XVA Trader, Assistant Vice President
Citi(27 days ago)
About this role
A Junior Trader on the Rates & Currencies XVA desk responsible for supporting the pricing and management of ColVA and XVA for derivatives and collateral-driven transactions. The role sits within a team that prices funding and capital, manages related risk portfolios across credit, rate, FX and volatility, and coordinates with sales, risk, finance and trading counterparts. It is based in New York and part of the institutional trading function.
Required Skills
- XVA Trading
- CVA Pricing
- Funding Pricing
- Capital Pricing
- Derivatives Modelling
- Quantitative Analysis
- Excel
- Python
- Risk Hedging
- P&L Reporting
+4 more
Qualifications
- Undergraduate Degree
- Physics Degree
- Mathematics Degree
- Engineering Degree
- Economics Degree
- Financial Mathematics Background
About Citi
citi.comCitibank offers multiple banking services that help you find the right credit cards, open a bank account for checking, & savings, or apply for mortgage & personal loans.
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