Xva Structurer, Counterparty Risk Trading

Royal Bank of Canada

Toronto, Canada
Base: $90,000.00 - $135,000.00; bonus/equity: vari...
Derivatives pricing and hedging
Counterparty risk management
Advanced excel financial modelling
This role offers genuine front-office XVA trading experience combined with the opportunity to design and implement automation and AI-driven pricing tools

Job Summary

  • This role offers genuine front-office XVA trading experience combined with the opportunity to design and implement automation and AI-driven pricing tools.
  • You will partner with global Sales, Trading, Quants, and IT teams to price complex trades, run daily processes, and build the future architecture of the XVA Desk.
  • The position includes a comprehensive total rewards program with performance-based bonuses, flexible benefits, and leadership support for professional development.

Matching Summary

This role offers genuine front-office XVA trading experience combined with the opportunity to design and implement automation and AI-driven pricing tools.

Salary

Base: $90,000.00 - $135,000.00; Bonus/Equity: Variable performance-based bonus; Benefits: Comprehensive benefits package

Skills & Requirements

Must-have

  • Derivatives pricing and hedging
  • Counterparty risk management
  • Advanced Excel financial modelling
  • Quantitative analysis skills
  • Collaboration with IT and quant teams
  • Front office trading responsibilities

Nice-to-have

  • Python programming and automation
  • AI and machine learning applications
  • Strong communication skills
  • Team-oriented fast-paced environment
  • Innovative and engineering mindset

Key Requirements

  • Undergraduate degree in quantitative discipline
  • 1–3 years derivatives or quantitative experience
  • Understanding of derivatives pricing concepts and Greeks
  • Work authorization in Canada
  • Strong quantitative coursework

Work Rights

Not specified

Tailored Resume

Cover Letter