Real-Time Derivatives Valuation Analyst

JPMorgan Chase & Co.; New York (NY); Vor Ort; USD 110.000 - 150.000; Vollzeit

Zusammenfassung

JPMorgan Chase & Co. in New York seeks a Securities Valuation Analyst to produce accurate valuations for millions of fixed income and derivative instruments daily, leveraging quantitative methods and real-time market data.

You will develop pricing models in Python, collaborate with traders and researchers, and drive process improvements to deliver reliable insights for clients and risk management teams.

Qualifikationen

• Bachelor's degree or higher in a quantitative field such as Financial Engineering, Mathematics, or Economics.
• Strong finance fundamentals with knowledge of derivative pricing and statistical modeling.
• Excellent Python and Excel VBA programming abilities and willingness to learn new technologies.

Aufgaben

• Generate daily valuations of interest rate derivatives including Swaps (Vanilla, Basis, Inflation, Cross Currency) and Swap Options (Vanilla, Mid-Curve) across multiple market closes.
• Improve product and service quality through daily market surveillance, data analysis, and process controls to ensure data quality.
• Collaborate with trading desks, market participants, and research teams to enhance market knowledge and pricing.
• Address client concerns daily with clear communication via emails, calls, or in-person meetings.
• Perform in-depth analysis on individual securities or portfolios and explain findings to clients.
• Develop and maintain financial modeling tools using Python and related techniques.
• Explore new areas of product growth by autonomously developing innovative ideas and solutions.

Kenntnisse

Python

Excel VBA

Financial engineering

Mathematics

Finance

Economics

Communication skills

Data analysis

Ausbildung

Bachelor's degree or higher in Financial Engineering, Mathematics, Computer Science, Finance, Economics or similar

Tools

Python

Excel VBA

Jobbeschreibung

JPMorgan Chase & Co. in New York seeks a Securities Valuation Analyst to produce accurate valuations for millions of fixed income and derivative instruments daily, leveraging quantitative methods and real-time market data.

You will develop pricing models in Python, collaborate with traders and researchers, and drive process improvements to deliver reliable insights for clients and risk management teams.