full-time
BRM XVA Trader - Associate/VP
Nomura
- Employer
- Nomura
- Location
- London
- Working pattern
- on-site
About the role
The role involves actively managing and optimizing business resources such as capital, funding, and regulatory exposures to maximize efficiency. You will also structure trades, perform XVA pricing, and collaborate with internal teams to enhance regulatory capital models. Candidates must possess deep expertise in XVA metrics, derivatives, and regulatory capital frameworks like Basel III and SA-CCR. A quantitative degree and proficiency in programming languages such as Python or SQL are required for data-driven analysis and modeling.