Responsible for Fixed Income X-Value Adjustment (XVA) Trading. Review & direct XVA Trading operations. Price XVA for trades & perform capital optimization. Perform XVA Modeling & manage results of XVA risk.
Bachelor’s degree in technology, mathematics, or engineering and five years fixed income quantitative finance experience with structured credit products and fixed income pricing and credit/funding value adjustment trading.Must have passed Series 7 and 63 exams.