обновлено 13 дней назад
CIB XVA, Vice President (Fintech)
190 000 - 240 000$
Вакансия из Hirify Global, списка международных tech-компанийДля мэтча и отклика нужен Plus
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
CIB XVA, Vice President (Fintech): Pricing and managing cross-asset XVA exposures across derivative transactions with an accent on CVA, DVA, FVA, MVA, ColVA, counterparty credit, funding, margin, and collateral risks. Focus on hedging and portfolio optimization, partnering with Trading, Sales, Structuring, Risk, and Quants, and improving XVA pricing infrastructure during New York trading hours.
Location: New York, United States; coverage is primarily provided during New York trading hours.
Base pay: $190,000–$240,000 USD annually.
Company
Global financial services organization evolving toward a technology-driven operating model.
What you will do
- Price and assess cross-asset derivative transactions using CVA, DVA, FVA, MVA, ColVA, and related XVA components.
- Monitor, analyze, risk-manage, and hedge XVA exposures, including market, counterparty credit, funding, margin, and collateral risks.
- Partner with Trading, Sales, Structuring, Market Risk, Credit Risk, Finance, and XVA Quants on transaction economics, pricing, governance, and model enhancements.
- Support the S.A. XVA book and provide pricing, risk management, and hedging coverage for U.S. client activity.
- Monitor XVA risk and P&L drivers, identify portfolio optimization opportunities, and support trading and risk decisions.
- Improve XVA processes, analytics, systems, and trading infrastructure.
Requirements
- Bachelor’s degree in Finance, Economics, Mathematics, Engineering, Physics, Computer Science, or a related quantitative field, or equivalent experience.
- 9+ years of experience in banking, financial services, or a related field.
- Experience in XVA, derivatives trading, structuring, counterparty credit risk, market risk, or a closely related markets function.
- Strong understanding of cross-asset derivatives pricing and risk, including counterparty credit, funding, margin, and collateral considerations.
- Strong analytical, quantitative, communication, organizational, and project management skills, with the ability to work independently in a fast-paced trading environment.
- Experience with Murex, Sigma/Windfall, Bloomberg, and advanced Microsoft Excel.
Nice to have
- Prior XVA experience and cross-asset derivatives knowledge.
- Experience working across global trading desks and time zones.
- Proficiency in Python or another programming language.
- Master’s degree in a related field.
Culture & Benefits
- Strong proactive risk-management culture.
- Competitive rewards package and benefits supporting employees, families, and well-being.
- Inclusive and accessible application process with accommodations available.
- Equal opportunity employment environment.
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