XVA desk strategist for a major IB

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
• Helping traders and sales people understand the market and develop new business

Skills

• A good understanding of derivatives products in one or more asset classes, including rates, credit, foreign exchange, equities and commodities
• A good understanding of basic financial math of derivative pricing
• Excellent programming skills in C++, Python or Matlab
• An excellent communicator

Requirements

• An advanced degree in Math/Physics/CS/Engineering or a similar field