Credit Portfolio Group - XVA Pricing & Capital Solutions EMEA - Associate
- Location
- Greater London, England, United Kingdom
Portfolio Group, you will support derivative pricing and capital analysis, strengthening partnerships across Sales, Trading, and control functions. You will contribute to trade-level analytics, risk monitoring, and stress/scenario work, delivering consistent, well-documented solutions. In this role, you will build your derivatives and XVA expertise, work closely … Support pricing and structuring analysis for OTC derivatives with hedge funds, focusing on efficient risk and capital usage. Produce and maintain trade-level margin analytics, analyze initial margin drivers, and assist with collateral mechanics under ISDA/CSA agreements. Monitor risk appetite by translating limits and triggers into routine checks ...