XVA Trader in OTC Derivatives in Toronto

XVA Trader in OTC Derivatives in Toronto

Toronto Full-Time 79992 - 97768 $ / year (est.) On-site
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At a Glance

  • Tasks: Price and manage risk for OTC derivatives while collaborating with finance teams.
  • Company: Join Desjardins Capital Markets, a leader in financial services.
  • Benefits: Competitive salary, professional growth, and a dynamic work environment.
  • Other info: Bilingual skills in French and English are a plus.
  • Why this job: Shape the future of the OTC derivatives market with your expertise.
  • Qualifications: Master’s degree and 5-10 years in derivatives trading required.

The predicted salary is between 79992 - 97768 $ per year.

Join Desjardins Capital Markets as an XVA Trader specializing in OTC derivatives, located in Montréal or Toronto.

This role centers on risk management and pricing adjustments for derivatives portfolios.

As a highly motivated professional, you will manage valuation adjustments related to interest rate, foreign exchange, and equity derivatives.

Your responsibilities include pricing derivatives, executing hedging strategies, and collaborating with various teams to enhance risk-return profiles.

This position can be offered at either the Vice President or Director level depending on your expertise.

Key

Responsibilities

  • Price valuation adjustments like CVA and FVA for OTC derivatives
  • Manage market and credit risks in XVA portfolios
  • Collaborate with finance teams for optimal funding strategies
  • Develop models for pricing and risk management
  • Conduct regular assessments of regulatory capital frameworks

Requirements

  • Master’s degree in a relevant quantitative discipline
  • 5-10 years of experience in derivatives trading
  • Proficiency in Murex and quantitative tools like Python
  • Strong knowledge of OTC derivatives and pricing methodologies
  • Bilingual communication skills in French and English

Utilize your quantitative skills and financial expertise to shape the future of the OTC derivatives market at Desjardins. #J-18808-Ljbffr

XVA Trader in OTC Derivatives in Toronto employer: Desjardins

Desjardins is an exceptional employer that fosters a collaborative and inclusive work culture, making it an ideal place for professionals looking to thrive in the legal field. With a strong emphasis on employee development and innovation, you will have the opportunity to lead a dedicated team while contributing to meaningful outcomes for clients and members. Located in a vibrant community, Desjardins offers competitive benefits and a commitment to diversity, ensuring that every employee feels valued and empowered.

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Contact Details:

Desjardins Recruitment Team

We think you need these skills to ace XVA Trader in OTC Derivatives in Toronto

Risk Management
Pricing Adjustments
Valuation Adjustments
CVA
FVA
Market Risk Management
Credit Risk Management