Bank & Finans CVA Trader

Heltidsanställd

We are seeking an experienced CVA (credit value adjustment) Trader to work for one of the leading Investment Banks in the Nordic region. The move from Basel 2 to Basel 3 have internally increased the focus of counterparty risk and this is an excellent opportunity for the right candidate to be part of the growing CVA Desk.

Din utmaning:




Static hedging within asset classes such as FX, CDS, IRS, Commodities, Equities
Being able to cross-gamma hedge simultaneously when rapid movements within the asset classes occurs at the same time
Proactively monitor the market and look for events that affect counterparty credit risk but have not yet been priced in the model
Provide counterparty credit insurance to the derivatives dealers
Monitor the Trading Desks exposure
Working closely with the quantitative analysts
Be updated of market events and regulatory changes that will affect the CVA Trading Desk






Din bakgrund:




Minimum 5 years of trading experience from a CVA, Structured Credit, or Exotics Trading Desk
University degree from a leading institute
Knowledge of quantitative modelling within counterparty risk/credit is a plus
Excellent knowledge of derivative pricing models
Strong understanding of numerical techniques involved with derivative pricing
Good understand of Basel 3 requirements
Strong problem solving skills
Well organized and detail-oriented
Experience from C++ is a plus
Experience from financial markets in London, New York, Frankfurt is a plus
Swedish language is not a requirement for this role but understand of one Nordic language would be beneficial




Din ansökan:

Are you looking to move forward into a role which will enable you to become a CVA Trader within the near future? If so, please forward your CV in word format to "Ansök nu" with reference number MB/1004.

Ansökan sker endast via nedanstående länk!