Quantitative Trading & Research: Pricing & Risk AVP

Next Frontier Capital; New York (NY); On-site; USD 140,000 - 260,000; Full time

Benefits offered by this job

Health care

Wellness centers

Retirement plan

Backup childcare

Tuition reimbursement

Mental health support

Financial coaching

Job summary

JPMorgan Chase & Co. in New York seeks an Associate or Vice President to join the Quantitative Trading & Research team. You will develop quantitative models for pricing and risk, partnering with XVA trading and Counterparty Credit Risk to deliver impactful solutions.

The role emphasizes end-to-end delivery with Technology, governance, and strong communication in a fast-paced environment. Competitive compensation and benefits are offered.

Qualifications

• Advanced degree in quantitative field or equivalent.
• Strong understanding of probability/statistics and derivatives pricing.
• Strong programming in Python and/or C++.
• Clear communicator with ownership and problem-solving skills.

Responsibilities

• Design and develop models/analytics for pricing and management of XVA, Margin and Counterparty Credit Risk, from research to product deployment.
• Partner with Trading and Risk to translate business needs into quantitative solutions, provide ongoing production support including incident triage and root-cause analysis.
• Own end-to-end delivery with Technology on implementation, testing and deployment.
• Drive model governance and continuous improvement in partnership with Model Validation, including documentation, controls, and ongoing performance monitoring.

Skills

Python

C++

Statistics

Quant modeling

Communication

Education

Advanced degree in quantitative field

Bachelor’s with 2+ years experience

Job description

JPMorgan Chase & Co. in New York seeks an Associate or Vice President to join the Quantitative Trading & Research team. You will develop quantitative models for pricing and risk, partnering with XVA trading and Counterparty Credit Risk to deliver impactful solutions.

The role emphasizes end-to-end delivery with Technology, governance, and strong communication in a fast-paced environment. Competitive compensation and benefits are offered.