XVA Pricing & Capital Solutions - Associate
On-site · New York City, New York, United States
Job Summary
Associate for the XVA Pricing & Capital Solutions (XPCS) Credit Portfolio Group (CPG) team. You will analyze, model, and price complex derivatives, determine XVA (credit, funding, and capital) for credit-intensive or complex bilateral transactions, and execute XVA hedges for onboarded client activity. You will support structuring of transactions to enable sensible risk/reward evaluation, develop new risk measurement tools in partnership with Quantitative Research, and help improve the bank’s derivatives infrastructure. Build strong relationships with Sales and Trading across NA and LatAm regions while applying strong analytical and communication skills to drive risk solutions in a fast-paced, collaborative environment.
Required Qualifications
- Bachelor’s degree in Finance, Mathematics, Engineering, or similar
- Strong understanding of derivative exposure methodology
- Proficiency in various modelling tools
- Excellent communication and relationship-building skills
- Experience working in a fast-paced, collaborative environment
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