XVA Trader
UBSSwitzerland - zürich Update time: July 27,2020
Job Description
Are you a you well-versed problem solver with solid quantitative skills and have a strong interest in derivatives with experience in managing risk? We're looking for an XVA Trader who can:
• price and risk manage XVAs across OTC derivatives (credit, funding, IM and capital) with active hedging and daily reporting of the book's PnL and risk
• develop efficient and innovative strategies across various asset classes to support numerous optimization endeavors in derivatives (across bilateral and cleared portfolios)
• engage with internal stakeholders as well as external clients and partner closely with team members in other regions to ensure full coverage of the group's client portfolio
• engineer bespoke solutions to optimize bank capital utilization in OTC landscape and lead the creation of cohesive technology solutions and infrastructure
• risk manage optimization books front to back through to trade execution
• take a hands on approach to investigating and solving problems
• engage with internal and external stakeholders and partner closely with team members in other regions to ensure full coverage of the group's client portfolio
• support the desk in its broad XVA mandate
• price and risk manage XVAs across OTC derivatives (credit, funding, IM and capital) with active hedging and daily reporting of the book's PnL and risk
• develop efficient and innovative strategies across various asset classes to support numerous optimization endeavors in derivatives (across bilateral and cleared portfolios)
• engage with internal stakeholders as well as external clients and partner closely with team members in other regions to ensure full coverage of the group's client portfolio
• engineer bespoke solutions to optimize bank capital utilization in OTC landscape and lead the creation of cohesive technology solutions and infrastructure
• risk manage optimization books front to back through to trade execution
• take a hands on approach to investigating and solving problems
• engage with internal and external stakeholders and partner closely with team members in other regions to ensure full coverage of the group's client portfolio
• support the desk in its broad XVA mandate
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