The OTC Derivatives Valuation Control Group (VCG) is organized into a team of OTC derivative valuation and quantitative specialists based in Dallas, Bournemouth, Singapore and Mumbai. The VCG team provides OTC derivatives valuation support to institutional clients, asset managers, hedge funds, and insurance companies who have outsourced part or all of their operations to J.P. Morgan. The VCG team is the first line of support for the production/sourcing of valuations and managing valuation queries for both internal and external clients. The team also functions as one of the Subject Matter Experts within the business for derivatives lifecycle management and valuation.

The team is looking for a hands-on VCG Valuation Senior with exposure to Cross-Asset products to assist with OTC derivatives daily valuation, as well as projects related to New Instrument development and client on-boarding. This is a unique opportunity to work in a cross-asset environment with exposure to all types of derivatives from vanilla to complex products.

Key Responsibilities:

- Provide independent valuation services to internal and external clients across a spectrum of OTC derivative products including credit, equity, interest rate, FX, inflation, commodity, and volatility / variance derivatives

- Responsible for daily market data capture, validation, and calibration across all data types required for modeled valuations including quantitative and qualitative adjustments

- Responsible for producing and analyzing valuation movements within client portfolios on a daily basis. For some clients, this will also involve comparing and analyzing OTC valuations across multiple sources and the candidate should be able to clearly articulate the cause of any valuation differences.

- Assist with the roll out / support for new derivative products from a valuation and lifecycle management perspective including benchmark and back-testing as part of the model validation process

- Establish and develop strong relationships with both internal and external clients

- Assist with the on-boarding of new clients and products

- Resolve ad-hoc issues, including queries related to third party valuation, procedures and processes

- Work with VCG Product Development team with the New Instrument Development process

- These points have been carefully considered as being essential for the role. Your background must accurately reflect all of these for your application to be considered.

- OTC Derivative knowledge across all asset classes, including sensitivity analysis (pv01, delta, gamma, vega, theta, rho, etc.) and how these are generated and used to analyze OTC valuations

- Previous Middle Office / OTC Derivative valuation or Trading Desk experience (>5 years) with a background in derivatives essential

- A proactive approach to problem solving, logical thinker with a good mathematical background

- Strong working knowledge of derivatives systems and vendors (Calypso, Bloomberg, Reuters, etc.)

- Outstanding ability to solve both conceptual and practical problems involving systems, analytics, and process flows.

- Quick learner; both in technical derivatives knowledge and systems

- Ability to thrive in a fast-paced environment and self-motivating

- Ability to work under pressure

- Working knowledge of a programming language (VBA, SQL, Matlab, etc.) is a plus

- Client-facing experience a strong benefit

- CFA / FRM, or progression towards, would be extremely positive

JPMorgan Chase offers an exceptional benefits program and a highly competitive compensation package.

JPMorgan Chase is an equal opportunity and affirmative action employer M/F/Disability/Veteran.

A minimum of Three-year experience in fund accounting/ Valuations is preferred.

About us:

JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.

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