XVA IPV Methodology Opportunity- Top Tier bank

Eximius Finance
London, United Kingdom
65-80,000 but flexible depending on experience, plus benefits and bonus
19 May 2022
23 May 2022
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
The role will report to a senior director and we are looking for strong quantitiative skills and excellent mathematical ability. The great part of this role is the breadth. Whilst most roles in the quantitative field are very narrow you will gain exposure to mulitple models, multiple asset classes and be able to work with a wide range of stakeholders across, risk, finance and the trading desks across complex and vanilla products.

Job Responsibilities:
  • Be focused on xVA and get exposure to different Asset Classes: Equity, Commodities, Credit, Lending, Macro Rates and FX
  • Work with a wide-range of financial products from plain vanilla cash product to the most exotic structured derivatives products
  • Be responsible for model control and valuation control methodologies in xVA area
  • Prepare summaries on review results for senior finance executives and the trading desks
  • Review valuation and risk models, work closely with model developers
  • Be responsible for enhancing and streamlining existing working processes
  • Understand global financial markets, following up market movements and understanding impact on the business
  • Be responsible for managing a team, not only allocating and reviewing the team member's monthly deliverables but supporting the professional development by providing the right tasks and opportunities for them
  • Be involved in project work as required on new systems and functionality enhancements

  • Strong Analytical / Quantitative skills
  • Experience and knowledge of xVA modelling across portfolio of derivatives
  • Any of the following professional qualifications: CQF, FRM, PRM or CFA
  • Ability to challenge the valuation methodologies proposed by the Desk Strategists
  • Ability to work effectively under pressure when confronted with tight deadlines
  • Ability to develop strong internal client relationships
  • Strong academics, with preference for a quantitative discipline such as financial engineering, mathematics, physics, engineering or other technical field
  • Good understanding of IT and systems
  • Ability to work effectively as a member of a team or independently
  • Willingness to adapt to new challenges in a dynamic environment with shifting priorities
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