Quantitative Trading & Research VP - XVA Pricing & Risk

JP Morgan Chase; New York (NY); On-site; USD 150,000 - 210,000; Full time

Job summary

JPMorganChase's Quantitative Trading & Research team in New York seeks an Associate or Vice President to blend quantitative development with close engagement with Trading and Risk to deliver impactful solutions.

You will design and implement models for pricing and risk, partner with Trading to translate business needs into scalable analytics, and drive end-to-end delivery with Technology while ensuring governance and monitoring.

Qualifications

• Advanced degree in a quantitative field (or Bachelor's with 2+ years relevant experience).
• Strong understanding of probability/statistics and derivatives pricing; demonstrated ability to develop new quantitative approaches.
• Strong programming in Python and/or C++;
• Clear communicator with strong ownership, problem-solving skills, and ability to thrive in a fast-paced, collaborative environment.

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/Probability

Education

Advanced degree in quantitative field

Job description

JPMorganChase's Quantitative Trading & Research team in New York seeks an Associate or Vice President to blend quantitative development with close engagement with Trading and Risk to deliver impactful solutions.

You will design and implement models for pricing and risk, partner with Trading to translate business needs into scalable analytics, and drive end-to-end delivery with Technology while ensuring governance and monitoring.