Derivatives Valuation Analyst - Pricing & Models

Aumni; New York (NY); On-site; USD 120,000 - 180,000; Full time

Job summary

JPMorganChase is seeking a Securities Valuation Analyst to produce daily valuations of derivative instruments, develop pricing models, and support client inquiries. The role blends financial markets knowledge with programming skills to enhance valuation accuracy, efficiency, and scalability within the PricingDirect team.

You will work with market data, perform quantitative analyses, and interact with trading desks, research teams, and clients while contributing to model development and process

Qualifications

• Bachelor’s degree or higher in Mathematics, Economics, Finance, Engineering, or similar.
• Basic knowledge of stochastic calculus, main models used within derivatives pricing and numerical techniques such as Monte Carlo and Finite Difference.
• Strong work ethic and intellectual curiosity.
• Strong qualitative and quantitative analytical skills with the ability to synthesize and integrate large amounts of market information; proficient in Microsoft Excel & Python.
• Excellent communication skills to interact with clients, portfolio managers, traders, research, and sales.
• Strong client service mindset with the ability to address concerns in a timely and professional manner.
• Detail-oriented, with a highly disciplined approach to process adherence and quality control.

Responsibilities

• Daily generation of derivative valuations for multiple market closes, entailing start-to-end ownership responsibilities, including market data collection and analysis, price generation, quality control, and client interaction.
• Continuously improve product and service quality through daily market surveillance, communication with market participants, data and financial analysis, and review of process controls.
• Perform complex financial assignments, including quantitative and information/data analysis.
• Provide in-depth analysis of portfolios of securities, communicating in detail to colleagues and clients.
• Develop and maintain regular contact with trading desks, research teams, and other market participants.
• Examine and develop new areas of product growth through independent self-guided research, interactions with clients, trading desks, research professionals, and technology teams.
• Market or quantitative experience in derivatives pricing with exposure to multiple asset classes as underlying.

Skills

Quantitative analysis

Python

Excel

Communication

Attention to detail

Client service mindset

Education

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

Master’s degree or higher (preferred)

Tools

C++

Job description

JPMorganChase is seeking a Securities Valuation Analyst to produce daily valuations of derivative instruments, develop pricing models, and support client inquiries. The role blends financial markets knowledge with programming skills to enhance valuation accuracy, efficiency, and scalability within the PricingDirect team.

You will work with market data, perform quantitative analyses, and interact with trading desks, research teams, and clients while contributing to model development and process