Quant Credit Analyst/Trader, XVA Management, Leading Asian Bank Quant Credit Analyst/Trader, XVA Management,  …

Profile Search & Selection Singapore
à Singapour, Singapore, Singapour
CDI, Plein-temps
Dernière candidature, 23 sept. 20
Negotiable
Profile Search & Selection Singapore
à Singapour, Singapore, Singapour
CDI, Plein-temps
Dernière candidature, 23 sept. 20
Negotiable
Quantitative Credit Analyst/Trader, XVA Management, Leading Asian Bank

Quantitative Credit Analyst/Trader, XVA Management, Leading Asian Bank

Key responsibilities:

* Provide support for the XVA desk, particularly in the area of quantitative credit analysis

* Analyse and manage underlying generic counterparty credit risks for customer derivatives portfolio

* Assist Sales and Trading in the defeasance/mitigation of CVA exposures through credit enhancements

* Identify solutions to transfer or transform the CVA credit risk

* Assist the desk to optimize CVA risks and future regulatory capital charges

* Front Office function to analyse and manage XVA risks

* Assist Sales and Trading in the calculation and pricing of XVA charges

* Optimize customer derivatives portfolios to reduce CVA, CVAR, capital & funding costs

Requirements:

* An academic degree in a quantitative field

* Basic coding/programming knowledge, e.g. Python, C++, and/or VBA

* Relevant knowledge of financial instruments, in particular derivatives and structured credit

* Experience in quantitative finance and/or credit structuring is required

Singapore Employment Agency Licence No: 16S8069

Personal data collected will be used for recruitment purposes only.

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