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MacArthur Foundation Logo
MacArthur Foundation

Chicago, Illinois

Morgan McKinley

London, United Kingdom

State Street Corporation

Toronto, Canada

SimCorp

Toronto, Ontario, Canada

CME Group

London, United Kingdom

S&P Global

Singapore, Singapore

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Meketa Investment Group

Portland, Oregon

Selby Jennings

Egypt Lake-Leto,

Deutsche Bank

New York,

PIMCO

London, United Kingdom

State Street Corporation

California City,

eFinancialCareers

Singapore, Singapore

PIMCO

New York,

CME Group

Belfast, United Kingdom

PIMCO

Singapore, Singapore

PIMCO

Newport Beach,

PER, Private Equity Recruitment

Riyadh, Saudi Arabia

S&P Global

London, United Kingdom

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AVP/VP, Macro Analyst/Trader (Derivatives)
Role of desk Front Office function to analyse and manage XVA risks Assist Sales and Trading in the calculation and pricing of XVA charges Optimize customer derivatives portfolios to reduce CVA, CVAR, capital & funding costs Key responsibilities: Analyse and manage XVA risks (such as FX, interest rates, and credit) Implement trading overlays for relevant macro risks arising from underlying CVA portfolio Provide support for the XVA desk, particularly in the area of quantitative risk analysis Work with the team to identify medium term strategies to moderate CVA MTM volatility Assist Sales and Trading in the defeasance/mitigation of CVA exposures (through structuring or third party solutions)


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