XVA Strats - Fixed Income - Vice President

Job description

XVA Strats – New York We are looking for a candidate to join the New York XVA Strats team within the Fixed Income Division (FID). The role sits within the Desk Strategist organization supporting the global XVA business across Rates, FX, Credit, and Commodities. The candidate will work closely with XVA strats, traders, and technology teams, while also coordinating with other desk strat teams, risk management, and controllers. The role requires strong quantitative modelling skills and the ability to translate analytics into practical trading and risk solutions. Role Profile: Develop and maintain pricing and risk models for XVA across Rates, FX, Credit, and Commodities products Support daily trading and risk management activities (pricing, hedging, PnL analysis) Build and enhance tools used by the desk for valuation and risk Work closely with traders and sales to provide quantitative insights and support new business Partner with model risk and controllers on model validation and documentation Contribute to exposure simulation and portfolio-level analytics Skills Required: experience in a quantitative/front-office role MSc or PhD in mathematics, physics, engineering, or similar Strong...