1 день назад
CIB XVA, Vice President
190 000 - 240 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
CIB XVA, Vice President (XVA/Derivatives): Pricing and managing CVA, DVA, FVA, MVA and ColVA across cross-asset derivative transactions with an accent on exposure monitoring, hedging, portfolio optimization and collaboration with Trading, Sales, Structuring, Risk and Quants. Focus on explaining XVA impacts, supporting pricing methodologies and model enhancements, and developing XVA trading and risk infrastructure during New York trading hours.
Location: New York, United States; coverage during New York trading hours
Annual base pay: $190,000–$240,000 USD
Company
is a global financial services organization evolving toward a technology-driven, customer-centric model.
What you will do
- Price and assess cross-asset derivative transactions across CVA, DVA, FVA, MVA and ColVA.
- Monitor, analyze, risk-manage and hedge XVA exposures, including market, counterparty credit, funding, margin and collateral risks.
- Partner with Trading, Sales and Structuring to evaluate transaction economics, explain XVA impacts and support client activity.
- Collaborate with Market Risk, Credit Risk, Finance and control functions on risk limits, governance and U.S. and European regulatory requirements.
- Work with XVA Quants on pricing methodologies, model enhancements, scenario analytics and XVA framework implementation.
- Identify portfolio optimization, analytics, process and system improvements and support XVA trading and risk 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.
- Strong communication, analytical, quantitative, 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.
Culture & Benefits
- Strong risk culture with proactive and responsible risk management expected at every level.
- Competitive rewards package based on skills, experience, training, licensure, certifications and location.
- Benefits designed to support employees, families and overall well-being.
- Inclusive and accessible application process with reasonable accommodations available.
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