XVA Trader
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
TL;DR
XVA Trader: Managing deal pricing, book management, and projects on the Rates & Currencies XVA desk with an accent on CVA/XVA pricing, funding, capital management, and derivatives risk. Focus on optimizing costs, hedging risks, and collaborating with sales, quant, IT, and control functions to manage complex cross-asset portfolios and regulatory compliance.
Location: Onsite in London, United Kingdom
Company
is a global financial services corporation with over 230,000 employees worldwide, offering career growth and community impact opportunities.
What you will do
- Provide XVA, funding, and capital pricing to sales desks and optimize CVA/XVA trading and funding books.
- Analyze and implement market strategies for complex cross-asset positions in the Global Markets ColVA portfolio.
- Collaborate with Global Sales and Structuring on CSA design and client engagement.
- Develop and improve tools and models to manage ColVA risk.
- Partner with control functions to ensure governance, compliance, and risk management.
- Assess risk with consideration for firm reputation and regulatory adherence.
Requirements
- Experience in XVA trading, capital and notional management, and pricing CVA/Funding/Capital for Rates and Currencies products.
- Strong analytical, mathematical, and derivatives modeling skills.
- Proficiency in Excel and Python or other programming languages.
- Ability to read and interpret CSAs and familiarity with capital rules (Basel RWA, CCAR, GSIB).
- Undergraduate degree in Physics, Mathematics, Engineering, Economics, or Financial Mathematics background preferred.
- English: B2 level or higher required.
Culture & Benefits
- Hybrid working model with up to 2 days remote per week.
- Competitive base salary with annual review and discretionary performance bonus.
- Generous holiday allowance starting at 27 days plus bank holidays.
- Private medical insurance and Employee Assistance Program.
- Pension plan and paid parental leave.
- Access to learning and development resources and employee discounts.
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