XVA Trading – Risk Consultant XVA Trading – Risk Consultant …

in London, England, United Kingdom
Permanent, Full time
Last application, 17 Feb 20
in London, England, United Kingdom
Permanent, Full time
Last application, 17 Feb 20
Quanteam UK is looking to bring on-board a XVA Trading - Risk Consultant to work with a major Investment Bank in London.

Who We Are

Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.

The firm mainly takes part in:

  • Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organisational Transformation & Process Improvement.
  • IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Softwares (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.

As part of Quanteam Group, Quanteam UK (incorporated in 2010) has today more than 80 consultants, working for major Capital Markets players in London.

The Role

The role is split between the Transactional and the Advisory Initiatives for Fixed Income


  • Understand and apply the right regulatory rules and work along with Capital Management, Finance and Regulatory teams on methodology.
  • Work with the trading, XVA and collateral teams on the impact of their positions on capital measures to help design and implement stringent processes for pricings of client trades.


  • Work with counterparties to optimize our Counterparty Exposure under the financial resources angles. This will include dissecting the existing positions and coming up with ideas on how to optimise the exposure vs different counterparties.
  • Supporting Sales in helping client understand the capital restrictions and funding impacts of their business.
  • Making the ongoing trading activity more efficient to minimize the impact on client business.
  • Exploring all possible actions such as bilateral compressions, late clearing, novations, restructuring, risks triangulation or CSA terms negotiations
  • Help optimise the inter-balance sheet setup for trading.

Knowledge & Experience/Qualifications

  • Experience with Financial Markets and knowledge of derivatives products.
  • Excellent Conceptual understanding of pricing models.
  • Good overview on regulation including upcoming changes which impact the industry.
  • Experience in Counterparty and/or Market Risk Management.
  • Good understanding of different client business models.
  • Excellent verbal and written communication skills, with very strong analytical skills.
  • Ability to multi-task and to work well under pressure, strong problem-solving and decision-making skills.
  • Excellent VBA and Excel knowledge. Some skills in Python would be a plus.