Equities Xva Trader

Citi

New York, New York, United States
Base: $150,000.00 - $175,000.00; bonus/equity: dis...
Xva pricing and risk management
Equities xva book
Derivatives pricing and risk management
The CVA/XVA Desk is responsible for the pricing and subsequent risk management of the XVA of trades in the Equities Business

Job Summary

  • The CVA/XVA Desk is responsible for the pricing and subsequent risk management of the XVA of trades in the Equities Business.
  • The role of a XVA trader is to manage all aspects of deal pricing, book management and projects engagement around the reported XVA.
  • This is an opportunity to join the Equities XVA team and develop the next generation of XVA pricing and risk management capabilities.

Matching Summary

The CVA/XVA Desk is responsible for the pricing and subsequent risk management of the XVA of trades in the Equities Business.

Salary

Base: $150,000.00 - $175,000.00; Bonus/Equity: discretionary and formulaic incentive and retention awards; Benefits: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.

Skills & Requirements

Must-have

  • XVA pricing and risk management
  • Equities XVA book
  • Derivatives pricing and risk management
  • Excel & VBA & Python
  • regulatory capital terminology

Nice-to-have

  • AI applications for efficiency
  • collaborative and creative environment
  • independent worker and a team player
  • curious and creative

Key Requirements

  • 2+ years working in trading or related desk
  • Bachelor’s degree/University degree or equivalent experience
  • Experience with understanding legal transactional documents
  • Good knowledge of the regulatory environment

Work Rights

Not specified

Tailored Resume

Cover Letter