Derivatives Pricing & Valuation Analyst | Quant Modeling

JPMorganChase; New York (NY); On-site; USD 120,000 - 170,000; Full time

Job summary

JPMorganChase seeks a Securities Valuation Analyst for its PricingDirect team in New York. You will produce daily valuations for derivative instruments, develop pricing models, and respond to client inquiries, leveraging market data, programming, and quantitative analysis to enhance accuracy and scalability.

The role combines financial markets knowledge with technology, offering exposure to trading, research, analytics, and collaboration with market desks.

Qualifications

• Bachelor's degree or higher in Mathematics, Economics, Finance, Engineering, or similar.
• Knowledge of stochastic calculus and derivatives pricing models; Monte Carlo and Finite Difference methods.
• Strong work ethic and intellectual curiosity.
• Strong analytical skills with ability to synthesize large amounts of market information; proficient in Microsoft Excel & Python.
• Excellent communication skills to interact with clients, portfolio managers, traders, research, and sales.

Responsibilities

• Daily production of derivative valuations, market data collection, pricing, and client interaction.
• Improve product quality via market surveillance, data analysis, and process reviews.
• Perform complex financial and quantitative analyses.
• Provide in-depth analysis of securities portfolios to colleagues and clients.
• Maintain regular contact with trading desks, research teams, and market participants.
• Explore new areas of product growth through self-guided research and collaboration.
• Experience in derivatives pricing with exposure to multiple asset classes.

Skills

Python

Excel

Quantitative analysis

Derivatives pricing

Communication skills

Client service mindset

Stochastic calculus

Education

Bachelor's degree

Master's degree

Tools

Python

C++

Job description

JPMorganChase seeks a Securities Valuation Analyst for its PricingDirect team in New York. You will produce daily valuations for derivative instruments, develop pricing models, and respond to client inquiries, leveraging market data, programming, and quantitative analysis to enhance accuracy and scalability.

The role combines financial markets knowledge with technology, offering exposure to trading, research, analytics, and collaboration with market desks.