Inaktiv platsannons

XVA specialist to Markets i Stockholm

Om tjänsten

About the job

The objective of the XVA desk is to ensure keeping the derivative business efficient when it comes to expected credit loss, funding-, balance sheet- and capital costs. Our means for achieving that are:

  • Pricing relevant trades
  • Work actively with the current derivative portfolio to reduce costs (capitalization, funding, expected loss, balance sheet)
  • Participate in strategic hedging of XVAs on the balance sheet
  • Interact with the quantitative developers on model development
  • Explain assumptions and applied methods for Sales and Trading
  • Direct agile development related to the objectives

Since all relevant aspects need to be boiled down to one price the job implies a great deal of contact with other functions at LC&I and group level. We are looking to strengthen the XVA desk with a temporary XVA specialist which is the ideal gateway to a full time position within Markets or at the desk itself. The contract will be somewhere around 10-12 months dependent on exact dates of two paternity leaves.

What you need to succeed
  • At least three years of relevant work experience
  • Solid academic background
  • A genuine interest in financial markets
  • Programming experience (we use Python and SQL)
  • Willingness to learn about new areas and to take an overall responsibility for deliveries
  • Excellent communicative abilities (in English and preferably also Swedish)
  • Strong team player spirit with a high ambition, positive attitude and the will to drive and inspire.

In addition we hope that you can contribute with any of following qualities:

  • Good knowledge of derivatives or capital markets instruments
  • Good knowledge of corporate- and institutional clients
  • Experience from working with financial regulation (for instance: Finalized Basel III, IFRS, NSFR, LCR, CRR)
  • Strong interest in quantitative analysis.

What you may have worked with previously
  • Client executive
  • Quantitative analysis
  • Risk management
  • Treasury
  • Programming
  • Valuation of financial instruments
  • Capital adequacy
  • Trading

Why work with us?

You will be a part of a motivated team where we all contribute with our experience and initiatives, learn a lot, get trust and responsibility to drive the development towards our common goal.


We may begin the selection under the application period, so we welcome your application as soon as possible.

Nothing of interest for you – recommend the job to a friend!

 

 

Publicerad den

29-02-2024

Extra information

Status
Stängd
Ort
Stockholm
Typ av kontrakt
Heltidsjobb (förstajobb)
Typ av jobb
Kontor / Administration , IT
Körkort önskas
Nej
Tillgång till bil önskas
Nej
Personligt brev krävs
Nej

Stockholm | Kontor / Administration | IT | Heltidsjobb (förstajobb)