XVA Trader, Derivatives

Desjardins

. Price and analyze valuation adjustments for OTC derivatives transactions, including CVA, FVA, ColVA, MVA, and capital-related adjustments .

Posted 10/8/2026full-timeMontréal • CanadaMid-LevelSeniorWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates advanced expertise in XVA pricing methodologies and OTC derivatives valuation, with strong analytical skills in assessing counterparty credit risk and regulatory capital impacts. Proficient in quantitative programming and data management tools to enhance pricing models and risk management strategies.

Highest-signal resume keywords

XVA Pricing MethodologiesOTC Derivatives ValuationQuantitative Programming (Python, NumPy, SciPy)Regulatory Capital Frameworks (SA-CCR, BA-CVA/SA-CVA)Professional Certification (CFA, FRM, PRM, CQF)

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

XVA PricingOTC Derivatives ValuationStatistical AnalysisNumerical MethodsSimulation ModelsRisk ManagementHedging StrategiesValuation AdjustmentsData AnalyticsSensitivity Analysis

Soft Skills

Strong Communication SkillsCollaborationClient Engagement

Tools & Technologies

Murex PlatformSQL ServerPandasArtificial Intelligence Tools

Certifications & Qualifications

CFAFRMPRMCQF

Industry Keywords

Counterparty Credit RiskFunding CostsCollateral ManagementInitial MarginLiquidity RiskRegulatory CapitalMarket RiskCredit Spread RiskJump-to-Default RiskWrong-Way Risk

Tech Stack

Tools & technologies

NumpyPandasPythonSQL

About the role

Key responsibilities & impact

Price and analyze valuation adjustments for OTC derivatives transactions, including CVA, FVA, ColVA, MVA, and capital-related adjustments
Assess transaction impacts involving counterparty credit risk, funding costs, collateral, initial margin, liquidity, and regulatory capital
Provide XVA pricing to sales teams and advise on transaction structuring
Participate in client and counterparty discussions requiring XVA expertise
Manage market and credit risks associated with XVA portfolios
Analyze sensitivities, P&L, and risk exposures
Design and implement hedging strategies to reduce valuation-adjustment volatility
Contribute to managing credit spread, jump-to-default, and wrong-way risks
Analyze funding, liquidity, initial margin, and regulatory capital impacts
Collaborate with Treasury, Finance, and Risk Management to optimize capital, funding costs, and collateral utilization
Contribute to compression, novation, clearing, and collateralization initiatives
Support methodologies incorporating funding, capital, and collateral costs into pricing
Develop and enhance XVA pricing and risk-management models, methodologies, and tools
Partner with quantitative and technology teams to improve pricing, simulation, hedging, and reporting
Contribute to governance, validation, and continuous improvement initiatives
Monitor regulatory developments, market 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
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

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 and telework equipment