XVA Pricing & Capital Solutions - Associate

JPMorgan Chase & Co. • New York, NY

8d

About The Position

As an Associate for the  XVA Pricing & Capital Solutions (XPCS) Credit Portfolio
Group (CPG) team, you will be part of a fully integrated public-side function
with a global presence. You will work closely with Sales, Trading, and key
stakeholders to analyze, model, and price complex derivatives, supporting
efficient capital use and risk management. If you are intellectually curious and
passionate about shaping risk solutions in a dynamic environment, this role is
for you.

Requirements

• Strong understanding of derivative exposure methodology
• Proficiency in various modelling tools
• Ability to shape qualitative risk considerations alongside quantitative metrics
• Excellent communication and relationship-building skills
• Experience working in a fast-paced, collaborative environment
• Analytical mindset with attention to detail
• Bachelor’s degree in a relevant field (Finance, Mathematics, Engineering, or similar)

Nice To Haves

• Familiarity with XVA concepts and derivatives risk management
• Experience with quantitative research or risk measurement tools
• Advanced degree (Master’s or PhD) in a quantitative discipline
• Fluency in Spanish or Portuguese

Responsibilities

• Analyze, model, and price material derivatives as part of trade execution
• Determine XVA (credit, funding, and capital implications/pricing) for credit-intensive or complex bilateral derivative transactions, ensuring proper handoff to trading desks
• Execute XVA hedges for onboarded client activity
• Support structuring of transactions to enable sensible risk/reward evaluation
• Develop new risk measurement tools in partnership with Quantitative Research
• Improve the bank’s derivatives infrastructure
• Build strong relationships with Sales, Trading, and relevant stakeholders across NA and LatAm regions

Benefits

• We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location.
• Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions.
• We also offer a range of benefits and programs to meet employee needs, based on eligibility.
• These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Number of Employees: 5,001-10,000 employees