Quant jobs / JPMorgan

Credit Portfolio Group – XVA Pricing & Capital Solutions EMEA (Analyst/Associate)

A role in the Credit Portfolio Group pricing OTC derivatives for hedge fund clients with a focus on XVA, margin and capital. You run analytics rather than build models from scratch.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Support pricing and structuring analysis of hedge fund OTC derivatives
Produce trade-level margin analytics and review initial margin drivers
Run stress and scenario analyses across counterparties
Turn risk limits into routine monitoring checks
Test model and tooling changes with quant research and technology

What they ask for

Required

OTC derivatives knowledge
Interest in XVA, exposure, funding and margin
ISDA/CSA collateral basics
Advanced Excel and Python
Structured analysis and documentation
Collaboration across sales, trading and risk

Preferred

Experience in derivatives, XVA, counterparty or market risk, product control or valuation

Education: Not stated
Experience: Relevant derivatives, XVA or risk experience is preferred; entry points not specified
Languages and tools: Python
Excel
Markets: multi-asset, credit

How to prepare

Learn XVA components: CVA, DVA, FVA, MVA and KVA
Study ISDA/CSA collateral and how initial margin is calculated
Build a toy CVA calculation with Monte Carlo exposure
Practise scenario and stress reporting in Python

What to study

The Derivatives Pricing Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on JPMorgan’s site before applying: requirements, location and pay can change after we check them.

View the posting on JPMorgan’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with JPMorgan and doesn’t handle applications.