Senior XVA Trader, FICC Markets

SEB Group

København
Permanent
Fuldtid

24 dage siden

We are looking for a Senior XVA Trader to join the FICC Markets XVA team. The position will be based in either Stockholm or Copenhagen.The XVA desk is a cross product desk within FICC Markets / Risk Management group, responsible for the pricing and risk management of counterparty, funding and collateral risks related to derivatives. The desk works both with short deadlines (pricing) as well as with the strategic optimization of capital and funding for FICC over the longer term.About the roleIn this role, you will:

Price XVAs daily with a special focus on the large / complex trades, working closely with the Sales teams

Be involved in devising and executing hedging strategies

Make sure that PL and risks are understood and managed within limit framework

Drive or take part in projects related to capital, funding efficiency or to the improvement of the XVA desk set-up

Interact daily with sales and traders and interact frequently with FICC Quants, Treasury and the Risk function

To thrive in this role, we believe you have

A few years of experience of XVA trading / derivatives trading or similar role

High integrity and a fact-based approach to decision combined with business acumen

A collaborative mindset

Solid quantitative skills (option pricing) and an interest to learn

Ability to deliver under stress

Ability to explain complex concepts in a clear way

What we offer

Entrepreneurial environment

Extensive training and learning opportunities

International working environment

Friendly and welcoming culture

Ready to take the next step on your career journey?Welcome to our inclusive culture, where our shared values inspire and uplift our team. We celebrate diversity and strive to ensure every employee feels seen, heard, and valued.Since we select candidates continuously, feel free to send in your application today, but no later than 30 April 2024. If you have questions about the position, please contact Samuel Samama or Anders Holst Co-Head of Risk Management, FICC Markets, LC&FI for questions.Learn more about working at SEBIt is our fundamental belief that inclusion and diversity is crucial for our future success. We strive to have an inclusive, value-driven culture where employees feel valued, respected and involved irrespective of who they are, what they believe or where they come from.

SEB Group

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