Derivatives Valuation Analyst: Pricing & Models

JPMorgan Chase & Co.; New York (NY); On-site; USD 90,000 - 120,000; Full time

Job summary

JPMorgan Chase & Co. in New York seeks a Securities Valuation Analyst/Associate to generate daily valuations of derivative instruments, develop pricing models, and respond to client inquiries. You will combine financial theory with programming to enhance accuracy, efficiency, and scalability within PricingDirect.

The role emphasizes collaboration with trading desks, research teams, and technology partners, offering exposure to markets, analytics, and client service in a dynamic environment.

Qualifications

• Bachelor’s degree or higher in Mathematics, Economics, Finance, Engineering, or similar.
• Knowledge of stochastic calculus and derivatives pricing models.
• Proficiency in Excel and Python for analysis.

Responsibilities

• Daily generation of derivative valuations for multiple market closes, including data collection and client interaction
• Improve product and service quality through market surveillance and process review
• Perform complex financial assignments, including quantitative analysis
• Provide in-depth analysis of securities portfolios and communicate findings
• Develop and maintain contact with trading desks, research teams, and market participants
• Explore new areas of product growth through self-guided research and client interactions
• Market or quantitative experience in derivatives pricing with exposure to multiple asset classes

Skills

Analytical thinking

Excel proficiency

Python

Communication skills

Quantitative analysis

Derivatives pricing knowledge

Team collaboration

Client interaction

Education

Bachelor’s degree in Mathematics/Economics/Finance/Engineering

Master’s degree in Mathematics/Economics/Finance

Tools

Python

C++

Excel

Job description

JPMorgan Chase & Co. in New York seeks a Securities Valuation Analyst/Associate to generate daily valuations of derivative instruments, develop pricing models, and respond to client inquiries. You will combine financial theory with programming to enhance accuracy, efficiency, and scalability within PricingDirect.

The role emphasizes collaboration with trading desks, research teams, and technology partners, offering exposure to markets, analytics, and client service in a dynamic environment.