The role involves managing all aspects of deal pricing, book management and project engagement around reported XVA in a dynamic, collaborative and creative environment
Job Summary
The role involves managing all aspects of deal pricing, book management and project engagement around reported XVA in a dynamic, collaborative and creative environment.
The desk works closely with structuring, sales, risk management, finance and other equities trading desks to optimize capital and liquidity footprint.
Candidates will contribute to evolving XVA pricing and risk management capabilities while ensuring appropriate governance and control infrastructure.
Matching Summary
The role involves managing all aspects of deal pricing, book management and project engagement around reported XVA in a dynamic, collaborative and creative environment.
Skills & Requirements
Must-have
Derivatives pricing and risk management
Equity structured products knowledge
Regulatory capital and Basel rules
Excel VBA Python modeling
XVA trading experience
Risk and P&L monitoring
Nice-to-have
Familiarity with AI applications
Strong analytical and mathematical skills
Independent and team player
Communication skills
Creative and curious mindset
Key Requirements
Bachelor’s degree or equivalent experience
2+ years trading or related desk experience
Experience in CVA/FVA management
Understanding of Basel regulatory principles
Knowledge of legal transactional documents
FCA and PRA Certification Regime compliance
Work Rights
Certified Role under FCA and PRA Certification Regime