CIB XVA, Vice President
Core
Subject matter expert in cross-asset XVA pricing, risk management, and portfolio optimization for derivative transactions.
Role type
Senior IC XVA Vice President
Builds
Santander S.A. XVA book management and complex risk analysis
Domain
Financial Services / Derivatives / XVA
Deliverable
production ML models | product features | dashboards & analysis | client delivery
Required skills
Cross-asset XVA pricing (CVA, DVA, FVA, MVA, ColVA), Derivatives trading and structuring, Counterparty credit risk, Market risk, Funding and margin risk, Collateral management, Regulatory compliance (US/EU), Portfolio optimization, Process and system improvement
Preferred skills
Python programming, Global trading desk experience, Cross-time zone operations
Technologies
Murex, Sigma/Windfall, Bloomberg, Advanced MS Excel
Responsibilities
Price and assess cross-asset derivative transactions incorporating XVA components; Monitor, analyze, risk manage and hedge XVA exposures; Partner with Trading, Sales, and Structuring to evaluate transaction economics; Collaborate with Market Risk and Finance to ensure alignment with risk limits and regulatory requirements; Partner with XVA Quants to support robust pricing methodologies and model enhancements; Contribute to globalization of the XVA book by providing pricing and risk capabilities during NY trading hours; Monitor and explain XVA risk and P&L drivers to support trading decisions; Identify and implement process, analytics, and system improvement opportunities.
Seniority
Vice President, Senior IC
