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XVA Trader, Derivatives
Desjardins. Price and analyze valuation adjustments applicable to derivatives transactions, including CVA, FVA, ColVA, MVA, and capital-related adjustments .
Core Competencies
Role fitCore Competencies
Use this summary to align your resume positioning with the role.
Demonstrates advanced knowledge of XVA pricing methodologies, OTC derivatives valuation, and regulatory capital frameworks, while effectively utilizing quantitative programming tools and data management techniques to optimize transaction pricing and risk management. Strong communication skills in both French and English enhance collaboration with stakeholders and clients.
Highest-signal resume keywords
XVA Pricing MethodologiesOTC Derivatives ValuationRegulatory Capital FrameworksQuantitative Programming (Python, NumPy, SciPy)Professional Certification (CFA, FRM, PRM, CQF)
ATS Keywords
Tailor your resumeApplicant Tracking System Keywords
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Hard Skills
XVA PricingOTC Derivatives ValuationRegulatory Capital AnalysisStatistical AnalysisNumerical MethodsSimulation ModelsHedging StrategiesValuation AdjustmentsRisk ManagementPortfolio Optimization
Soft Skills
Strong Communication SkillsAction OrientedStrategic MindsetNimble LearningResilience
Tools & Technologies
Murex PlatformSQL ServerPandasArtificial Intelligence Tools
Certifications & Qualifications
CFAFRMPRMCQF
Industry Keywords
CVAFVAColVAMVACounterparty Credit RiskFunding CostsLiquidityInitial MarginCapital-Related AdjustmentsMarket Risk
Tech Stack
Tools & technologiesNumpyPandasPythonSQL
About the role
Key responsibilities & impact- Price and analyze valuation adjustments applicable to derivatives transactions, including CVA, FVA, ColVA, MVA, and capital-related adjustments
- Assess the economic impact of new transactions, considering counterparty credit risk, funding costs, collateral, initial margin, liquidity, and regulatory capital requirements
- Provide timely XVA pricing to sales teams and advise stakeholders on appropriate transaction structuring solutions
- Participate in discussions with clients and counterparties when XVA expertise is required
- Manage market and credit risks associated with XVA portfolios
- Analyze sensitivities, trading results (P&L), and risk exposures to identify key performance drivers
- Design and implement hedging strategies aimed at reducing valuation-adjustment volatility
- Contribute to management of credit spread risk, jump-to-default risk, and wrong-way risk
- Analyze derivatives portfolio impacts on funding, liquidity, initial margin, and regulatory capital
- Collaborate with Treasury, Finance, and Risk Management teams to optimize capital, funding costs, and collateral utilization
- Contribute to portfolio optimization initiatives, including compression, novation, clearing, and collateralization strategies
- Support development of methodologies incorporating funding, capital, and collateral costs into transaction pricing
- Participate in development and enhancement of XVA pricing and risk-management models, methodologies, and tools
- Partner with quantitative and technology teams to improve pricing, simulation, hedging, and reporting capabilities
- Contribute to governance, validation, and continuous-improvement initiatives supporting the XVA desk
- Stay current on regulatory developments, market best practices, and innovations related to valuation adjustments, counterparty risk, and regulatory capital
Requirements
What you’ll need- Master's degree in Financial Engineering, Mathematics, Physics, Statistics, Economics, Computer Science, or another relevant quantitative discipline
- A minimum of five to ten years of relevant experience
- Other combinations of qualifications and relevant experience may be considered
- Experience with the Murex platform
- Professional certification such as CFA, FRM, PRM, CQF, or equivalent
- Strong communication skills in both French and English, both oral and written
- Strong knowledge of OTC derivatives valuation and pricing
- Advanced knowledge of XVA pricing methodologies, including CVA, FVA, KVA, ColVA, and MVA
- Knowledge of regulatory capital frameworks, including SA-CCR and BA-CVA/SA-CVA
- Advanced knowledge of statistics, numerical methods, and simulation models
- Knowledge of artificial intelligence tools and the ability to use them effectively and responsibly to enhance data analysis, process automation, and productivity
- Proficiency in quantitative programming tools and libraries such as Python, NumPy, and SciPy
- Knowledge of data management and analytics tools, including SQL Server and Pandas
- Action oriented, Complexity, Customer Focus, Decision quality, Differences, Nimble learning, Resilient, Strategic mindset
Benefits
Comp & perks- Competitive salary and annual bonus
- 4 weeks of flexible vacation starting in the first year
- Defined benefit pension plan that provides predictable, stable income throughout retirement
- Group insurance including telemedicine
- Reimbursement of health and wellness expenses
- Reimbursement of telework equipment
- Benefits apply based on eligibility criteria