XVA desk strategist for a major IB

Investment Banking Associate/VP Position

The XVA Strat team at a major Investment Bank is seeking a highly motivated candidate to join their New York team for the coverage of IR/Inflation projects with an emphasis on modeling/calibration.

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