Derivatives Risk Modeling Quant

Next Frontier Capital; New York (NY); On-site; USD 150,000 - 190,000; Full time

Job summary

JPMorgan Chase’s Private Bank Solutions Investment Quantitative Research team in New York seeks an Associate focused on derivatives risk modeling and analytics. You will develop models for pricing, risk, and P&L across equity, rates, credit, FX, commodities, and structured products, collaborating with PMs, risk, and technology.

The role requires deep quantitative expertise and strong programming skills. The team emphasizes empirical research, governance, and scalable solutions, with global

Qualifications

• Advanced degree in a quantitative discipline is required.
• Strong knowledge of derivatives pricing theory and risk analytics.

Responsibilities

• Develop and implement quantitative models for derivatives risk, valuation, and P&L analytics.
• Build and maintain sensitivity frameworks (Greeks) and risk aggregation across portfolios.
• Conduct empirical research on volatility dynamics and model calibration techniques.
• Collaborate with technology to productionize pricing/risk engines and data workflows.

Skills

Python

NumPy

SciPy

Pandas

Matplotlib/Seaborn

Derivatives risk modeling

Communication

Quantitative research

Education

PhD or MS in quantitative field

Tools

Bloomberg

MSCI

ICE

QuantLib

Job description

JPMorgan Chase’s Private Bank Solutions Investment Quantitative Research team in New York seeks an Associate focused on derivatives risk modeling and analytics. You will develop models for pricing, risk, and P&L across equity, rates, credit, FX, commodities, and structured products, collaborating with PMs, risk, and technology.

The role requires deep quantitative expertise and strong programming skills. The team emphasizes empirical research, governance, and scalable solutions, with global