Derivatives Pricing & Valuation Analyst

JPMorgan Chase & Co.; New York (NY); On-site; USD 90,000 - 150,000; Full time

Job summary

JPMorgan Chase & Co. is seeking a Securities Valuation Analyst/Associate in PricingDirect in New York. You will produce daily valuations of derivative instruments, develop pricing models, and address client inquiries in a collaborative, results-driven environment.

The role combines financial markets knowledge with programming skills to enhance valuation accuracy and scalability. Strong quantitative background and communication skills are essential for success.

Qualifications

• Bachelor's degree or higher in Mathematics, Economics, Finance, Engineering, or similar.
• Basic knowledge of stochastic calculus, pricing models, and numerical techniques (Monte Carlo, Finite Difference).
• Strong analytical and quantitative skills; proficient in Excel and Python; excellent written and verbal communication.

Responsibilities

• Daily generation of valuations for derivative instruments with data collection, price generation, quality control, and client interaction.
• Improve pricing processes through market surveillance, data analysis, and process controls.
• Perform complex quantitative and information analysis on portfolios of securities.
• Communicate detailed analyses to colleagues and clients; maintain relationships with trading desks, research teams, and technologists.
• Explore new product growth areas through self-guided research and collaboration across desks and clients.

Skills

Mathematics

Economics

Finance

Python

Excel

Analytical skills

Communication

Education

Bachelor's degree

Master's degree

Tools

Python

C++

Excel

Job description

JPMorgan Chase & Co. is seeking a Securities Valuation Analyst/Associate in PricingDirect in New York. You will produce daily valuations of derivative instruments, develop pricing models, and address client inquiries in a collaborative, results-driven environment.

The role combines financial markets knowledge with programming skills to enhance valuation accuracy and scalability. Strong quantitative background and communication skills are essential for success.