XVA Strategist - Associate/VP
The XVA Strat team is seeking a highly motivated candidate at the Associate/VP level to join their New York team. Please see details below.
Responsibilities: - Supporting the desk's daily trading and risk management activities such as pricing, hedging, etc
- Developing tools and analytics for the desk to price and risk manage positions
- Help traders and sales people understand the market and develop new business
Skills: - Good understanding of derivatives products in one or more asset classes, including rates, credit, foreign exchange, equities and commodities
- Good understanding of basic financial math of derivative pricing
- Excellent programming skills in C++ and Python or Matlab
- Excellent communicator
Requirements :
- Advanced degree in Math/Physics/CS/Engineering or similar
