Investment Banking

at  Skill Farm

Skill Farm Experts Are Invited to Apply for the Following Role:
Responsibilities:
Price XVA and PFE of all FX, IR, Commodity and Equity trades
Implementation and automation of new tools in VBA and Python
Interaction with the global Sales franchise to explain XVA and come up with new trading ideas
Day to day reconciliation and checks of the XVA positions
Monthly charging of the XVA to Trading desks
Work closely with all stakeholders (Quants, IT, Risk, Finance, É) to improve the XVA reporting
Skills:
A master degree in mathematics, applied sciences or engineering
To be fluent in English
Proven knowledge about XVA with a previous experience in Quants, Trading, Structuring or Risk Management
Proven knowledge in VBA / Python programming
Proven knowledge and experience working with clients
The ability to take risk decisions under pressure and maintain the highest level of accuracy in performing the relevant tasks
To have a proactive behaviour with perpetual energy and drive to improve performance
To be a genuine team player with good interpersonal and communication skill

Please refer the Job description for details