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Market Risk Manager

Austin, TX

Oversee daily market risk management of our equity derivatives business, engaging directly with traders, clearing banks, trading venues * Monitor and investigate risk concentrations, clearing bank ...

Soteria Reinsurance Ltd.

... derivative risk models within an investment management or trading environment to support portfolio construction, and risk management decisions. Or, alternatively, Master's degree in Quantitative ...

1201 Invesco Advisors Inc.

Risk Manager

Atlanta, GA · On-site

$150K - $165K/yr

Understanding of fixed income financial instruments including derivatives and a familiarity with ... A passion for risk management and a proven interest in financial markets through work experience ...

Invesco

Risk Manager

Atlanta, GA · On-site

$150K - $165K/yr

... derivatives and a familiarity with international markets. • Understanding of risk models and ... management and a proven interest in financial markets through work experience and outside ...

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How much do derivatives risk manager jobs pay per year?

As of Sep 10, 2026, the average yearly pay for derivatives risk manager in the United States is $111,556.00, according to ZipRecruiter salary data. Most workers in this role earn between $90,000.00 and $129,000.00 per year, depending on experience, location, and employer.

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Derivatives Risk Manager jobs near you
Infographic showing various Derivatives Risk Manager job openings in the United States as of August 2026, with employment types broken down into 88% Full Time, 11% Part Time, and 1% Contract. Highlights an 80% Physical, 2% Hybrid, and 18% Remote job distribution, with an average salary of $111,556 per year, or $53.6 per hour.

Investment & Research team, Derivatives Associate

Manhattan, NY • On-site

JPMorgan Chase & Co.
Finance and Insurance • 10K+ employees
Learn more about JPMorgan Chase & Co.external

$90K - $160K/yr

Full-time

Medical, Retirement

This job post has expired today. Applications are no longer accepted.

JPMorgan Chase & Co. rating

7.9

Company rating: 7.9 out of 10

Based on 500 frontline employees who took The Breakroom Quiz

79th of 176 rated banks

Job description


Join JPMorgan Chase's Private Bank Solutions Investment Quantitative Research team as an Associate specializing in Derivatives Risk Modeling and Analytics. You'll contribute to solving solutions spanning derivatives pricing and risk modeling, factor modeling, Greeks and sensitivity analytics, portfolio-level risk aggregation, stress testing, and scenario analysis across a broad derivatives universe. The team works closely with portfolio managers, derivatives solutions specialists, risk, and lending teams across JPMorgan Chase Wealth Management, as well as partnering with Technology teams to deliver solutions at scale. The quantitative research team is based in New York and Mumbai.
You will be responsible for developing and implementing quantitative models for derivatives risk, valuation, and P&L analytics to enhance our modeling capabilities and expand coverage across OTC and exchange-traded derivatives. You will build deep expertise across multiple derivatives asset classes, including Equity Derivatives (options, variance/volatility swaps, exotic structures), Interest Rate Derivatives (swaps, swaptions, caps/floors), Credit Derivatives (CDS, CDX, tranches), FX Derivatives (options, barriers, accumulators), Commodity Derivatives, and Structured Products (structured notes, autocallables, and other payoff structures).
Job Responsibilities
  • Derivatives Risk Modeling: Develop and implement pricing and risk models for vanilla and exotic derivatives across equity, rates, credit, FX, and commodities.
  • Greeks & Sensitivity Analytics: Build and maintain sensitivity frameworks capturing delta, gamma, vega, theta, rho, and higher-order Greeks; implement bump-and-reprice and algorithmic differentiation approaches for efficient risk computation.
  • P&L Attribution: Develop attribution frameworks isolating contributions from underlying moves, volatility surface changes, time decay, correlation, skew, and basis risk across derivative portfolios.
  • Factor Modeling: Contribute to multi-factor risk models that capture key drivers of derivatives portfolios, including implied volatility surface dynamics, correlation structures, term structure movements, and skew behavior.
  • Stress Testing & Scenario Analysis: Implement stress testing frameworks for volatility shocks, correlation breakdowns, liquidity dislocations, gap risk, and historical crisis events; support scenario methodologies capturing tail risk, non-linear payoff effects, and path dependency.
  • Structured Products Analytics: Develop valuation and risk models for structured notes and bespoke payoffs, including autocallables, barrier products, and range accruals; model embedded optionality and issuer credit risk.
  • Research: Conduct empirical research on volatility surface dynamics, correlation modeling, model calibration techniques, and market microstructure; contribute to new risk factor development and model enhancements.
  • Validation & Governance: Perform backtesting of pricing models, validate model assumptions against market data, and contribute to comprehensive model documentation in line with governance standards.
  • Technology & Data: Partner with Technology to productionize scalable derivatives pricing and risk engines, build APIs, and curate multi-vendor market data (volatility surfaces, curves, correlation matrices).
  • Collaboration: Work closely with senior team members and colleagues in New York and Mumbai, collaborate with derivatives solutions specialists, and contribute to a culture of intellectual rigor and continuous improvement.

Qualifications
  • Experience: 5+ years of experience in quantitative research or model development focused on derivatives, in an asset management, private bank, or sell-side environment. Exposure to derivatives pricing, risk modeling, or analytics across one or more asset classes.
  • Derivatives Knowledge: Strong foundational knowledge of derivatives pricing theory - including Black-Scholes and extensions, familiarity with local/stochastic volatility models (Heston, SABR), interest rate modeling frameworks, and numerical methods (Monte Carlo, PDE, lattice). Understanding of exotic payoff structures, path dependency, and Greeks computation.
  • Risk & Portfolio Analytics: Understanding of portfolio-level risk concepts for derivatives, including VaR/CVaR methodologies, factor-based risk decomposition, and sensitivity-based risk aggregation. Awareness of counterparty credit risk concepts (CVA/DVA) is a plus.
  • Communication: Ability to clearly communicate quantitative findings to senior team members, portfolio managers, and risk stakeholders; comfort working in a collaborative, cross-functional environment.
  • Data & Tools: Familiarity with market data vendors and platforms including Bloomberg, MSCI, or ICE. Exposure to derivatives pricing libraries (QuantLib or equivalent) is a plus.
  • Programming: Strong proficiency in Python with experience in numerical computing (NumPy, SciPy), data analysis (pandas), and visualization (matplotlib, seaborn).
  • Education: Advanced degree in a quantitative discipline in Financial Engineering, Mathematics, Physics, Statistics, Computer Science, or a related quantitative field.

About Us
JPMorganChase, 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 offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
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. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.
JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans
About the Team
J.P. Morgan Asset & Wealth Management delivers industry-leading investment management and private banking solutions. Asset Management provides individuals, advisors and institutions with strategies and expertise that span the full spectrum of asset classes through our global network of investment professionals. Wealth Management helps individuals, families and foundations take a more intentional approach to their wealth or finances to better define, focus and realize their goals.

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