CVA Analyst recruitment
This well-known bank is looking for a CVA Analyst to support the CVA Desk in managing CVA-DVA and Funding-Collateral positions.
The key responsibilities are as follows:
• Analysis of collateralised portfolios (CCP and Bilateral) to evaluate costs/benefits from back-loading transactions into Clearing
• Assist in developing solutions to minimise Funding costs
• Support CVA pricing and risk management activity Required skills
• Product knowledge ability to price and understand embedded risks on vanilla OTC derivatives
• Broad understanding of CVA, funding, collateral, clearing issues
• Strong quantitative background / valuation skills highly desired
• Strong IT skills: excel, VBA
Product knowledge ability to price and understand embedded risks on vanilla OTC derivatives Broad understanding of CVA, funding, collateral, clearing issues Strong quantitative background / valuation skills highly desired Strong IT skills: excel, VBA
This contract will last for a duration of 6 months, with the potential of being extended.