ABOUT YOU
You are an experienced and highly motivated XVA Specialist with a strong background in derivative pricing, risk management, and quantitative finance. You have a keen interest in optimizing valuation frameworks and thrive in fast-paced, collaborative environments. Your analytical mindset, combined with excellent communication and programming skills, equips you to tackle complex challenges and deliver impactful solutions.

WHAT ARE YOU GOING TO DO

• Price XVA components (CVA, FVA, MVA, etc.) accurately for derivative transactions in collaboration with trading, risk, and quant teams

• Develop and enhance models and methodologies for XVA valuation and hedging

• Drive infrastructure improvement projects, including automation and Real Time pricing capabilities

• Provide expert insight on regulatory impacts and capital requirements (eg, SA-CCR, FRTB)

• Work with IT and quants to improve pricing tools, model calibration, and workflow efficiency

• Support Front Office desks with deal analysis and XVA advisory on complex structures

• Contribute to initiatives aimed at capital optimization and balance sheet efficiency

AN IDEAL PROFILE WOULD BE

• Master's or PhD in Quantitative Finance, Mathematics, Financial Engineering, or a related discipline

• 3-5 years' experience on an XVA desk, Front Office quant team, or similar derivatives environment

• Deep knowledge of derivatives, counterparty credit risk, and valuation adjustments

• Familiarity with quantitative models for CVA/FVA/KVA pricing

• Strong programming skills in Python, C++, or similar languages

• Understanding of Basel III, SA-CCR, FRTB, and related regulatory frameworks

• Effective communicator with experience working in cross-functional teams

• Bonus: experience in XVA hedging, Monte Carlo simulations, CSA agreements, or platforms like Murex, Numerix, or Summit

Tick all the boxes? Then smash that button and let's have a chat.
Contact - (see below)

ABOUT US:
Levy is an international IT staffing organization providing recruitment and project resourcing services to companies ranging from start-ups to well established global players across the UK, Holland, Germany, Belgium, and the USA. By partnering with our clients, we provide tailored interim and permanent IT staffing solutions to help them deliver their initiatives across applications and infrastructure, touching areas such as Digital, Data, Cloud, Cybersecurity and ERP.