XVA Associate

Employer
Selby Jennings
Location
UK
Salary
Competitive
Closing date
7 Jul 2021

View more

Sector
Accountancy
Contract Type
Permanent

Job Details

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.

Get job alerts

Create a job alert and receive personalised job recommendations straight to your inbox.

Create alert