Derivatives Risk & Pricing Associate

J.P. Morgan; New York (NY); On-site; USD 90,000 - 130,000; Full time

Job summary

J.P. Morgan is seeking an Associate for its Private Bank Solutions Investment Quantitative Research team specializing in Derivatives Risk Modeling and Analytics. The role involves developing and implementing quantitative models to enhance risk and valuation analytics across various derivatives asset classes.

Join a dynamic team in New York, focusing on solutions related to derivatives pricing, risk modeling, and portfolio-level risk aggregation, while collaborating with technology teams to deliver scalable solutions.

Qualifications

• Expertise in developing and implementing quantitative models for derivatives risk and valuation.
• Knowledge of OTC and exchange-traded derivatives.
• Understanding of multiple derivatives asset classes including Equity and Interest Rate Derivatives.

Responsibilities

• Develop quantitative models for derivatives risk and P&L analytics.
• Enhance modeling capabilities across various derivatives asset classes.
• Collaborate with portfolio managers and technology teams.

Skills

Derivatives pricing

Risk modeling

Portfolio-level risk aggregation

Stress testing

Scenario analysis

Job description

J.P. Morgan is seeking an Associate for its Private Bank Solutions Investment Quantitative Research team specializing in Derivatives Risk Modeling and Analytics. The role involves developing and implementing quantitative models to enhance risk and valuation analytics across various derivatives asset classes.

Join a dynamic team in New York, focusing on solutions related to derivatives pricing, risk modeling, and portfolio-level risk aggregation, while collaborating with technology teams to deliver scalable solutions.