Join JPMorgan Chase's Private Bank Solutions Investment Quantitative Research team as an Associate specializing in Derivatives Risk Modeling and Analytics. You'll contribute to solving solutions spanning derivatives pricing and risk modeling, factor modeling, Greeks and sensitivity analytics, portfolio-level risk aggregation, stress testing, and scenario analysis across a broad derivatives universe. The team works closely with portfolio managers, derivatives solutions specialists, risk, and lending teams across JPMorgan Chase Wealth Management, as well as partnering with Technology teams to deliver solutions at scale. The quantitative research team is based in New York and Mumbai.
You will be responsible for developing and implementing quantitative models for derivatives risk, valuation, and P&L analytics to enhance our modeling capabilities and expand coverage across OTC and exchange-traded derivatives. You will build deep expertise across multiple derivatives asset classes, includ...