|Job Type:||Full Time|
About J.P. Morgan Corporate & Investment Bank
J.P. Morgan’s Corporate & Investment Bank (CIB) is a global leader across banking, markets and investor services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. With $18 trillion of assets under custody and $393 billion in deposits, the Corporate & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.
Complex Asset Securities Services Product is a team of valuation and quantitative specialists based in London. Reporting to the EMEA lead in Complex Asset Product, the successful candidate will be responsible for new product developments, product enhancements, client change requests, and ensuring that our valuation models remain in line with changing market standards. You will also act as the SME's for derivatives across the wider business unit.
This is a unique opportunity to work in a cross-asset OTC derivatives environment with exposure to all types of derivatives from vanilla to complex products. Individuals will be given the opportunity to learn new skills or build upon existing knowledge within all aspect of valuations and also across the wider post-trade environment.
- Working in the Product Development team, you will be responsible for helping expand the depth and breadth of the OTC valuation service and end to end support of new OTC product types.
- Expanding the coverage of existing instrument types with support for new features and variations of derivatives. This will include validating new and existing models, identifying different market data inputs and associated sources that can be used to value the instrument.
- Working on strategic projects and deliverable in support of the independent valuation offering and the wider OTC post trade processing service.
- Identifying risk measures and analytics that improve the existing P&L validation process.
- Continually working with new, existing and prospect clients to explain valuation methodologies and provide comfort around the valuation process.
Strong quant modelling, knowledge of multi asset pricing techniques, communication & programming experience.
Extensive experience in applying advanced mathematics and computer technology to finance.
- Very strong knowledge of Interest Rate and FX Derivatives. Knowledge of other asset classes (credit, equity, commodity and property derivatives) is an advantage.
- Excellent analytical skills with an attention to detail and thoroughness.
- Need to be committed, self motivated, demonstrate initiative, innovation, and solid problem solving skills.
- Will be required to work on multiple deliverables to strict deadlines.
- Positive attitude and excellent team playing skills
- Ability to establish credibility and build strong relationships with clients.
- Excellent communication skills with the ability to present information in a concise and informative manner to both a valuation novice and expert.
- Committed to delivering the best possible service to our clients.
- Extremely detail and control orientated.
- Very strong IT skills, in particular Excel. VBA knowledge would be an advantage.
The Corporate & Investment Bank is a global leader across investment banking, wholesale payments, markets and securities services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. We provide strategic advice, raise capital, manage risk and extend liquidity in markets around the world.
JPMorgan Chase & Co. offers an exceptional benefits program and a highly competitive compensation package. JPMorgan Chase & Co. is an Equal Opportunity Employer and a member of the UK Government’s Disability Confident Scheme.