Associate, Financial Resource Management (FRM) - xVA Structuring and Optimization
Core
Optimize the firm's financial resources (capital, funding, liquidity, counterparty risk) across derivatives businesses to ensure derivative pricing reflects economic costs.
Role type
Associate, Financial Resource Management (FRM) - xVA Structuring and Optimization
Builds
Derivative pricing solutions and resource-efficient client strategies
Domain
Financial Services / Derivatives / Quantitative Finance
Required skills
Derivative pricing and structuring, xVA framework development, Capital/Funding/Liquidity analysis, Financial resource optimization, Quantitative modeling, Python programming, Excel proficiency
Preferred skills
Knowledge of valuation adjustments and counterparty risk, Experience with quantitative finance concepts, Understanding of derivatives products across asset classes
Technologies
Python, Excel
Responsibilities
Support pricing and structuring of derivative transactions incorporating xVA costs, Analyze impact of capital and liquidity constraints on transactions, Partner with Sales and Trading to evaluate transaction economics, Develop analytical tools and reporting infrastructure for xVA impacts, Collaborate with Quant, Risk, and Treasury teams on model enhancements
Seniority
Associate, 3+ years experience