Quantitative Trading & Risk Research: Pricing & XVA

Aumni; New York (NY); On-site; USD 140,000 - 230,000; Full time

Benefits offered by this job

Competitive total rewards

Incentive compensation

Health care coverage

Retirement savings plan

Equity/bonus potential

Job summary

JPMorgan Chase & Co. in New York seeks an Associate or Vice President for the Quantitative Trading & Research team. You will develop quantitative models for pricing and risk management, collaborating with Trading and Risk to deliver impactful analytics.

The role emphasizes end-to-end delivery, governance, and close partnership with Model Validation. Strong programming in Python and/or C++ is required, with a quantitative master's or equivalent experience.

Qualifications

• Advanced degree in quantitative field or Bachelor’s with 2+ years relevant experience.
• Strong grasp of probability, statistics, and derivatives pricing.
• Proficiency in Python and/or C++.
• Clear communicator with ownership and problem-solving in a fast-paced team.

Responsibilities

• Design and develop models/analytics for pricing and management of XVA, Margin and Counterparty Credit Risk.
• Partner with Trading and Risk to translate business needs into quantitative solutions and provide production support.
• Own end-to-end delivery with Technology on implementation, testing and deployment.
• Drive model governance and continuous improvement with Model Validation.

Skills

Python

C++

Probability & statistics

Communication

Education

Advanced degree in quantitative field

Bachelor’s + 2+ years experience

Tools

None

Job description

JPMorgan Chase & Co. in New York seeks an Associate or Vice President for the Quantitative Trading & Research team. You will develop quantitative models for pricing and risk management, collaborating with Trading and Risk to deliver impactful analytics.

The role emphasizes end-to-end delivery, governance, and close partnership with Model Validation. Strong programming in Python and/or C++ is required, with a quantitative master's or equivalent experience.