Taurus Search
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Base pay range
$175,000.00/yr - $225,000.00/yr Responsibilities
Engage in the monitoring and analysis of XVA exposures inherent to the bank’s trading portfolio and the associated hedges, by understanding the origin of the exposures. Support market risk management teams across Equities, Rates, FX, Fixed Income, Commodities with a focus on FVA & CVA management. Develop and produce internal and external XVA Market Risk reports for senior management and external regulatory authorities. Collaborate with the risk analytics team in the optimization of risk frameworks and controls. Lead a small team of risk specialists focusing on XVA risk management. Requirements
8-12 years of experience working in XVA/CVA Market Risk management within a major banking institution covering all asset classes. Education: Masters Degree - Finance Field Products: Equities/Interest Rates/FX/Fixed Income/Commodities Technical: Python, SQL, VBA Seniority level
Director Employment type
Full-time Job function
Other Industries
Investment Banking and Banking
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$175,000.00/yr - $225,000.00/yr Responsibilities
Engage in the monitoring and analysis of XVA exposures inherent to the bank’s trading portfolio and the associated hedges, by understanding the origin of the exposures. Support market risk management teams across Equities, Rates, FX, Fixed Income, Commodities with a focus on FVA & CVA management. Develop and produce internal and external XVA Market Risk reports for senior management and external regulatory authorities. Collaborate with the risk analytics team in the optimization of risk frameworks and controls. Lead a small team of risk specialists focusing on XVA risk management. Requirements
8-12 years of experience working in XVA/CVA Market Risk management within a major banking institution covering all asset classes. Education: Masters Degree - Finance Field Products: Equities/Interest Rates/FX/Fixed Income/Commodities Technical: Python, SQL, VBA Seniority level
Director Employment type
Full-time Job function
Other Industries
Investment Banking and Banking
#J-18808-Ljbffr