XVA Trader in OTC Derivatives

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.