XVA Trader VP XVA Trader VP …

Selby Jennings
in Amsterdam, Noord-Holland, Netherlands
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings
in Amsterdam, Noord-Holland, Netherlands
Permanent, Full time
Be the first to apply
Negotiable
Our client is a European Bank looking for an experienced XVA Trader to come in and help the team monitor, quantify and hedge XVA positions, execute appropriate hedges in the market and maintain positions within the agreed risk appetite/limits.

Key Responsibilities:

  • Monitor the positions on XVA and carry out market hedging activity linked to BVA/FVA positions.
  • Maintain exposure within the limits described and agreed risk appetite.
  • Improve hedging activity by measuring high order sensitivities, x-gamma; propose system improvements and drive system developments.
  • Substantiate P&L impact of underlying risk factors and be able to explain moves to management and other stakeholders.

Required Experience:

  • At least 6 years' experience in similar role.
  • Market expertise in CVA, Credit (CDS and Index CDS), FX and Rates trading.
  • Fluency in English is essential. Additional languages (Dutch or French) would be helpful.

If you are interested in this role please apply within.

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