Associate, Financial Resource Management (FRM) – xVA Structuring and Optimization
Core
Optimizing financial resources (capital, funding, liquidity, counterparty credit) for derivative pricing and structuring across all asset classes.
Role type
Associate, Financial Resource Management (xVA Structuring and Optimization)
Builds
Derivative pricing solutions and resource-efficient client strategies
Domain
Financial Services / Quantitative Finance / Derivatives
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Derivatives knowledge, xVA concepts, financial resource optimization, quantitative modeling, Python, Excel, data analysis
Preferred skills
Quantitative finance background, understanding of valuation adjustments, capital/funding/liquidity constraints, strategic initiatives
Technologies
Python, Excel
Responsibilities
Support pricing and structuring of derivatives with xVA incorporation; Analyze impact of capital and liquidity constraints on transactions; Develop and enhance xVA frameworks and methodologies; Partner with Sales and Trading to evaluate transaction economics; Develop analytical tools and reporting infrastructure for xVA management
Seniority
Associate, hands-on IC
