full-time
XVA Trader, Derivatives
Desjardins
- Employer
- Desjardins
- Location
- Toronto
- Working pattern
- hybrid
About the role
You will be responsible for the pricing and management of valuation adjustments for OTC derivatives, including CVA, FVA, and MVA. Additionally, you will design and execute hedging strategies to optimize the risk-return profile of the XVA portfolio while collaborating with cross-functional teams. Candidates must hold a Master's degree in a quantitative discipline and possess five to ten years of relevant experience in derivatives. Proficiency in quantitative programming tools like Python and experience with the Murex platform are required.