BRM XVA Trader – Associate

Nomura

. Proactively manage and optimise balance sheet, capital, funding, and regulatory exposures to maximise efficiency and reduce costs .

Posted 9/15/2026full-timeLondon • United KingdomJuniorMid-LevelWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in XVA metrics, derivatives products, and Basel III capital requirements while effectively managing and optimizing balance sheets and regulatory exposures. Proficient in quantitative analysis and modeling, with strong communication skills to translate technical insights into commercial strategies.

Highest-signal resume keywords

XVA Metrics UnderstandingDerivatives Products KnowledgeBasel III Capital RequirementsPython ProficiencyQuantitative Analysis Skills

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

XVA MetricsDerivatives ProductsBasel III Capital RequirementsPythonSQLExcelVBAQuantitative AnalysisPortfolio OptimizationResource Attribution

Soft Skills

Communication SkillsNegotiation SkillsCommercial AcumenAttention to DetailProactive Mindset

Tools & Technologies

Front-Office Risk SystemsXVA Pricing PlatformsTrade Capture Systems

Industry Keywords

CVADVAFVAKVAMVASA-CCRIMMLeverage RatioResource ConsumptionP&L Impact

Tech Stack

Tools & technologies

PythonSQLVBA

About the role

Key responsibilities & impact

Proactively manage and optimise balance sheet, capital, funding, and regulatory exposures to maximise efficiency and reduce costs
Identify, analyse, and quantify portfolio optimisation opportunities
Structure and execute trades to realise resource savings and capital relief
Run, coordinate, and continuously develop multilateral optimisation exercises with internal and external counterparties
Build partnerships with trading desks, structuring teams, finance, risk, and operations teams
Develop tailored optimisation strategies and improve resource usage over time
Work with finance, risk, and regulatory teams to understand, challenge, and enhance regulatory capital models
Assist in pricing and structuring XVA components for large or complex transactions
Ensure accurate resource attribution and competitive pricing
Support the corporate derivatives business across EMEA, Americas, and Asia ex-Japan

Requirements

What you’ll need

Deep understanding of XVA metrics (CVA, DVA, FVA, KVA, MVA) and their drivers
Strong knowledge of derivatives products across rates, credit, FX, and equity
Working knowledge of Basel III capital requirements, SA-CCR, IMM, CVA capital charge, and leverage ratio calculations
Strong quantitative skills for analysing complex portfolios and modelling resource consumption
Proficiency in Python, SQL, or similar languages
Experience with Excel/VBA for modelling and reporting
Familiarity with front-office risk systems, XVA pricing platforms, and trade capture systems
Ability to work with large datasets and reconcile multiple sources
Excellent communication and influencing skills
Strong commercial acumen and ability to translate technical analysis into commercial recommendations and P&L impact
Ability to manage multiple workstreams and prioritise effectively
Experience working across functions and with external counterparties
Strong negotiation skills
Degree in a quantitative discipline such as Mathematics, Physics, Engineering, Finance, Economics, or Computer Science
Self-starter with a proactive mindset
High attention to detail and disciplined approach to analysis, validation, and risk management
Candidates requiring a UK Tier 2 (General) visa may be employed only if no suitable candidates are available from inside the EEA

Benefits

Comp & perks

Equal opportunity employer
Inclusive environment
Reasonable adjustments for disabilities or long-term health conditions
Professional development and knowledge-sharing opportunities
Psychological safety and inclusion culture