Equities Xva Trader

Citi Handlowy

London, United Kingdom, United Kingdom
Xva pricing and risk management
Equities xva book analysis
Daily risk and p&l monitoring
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.
  • This is an opportunity to join the Equities XVA team and develop the next generation of XVA pricing and risk management capabilities.
  • The role of a XVA trader is to manage all aspects of deal pricing, book management and projects engagement around the reported XVA.

Matching Summary

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

Skills & Requirements

Must-have

  • XVA pricing and risk management
  • Equities XVA book analysis
  • daily Risk and P&L monitoring
  • Excel & VBA & Python
  • derivatives pricing and risk management

Nice-to-have

  • curious and creative
  • independent worker and team player
  • attention to detail
  • assimilate and analyze complex information

Key Requirements

  • 2+ years working in trading or related desk
  • undergraduate numerate degree or higher
  • Certified Role subject to FCA and PRA Certification Regime

Work Rights

Not specified

Tailored Resume

Cover Letter