Citigroup Inc.
London, UK
The CVA/XVA Desk is responsible for the pricing and subsequent risk management of the XVA of trades in the Equities Business. The Desk also manages and prices the use of funding and capital. The Desk prices transactions of varying sizes, and manages portfolios of equity, credit, FX, and volatility risk. The Desk works closely with Structuring, Corporate and Institutional Sales, Risk Management, Finance, and all Equities Trading Desks. This is an opportunity to join the Equities XVA team and develop the next generation of XVA pricing and risk management capabilities. The role of an XVA trader is to manage all aspects of deal pricing, book management and projects engagement around the reported XVA. This is also an opportunity to contribute to the optimisation of the capital and liquidity footprint of the Equities division, while working in a dynamic, collaborative and creative environment. Responsibilities Pricing XVA holistically: CVA, FVA, ColVA, Margin costs and Capital...