MSR Hedging Analyst — Interest Rate Risk & Fixed Income

J.P. Morgan; New York (NY); On-site; USD 110,000 - 140,000; Full time

Benefits offered by this job

Health care coverage

Retirement savings plan

Backup childcare

Tuition reimbursement

Mental health support

Financial coaching

Job summary

JPMorgan Chase & Co. in New York City is seeking an Analyst for the CIO MSR Hedging Team to develop knowledge of US rates and mortgage markets while supporting hedging strategies for Mortgage Servicing Rights.

You will build analytics and valuation tools for linear and options-based instruments and work with trading counterparties to manage risk. The role requires strong quantitative skills, a solid fixed income background, and the ability to perform under a fast-paced trading desk environment,

Qualifications

• Strong quantitative and analytical skills are required.
• Solid grounding in fixed income securities including rates, mortgages, and derivatives.
• Ability to understand complex concepts and models and dive into details to find answers.
• Self-starter who can work independently in a fast-paced environment and collaborate on a trading desk.

Responsibilities

• Develop knowledge of the US rates and mortgage markets and identify value propositions.
• Support senior Portfolio Manager to formulate and execute hedging strategies.
• Develop and maintain analytics, modeling, and valuation frameworks for fixed income instruments, including options.
• Build and maintain relationships with trading counterparties.
• Collaborate with business partners on hedging and risk-management projects.

Skills

Strong quantitative and analytical

Fixed income knowledge

Complex concepts comprehension

Self-starter

Dynamic environment adaptability

Finance/markets experience

Tools

Programming skills

Job description

JPMorgan Chase & Co. in New York City is seeking an Analyst for the CIO MSR Hedging Team to develop knowledge of US rates and mortgage markets while supporting hedging strategies for Mortgage Servicing Rights.

You will build analytics and valuation tools for linear and options-based instruments and work with trading counterparties to manage risk. The role requires strong quantitative skills, a solid fixed income background, and the ability to perform under a fast-paced trading desk environment,