Quantitative Trading & Research - Credit Portfolio - Quantitative Developer - Associate or Vice President
- Hiring Organisation
- JP Morgan Chase
- Location
- London, UK
- Employment Type
- Full-time
partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls. Job summary: We are seeking an experienced Associate or Vice President … responsible for managing the firm's credit and funding valuation adjustments (CVA and FVA), which are critical to the bank's risk management and pricing strategies. The group develops and maintains a large-scale Monte-Carlo engine in order to effectively manage these adjustments. Advanced numerical and computational techniques ...