xVA Trading - Fixed Income Division - Associate or Vice President
Core
Pricing and risk managing counterparty, funding, and collateral risks (xVA) for OTC derivatives in the Fixed Income Division.
Role type
Associate or Vice Principal xVA Trader
Builds
OTC derivative transactions for Rates, FX, Credit, and Commodities
Domain
Financial Services / Fixed Income / Derivatives
Required skills
Quantitative analysis, Fixed Income product knowledge (Rates, Bonds, FX, CDS), Risk management, Trading execution, P&L review
Preferred skills
Fast decision making, Prioritization in high-paced environments
Technologies
OTC derivatives platforms, Risk management systems
Responsibilities
Evaluate new transactions and price xVA, Risk manage trading book positions and execute hedging trades, Manage day-to-day trading book issues including P&L review and trade bookings, Communicate with sales and trading desks on counterparty issues
Seniority
Associate or Vice President