Our client is seeking an experienced XVA Trader to join a leading global financial institution's Corporate & Investment Banking division in London. This team is responsible for the valuation, pricing, and risk management of cross-asset derivatives, ensuring robust collateral optimisation and compliance with regulatory standards.
As part of the XVA team, you will play a key role in pricing, executing, and managing risk across a diverse derivatives portfolio. You will also collaborate closely with internal stakeholders to enhance operational efficiency and develop innovative models to expand the group's capabilities.
Key Responsibilities
* Price XVA across multiple derivatives trades in close coordination with Sales.
* Analyze risk and P&L for the global book, with emphasis on regional activity.
* Execute hedges across Credit, Rates, Commodities, Equity, and FX.
* Provide analytical support to Corporate Finance, Treasury, and other internal partners.
* Drive process improvements and integration of XVA and PFE platforms.
* Lead global collateral optimisation initiatives related to derivative activity.
* Contribute to the development of new models, including Collateral Valuation Adjustment (ColVA).
* Ensure compliance with all regulatory requirements.
Required Qualifications
* Proven experience in securities trading or equivalent.
* Strong understanding of CVA modelling and trading.
* Hands-on experience executing derivatives across multiple asset classes.
* Excellent communication skills for frequent interaction with internal business partners.
Desired Skills
* Strong analytical skills with attention to detail.
* Excellent verbal, written, and interpersonal communication abilities.
* Interest in financial markets and risk management.
* Ability to manage multiple projects and deadlines effectively.
* Energetic, proactive, and detail-oriented self-starter.
* Proficiency in VBA or other scripting languages.
* Ability to thrive in a fast-paced environment and communicate effectively internally and externally.
* Goal-oriented with a strong sense of accountability and urgency.