Quant Credit Analyst/Trader, XVA Management, Leading Asian Bank

Job Title: Quant Credit Analyst/Trader, XVA Management, Leading Asian Bank
Contract Type: Permanent
Location: Singapore, Singapore
Salary: Negotiable
Reference: RJL1009523_1598972675
Contact Name: Rachel Liu
Contact Email:
Job Published: September 01, 2020 23:04

Job Description

Key responsibilities:

  • Provide support for the XVA desk, particularly in the area of quantitative credit analysis

  • Analyse and manage underlying generic counterparty credit risks for customer derivatives portfolio

  • Assist Sales and Trading in the defeasance/mitigation of CVA exposures through credit enhancements

  • Identify solutions to transfer or transform the CVA credit risk

  • Assist the desk to optimize CVA risks and future regulatory capital charges

  • 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



  • An academic degree in a quantitative field

  • Basic coding/programming knowledge, e.g. Python, C++, and/or VBA

  • Relevant knowledge of financial instruments, in particular derivatives and structured credit

  • Experience in quantitative finance and/or credit structuring is required


Singapore Employment Agency Licence No: 16S8069

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