Market Risk - XVA (Risk Management) : Job Level - Associate
Core
Junior Market Risk Manager supporting the XVA Coverage team in monitoring market risks, reviewing portfolio sensitivities, and collaborating with trading desks on positioning and limit usage.
Role type
Junior Market Risk Manager (XVA Coverage)
Builds
Independent market risk oversight for trading and banking activities
Domain
Financial Services / Market Risk / XVA (CVA, FVA)
Deliverable
dashboards & analysis
Required skills
Market risk concepts (VaR, stress testing), Data analysis (SQL, VBA, Excel), Fixed Income/Equity derivatives knowledge, Regulatory knowledge (CCAR)
Preferred skills
2+ years trading or market risk experience, Product expertise in Fixed Income/Equity derivatives
Technologies
SQL, VBA, Excel, PowerPoint
Responsibilities
Maintain dialogue with trading desks on positioning and limit usage; Monitor market risks via VaR and stress scenario analysis; Support projects on risk modelling and regulatory initiatives
Seniority
Junior, hands-on IC
