MSR Hedging Analyst – Fixed Income & Rates

JPMorgan Chase & Co.; City of Rochester (NY); On-site; USD 90,000 - 140,000; Full time

Job summary

JPMorgan Chase & Co. in New York seeks an Analyst for the CIO MSR Hedging Team.

You will learn the US rates and mortgage markets while supporting hedging strategies for Chase's Mortgage Servicing Rights and work with trading desk colleagues. You will develop analytics and valuation models for fixed income instruments, build relationships with trading counterparties, and contribute to risk management projects in a fast-paced environment.

Qualifications

• Strong quantitative and analytical skills.
• Solid grounding in fixed income securities including rates, mortgages, and derivatives.
• Ability to understand complex models and work independently in a fast-paced environment.

Responsibilities

• Develop knowledge of US rates and mortgage markets and identify value opportunities.
• Support senior Portfolio Manager to formulate and execute hedging strategies.
• Develop analytics, modeling, and valuation frameworks for fixed income instruments.
• Build relationships with trading counterparties and work on collaborative risk projects.
• Collaborate with partners across lines of business on hedging initiatives.

Skills

Quantitative analysis

Fixed income knowledge

Programming skills

Fast-paced environment adaptability

Independent & collaborative work

Maturity under pressure

Job description

JPMorgan Chase & Co. in New York seeks an Analyst for the CIO MSR Hedging Team.

You will learn the US rates and mortgage markets while supporting hedging strategies for Chase's Mortgage Servicing Rights and work with trading desk colleagues. You will develop analytics and valuation models for fixed income instruments, build relationships with trading counterparties, and contribute to risk management projects in a fast-paced environment.