Key Responsibilities
- Inception pricing of XVAs
- Working with different Structuring and Trading desks for pricing requests
- Work alongside the Quants and Risk teams on new models
- Libor Replacement
- Being a Subject Matter Expert on Risk-Free Rates matters
Key Requirements
- 3+ years working experience with Trading and/or XVAs
- Solid knowledge of IR, FX and Derivative markets
- IBOR/RFR experience developed from exposure to a FO environment
- Degree level in a quantitative subject
If you are interested in the XVA Associate role, apply online today or contact the Sales and Trading team for more information.