Executive Director, XVA Trading

Overview

Senior markets professional sought to lead XVA risk management and pricing across rates, FX, credit, equities and commodities. You will shape the desk’s risk strategy, influence client pricing and capital optimisation, and collaborate with Sales, Trading, Risk, Finance and other functions. The role spans modelling, pricing and risk of new products including ESG, crypto and other commodities. This is a strategic, cross-asset position offering senior influence and exposure to the evolving markets agenda.

Pay / Benefits

• competitive salary and benefits
• retirement savings plan
• medical and life insurance
• flexible working options
• wellbeing support and learning culture
• inclusion and diversity focus

Responsibilities

• Define and implement the XVA desk risk-management strategy
• Lead XVA pricing for new transactions (CVA, FVA, capital analysis)
• Hedging and risk management across XVA credit, commodity, interest rate, and FX risks
• Model and price new derivative products and ensure market data and regulatory alignment
• Coordinate with Sales, Trading, Risk, Legal, Compliance, Finance, Middle Office and Back Office
• Engage with stakeholders to support origination, product activities and risk controls
• Support RWA optimisation and cross-asset risk considerations
• Utilise proprietary trading tools and market data
• Maintain awareness of market and regulatory developments (e.g., IBOR transition)
• Develop and refine XVA best practices and framework across the desk

Key requirements

• Significant experience in investment banking trading environments, ideally in XVA, FX Options, Non-Linear Rates or other derivatives trading businesses
• Strong understanding of XVA frameworks including credit risk, funding risk and regulatory capital impacts
• Deep knowledge of Rates, FX, Credit, Equities and Commodities markets
• Strong quantitative academic background (Mathematics, Physics, Engineering, Finance, Economics or related)
• Ability to operate across global teams and influence senior stakeholders across Front Office, Risk and Control
• Excellent communication, strategic thinking and leadership skills; ability to contribute to desk strategy and platform development
• Collaborative mindset with strong commercial judgement and balance between risk management and growth

• excellent communication
• strategic thinking
• leadership
• XVA frameworks (credit risk, funding risk, regulatory capital)
• pricing and risk-analysis for CVA/FVA and capital
• experience with Rates, FX, Credit, Equities, Commodities

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