Credit Portfolio Group – XVA Pricing & Capital Solutions EMEA - Analyst or Associate

Overview

In this role you support derivative pricing and capital analysis within the Credit Portfolio Group, partnering across Sales, Trading and control functions. You will contribute to trade-level analytics, risk monitoring and stress testing, delivering well-documented, scalable solutions. You’ll deepen derivatives and XVA expertise while working with cross-functional teams to drive meaningful outcomes for clients and the firm. This position offers exposure to model and tooling enhancements and a front-office collaboration mindset.

Responsibilities

• Support pricing and structuring analysis for OTC derivatives with hedge funds, focusing on risk and capital efficiency
• Produce and maintain trade-level margin analytics, analyze initial margin drivers, and assist with collateral mechanics under ISDA/CSA
• Monitor risk appetite by translating limits into checks, run diagnostics, escalate issues, and support remediation
• Run stress and scenario analyses across portfolios and counterparties, summarize outputs for review
• Support deal execution processes, prepare materials for risk and valuation discussions, and ensure clean handoffs to risk reporting
• Collaborate with Quant Research and technology to test and implement model and tooling enhancements for exposure and margin analytics
• Assist with documentation and collateral workflows, compiling analysis for ISDA/CSA discussions on margin and capital efficiency

Key requirements

• Working knowledge of OTC derivatives and interest in XVA, counterparty credit exposure, funding, and margin concepts
• Familiarity with ISDA/CSA collateral mechanics and willingness to learn margin optimization for hedge funds
• Strong quantitative and analytical skills with advanced Excel and Python proficiency (or ability to develop quickly)
• Ability to run structured analyses, document assumptions, and communicate results succinctly
• Strong collaboration and communication skills across Sales, Trading, Risk, and Operations in a fast-paced environment
• Relevant experience in derivatives, XVA, counterparty credit or market risk, product control, valuation, or quantitative analytics

• collaboration
• clear communication
• ownership and adaptability
• Excel
• Python
• OTC derivatives

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