Investment & Research team, Derivatives Associate
On-site · New York City, New York, United States
Job Summary
Associate in JPMorgan Chase Private Bank Solutions Investment Quantitative Research team focusing on derivatives risk modeling and analytics. Responsibilities include developing pricing and risk models for vanilla and exotic derivatives across asset classes; Greeks and sensitivity analytics; P&L attribution; factor modeling; stress testing and scenario analysis; structured products analytics; empirical research on volatility surface dynamics; backtesting and governance; collaborating with technology to productionize pricing and risk engines.
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