• Improve product and service quality via market surveillance and data analysis.
• Address client inquiries daily with a focus on service quality.
• Perform in-depth analysis on trades/portfolios and clearly explain findings.
• Maintain regular contact with trading desks, research teams, and market participants.

Skills

Python

Excel/VBA

Derivatives

Quantitative analysis

Communication

Problem solving

Education

Master's in Financial Engineering

Tools

SQL

Excel

VBA

Job description

JPMorgan Chase & Co. in New York seeks a PricingDirect Credit Derivatives Valuation Analyst to generate daily valuations for credit derivatives, including CDS, CDS indices, and CLNs. You will collaborate with trading, research, and technology teams to deliver accurate pricing and support growth.

The role emphasizes rigorous analytics, large-data processing, and clear communication with clients and desks. A Master’s degree and strong Python skills are highly valued for success in this position.