Xva Trader Associate

Santander

Madrid, Spain
Competitive salary; performance-based bonuses; pre...
Hybrid
4-5 years front office trading experience
Bachelor's degree in quantitative discipline
Knowledge of financial derivatives valuation models
The role involves daily calculation, analysis, and monitoring of valuation adjustments (CVA, DVA, FVA, ColVA, MVA) on OTC derivatives portfolios

Job Summary

  • The role involves daily calculation, analysis, and monitoring of valuation adjustments (CVA, DVA, FVA, ColVA, MVA) on OTC derivatives portfolios.
  • Candidates will manage and hedge market risk associated with counterparty credit risk and funding risk exposures while quoting client transactions.
  • Santander offers a competitive reward package including performance-based bonuses, global learning opportunities, and comprehensive wellness programs.

Matching Summary

The role involves daily calculation, analysis, and monitoring of valuation adjustments (CVA, DVA, FVA, ColVA, MVA) on OTC derivatives portfolios.

Salary

Competitive salary; Performance-based bonuses; Preferential banking terms and wellness benefits

Skills & Requirements

Must-have

  • 4-5 years Front Office trading experience
  • Bachelor's degree in quantitative discipline
  • Knowledge of financial derivatives valuation models
  • English professional-level communication skills

Nice-to-have

  • Master's degree in Quantitative Finance
  • Experience with XVA Trading or exotic options
  • Programming skills in Python and VBA
  • Spanish language proficiency
  • Strong analytical and collaborative mindset

Key Requirements

  • 4-5 years Front Office experience mandatory
  • Bachelor's degree in Mathematics, Physics, Engineering, Economics, or related field
  • Professional-level English language skills required

Work Rights

Not specified

Tailored Resume

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