Equities Xva Trader

Citi Handlowy

New York, New York, United States
Base: $150,000.00 - $175,000.00; bonus/equity: dis...
Xva pricing and risk management
Equities derivatives pricing
Portfolio 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.
  • 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.

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; wellness programs; paid time off

Skills & Requirements

Must-have

  • XVA pricing and risk management
  • Equities derivatives pricing
  • Portfolio risk management
  • Regulatory capital analysis
  • Python for analytics

Nice-to-have

  • AI applications for efficiency
  • Collaborative and creative environment
  • Independent worker and team player

Key Requirements

  • 2+ years in trading or related desk
  • Experience with XVA trading
  • Undergraduate numerate degree or higher
  • Familiarity with legal transactional documents

Work Rights

Not specified

Tailored Resume

Cover Letter