XVA Analyst

Fuldtid

Permanent

ID: 2544879

Indrykket for 65 dage siden

Job ID: 22127

Would you like to work closely with the XVA trading desk and front office operations? We are now looking for an XVA Analyst to join the middle-office XVA Team in Valuation Management and Control.

At Nordea, we see that the world is changing fast – and we want to be one step ahead of the curve. That’s why we’re deeply committed to providing the financial solutions of tomorrow to our customers. We’re creating an agile environment where we experiment and grow together – and we need your ideas and unique background. With us, you’ll be in good company with a chance to make your mark on something bigger.

About this opportunity

Welcome to the XVA team. We add value by ensuring continued good performance of Nordea’s XVA models and associated prudential valuation models and techniques. As the XVA analyst, you’ll play a valuable role in changing the way we work in an environment with possibilities to introduce new and innovative ideas.

What you’ll be doing:

Be responsible for the effective completion of the daily controls, reports and anakyses of XVA Profit and Loss, and associated risk metrics

Support the monthly and quarterly financial reporting processes in Nordea

Lead initiatives to enhance models for XVAs and associated Additional Valuation Adjustments (AVAs) in the prudent valuation framework, working closely with front-office developers and the XVA trading desk

You’ll join a team of knowledgeable quantitative and business analysts, across different geographical locations. The role can be based in Denmark or Poland.

Who you are

Collaboration. Ownership. Passion. Courage. These are the values that guide us in being at our best – and that we imagine you share with us.

To succeed in this role, we believe that you:

Have a constructive attitude to work with a diverse team across different geographic locations

See the bigger picture and cooperate across the different business areas and lines of defence

Your experience and background:

Bachelor's or Master's in a STEM subject, e.g. Mathematics, Physics, Quantitative Finance, Statistics

2+ years of professional experience in financial services

Familiarity with valuation adjustments, in particular CVA/DVA and FVA

Good knowledge of Python programming language, Excel/VBA and SQL

Excellent communicator in English, both spoken and written

If this sounds like you, get in touch!