About

Responsibilities Description of the Business Line or DepartmentThe Fixed Income & Currencies (FIC) divisiongives access to a large scope of exposure and opportunities across the Interest Rate, Foreign Exchange, Inflation and Multi-asset universes. Supported by extensive research, engineering,trading and e-commerce capabilities, we offer strategic insights strategy, flow information, competitive pricing, and seamless execution to our clientsacross dates, credit, FX, and emerging markets. Summary of the key purposes of the role Assisting xVA traders with daily tasksContributing to projects led by the team managerAssisting with xVA managementWorking with research and development teams to improve xVA pricers Summary of responsibilities Assisting xVA traders with pricing on derivatives for all asset classes traded within Capital MarketsExplaining pricing assumptions and calculation to Capital Markets sales and trading teamsMonitoring, in collaboration with support teams, the xVA fee workflowsHelping xVA traders with optimizing existing derivatives portfolios to reduce CVA, CVaR, capital and funding costsHelping to implement and monitor the process for internal and external optimisation toolsContributing to the development of pricing and risk management systems for xVA