Derivatives Valuation Analyst - Real-Time Pricing

Next Frontier Capital; New York (NY); On-site; USD 120,000 - 160,000; Full time

Job summary

JPMorgan Chase & Co. is seeking a Securities Valuation Analyst for the PricingDirect Derivatives team. You will generate daily valuations for interest rate derivatives across multiple market closes, leveraging Python and Excel for modeling and data analysis.

You will collaborate with trading desks, research, and clients, ensuring high-quality valuations and strong client interaction. The role requires a solid background in finance and quantitative methods, with the ability to operate under

Qualifications

• Bachelor's degree or higher in Financial Engineering, Mathematics, Computer Science, Finance, Economics or similar.
• Firm understanding of the principles of finance, business operations, derivative products, option pricing and statistical modeling.
• Strong software development skills in Python and Excel VBA with high aptitude for learning new technologies.
• Ability to collect and analyze large amounts of market information, extract its essence, and incorporate the findings into valuation models and processes.
• Clear, logical thinker with strong quantitative abilities.
• Ability to thrive in a fast-paced environment of real-time market pressures, remaining focused on client needs.
• Excellent communication skills to interact with clients, portfolio managers, traders, research, and sales.

Responsibilities

• Generate daily valuations of interest rate derivatives including Swaps (Vanilla, Basis, Inflation, Cross Currency), Swap Options (Vanilla, Mid-Curve) for multiple market closes, entailing start-to-end responsibilities.
• Continuously improve product and service quality through daily market surveillance, communication with market makers, perform data and financial analysis, enhancing process controls, and ensuring data quality.
• Collaborate with trading desks, market participants, and research teams to enhance market knowledge and understanding of market pricing.
• Address all client concerns daily with an emphasis on providing first-class service and quality, whether via emails, calls, or in-person meetings.
• Perform in-depth analysis on an individual security or portfolio of securities and explain findings to clients.
• Develop and maintain financial modeling tools by utilizing advanced quantitative techniques such as Python.
• Explore new areas of product growth with a focus on autonomously developing innovative ideas and solutions.

Skills

Python

Excel VBA

Quantitative modeling

Financial engineering

Communication skills

Education

Bachelor's degree or higher in Financial Engineering, Mathematics, Computer Science, Finance, Economics or similar

Tools

Excel

VBA

Job description

JPMorgan Chase & Co. is seeking a Securities Valuation Analyst for the PricingDirect Derivatives team. You will generate daily valuations for interest rate derivatives across multiple market closes, leveraging Python and Excel for modeling and data analysis.

You will collaborate with trading desks, research, and clients, ensuring high-quality valuations and strong client interaction. The role requires a solid background in finance and quantitative methods, with the ability to operate under