XVA Trader
About the Role
Our client, a leading global investment bank is seeking an experienced XVA Trader to join its Paris-based trading team. This is a front-office role within a well‑established multi-asset trading division responsible for pricing, managing, and optimizing valuation adjustments across the bank's derivatives portfolio.
You will work closely with trading, risk, quantitative analytics, and technology teams to enhance the bank's XVA framework, contribute to pricing decisions, and manage exposures in a fast-moving market environment.
Key Responsibilities
- Price and manage CVA, FVA, MVA, KVA and other valuation adjustments across the global derivatives book.
- Actively hedge XVA risks and optimize the balance sheet impact of new and existing trades.
- Collaborate with sales and trading desks to support complex transaction pricing and client requests.
- Contribute to methodology enhancements and XVA model development in partnership with quants.
- Monitor market conditions, risk factors, P&L drivers, and ensure alignment with internal risk frameworks.
- Support strategic initiatives including regulatory change, capital optimization, and infrastructure enhancements.
Required Skills & Experience
- Strong experience in XVA trading, counterparty risk, or quantitative derivatives within a major financial institution.
- Deep understanding of derivatives (rates, FX, credit, equities), risk factors, and valuation adjustments.
- Solid knowledge of stochastic modelling, credit exposure modelling, and risk management principles.
- Proficiency in programming or analytical tools (e.g., Python, C++, VBA) is an advantage.
- Excellent communication skills with the ability to interact cross-functionally in a trading‑floor environment.
- Ability to thrive under pressure, manage multiple tasks, and make risk‑aware decisions.
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