Summary

An Analyst or Associate supporting XVA pricing, derivative trade analytics, and capital solutions for hedge fund counterparties. The role includes margin analysis, risk monitoring, and stress testing; the working arrangement is not specified.

Responsibilities

• Support pricing and structuring of OTC derivatives
• Produce trade-level margin and initial margin analytics
• Monitor risk limits and escalate threshold breaches
• Run portfolio and counterparty stress scenario analyses
• Prepare risk and valuation discussion materials
• Test exposure and margin analytics enhancements
• Support ISDA/CSA documentation and collateral workflows