About the Role
As a Securities Valuation Analyst in our PricingDirect team, you will gain access to trading, research, analytics, and technology resources of JPMorganChase. You will be responsible for producing daily valuations of derivative instruments, developing and maintaining pricing models, and addressing client inquiries. You will be given the opportunity to combine financial markets knowledge with programming skills to enhance valuation accuracy, efficiency, and scalability through robust model development and ongoing improvement.
Responsibilities
- Daily generation of derivative valuations for multiple market closes, entailing start-to-end ownership responsibilities, including market data collection and analysis, price generation, quality control, and client interaction
- Continuously improve product and service quality through daily market surveillance, communication with market participants, data and financial analysis, and review of process controls
- Perform complex financial assignments, including quantitative and information/data analysis
- Provide in-depth analysis of portfolios of securities, communicating in detail to colleagues and clients
- Develop and maintain regular contact with trading desks, research teams, and other market participants
- Examine and develop new areas of product growth through independent self-guided research, interactions with clients, trading desks, research professionals, and technology teams
- Market or quantitative experience in derivatives pricing with exposure to multiple asset classes as underlying.
Requirements
- Bachelor’s degree or higher in Mathematics, Economics, Finance, Engineering, or similar
- Basic knowledge of stochastic calculus, main models used within derivatives pricing and numerical techniques such as Monte Carlo and Finite Difference
- Strong work ethic and intellectual curiosity
- Strong qualitative and quantitative analytical skills with the ability to synthesize and integrate large amounts of market information; proficient in Microsoft Excel & Python
- Excellent communication skills to interact with clients, portfolio managers, traders, research, and sales
- Strong client service mindset with the ability to address concerns in a timely and professional manner
- Detail-oriented, with a highly disciplined approach to process adherence and quality control
- Master’s degree or higher in Mathematics, Economics, Finance, Engineering, or similar
- Firm understanding of derivatives principles, including pricing, risk and most common vanilla strategies
- Experience in programming languages such as Python, C++ and high aptitude for learning new technologies
- Ability to build effective working relationships and interact comfortably with a wide spectrum of counterparties, including traders, sales personnel, research teams, portfolio managers, and technologists
Skills
- Microsoft Excel
- Python
- C++
Location
- New York
- London
- Hong Kong
Work Type
- Full-time
Education Level
- Bachelor’s degree
- Master’s degree
Benefits
- Comprehensive health care coverage
- On-site health and wellness centers
- Retirement savings plan
- Backup childcare
- Tuition reimbursement
- Mental health support
- Financial coaching
About the Company
- JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands.
- Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
- J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries.
- The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.
Equal Opportunity
- We are an equal opportunity employer and place a high value on diversity and inclusion at our company.
- We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law.
- We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs.
- JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans
