Quantitative Trading & Research: Pricing & Risk Specialist

JPMorganChase; New York (NY); On-site; USD 120,000 - 190,000; Full time

Job summary

JPMorgan Chase & Co. is seeking an Associate or Vice President on the Quantitative Trading & Research team to develop quantitative models for pricing and risk management, collaborating closely with XVA trading and Counterparty Credit risk.

You will design and implement models for XVA, Margin, and CCR, partner with Trading and Risk to translate business needs, ensure governance and production deployment, and contribute to a fast-paced, collaborative environment.

Qualifications

• Advanced degree in a quantitative field or Bachelor's with 2+ years relevant experience.
• Strong understanding of probability, statistics, and derivatives pricing.
• Proficient in Python and/or C++.
• Excellent communication and collaborative problem-solving.

Responsibilities

• Design and develop models for pricing and risk management of XVA, Margin, and Counterparty Credit Risk.
• Collaborate with Trading and Risk to translate needs into quantitative solutions.
• Own end-to-end delivery with Technology from implementation to deployment.
• Drive model governance with Validation, documentation, and monitoring.

Skills

Quantitative degree

Probability & statistics

Derivatives pricing

Python / C++

Clear communication

Education

Advanced degree in a quantitative field

Tools

Python

C++

Job description

JPMorgan Chase & Co. is seeking an Associate or Vice President on the Quantitative Trading & Research team to develop quantitative models for pricing and risk management, collaborating closely with XVA trading and Counterparty Credit risk.

You will design and implement models for XVA, Margin, and CCR, partner with Trading and Risk to translate business needs, ensure governance and production deployment, and contribute to a fast-paced, collaborative environment.