Santander Consumer USA Inc. is seeking a seasoned XVA-IC4 professional to provide subject matter expertise in cross-asset XVA pricing, risk management and portfolio optimization for derivative transactions.
The role involves pricing CVA, DVA, FVA, MVA and ColVA, and collaborating with Trading, Sales, Structuring, Market Risk and XVA Quants. The incumbent will monitor XVA exposures, hedge risks, and ensure alignment with risk limits and regulatory standards, while supporting global XVA
#J-18808-LjbffrSenior XVA VP - Cross-Asset Pricing & Risk in new york at Unknown Company
This position is listed as full time and onsite.