Trader

• 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

Explore XVA Trader, Derivatives at Desjardins. Review requirements and application details.

XVA Trader, Derivatives

• 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