xVA Treasury Finance Manager

Join us as an xVA Treasury Finance Manager

• If you have experience of product control, fair value and IPV and are looking to progress your model and valuation skills, this is a unique opportunity to join our newly formed Treasury Valuations team
• We'll look to you to support the xVA desk, providing oversight of our production team and supporting new initiatives and projects
• You'll gain valuable cross asset exposure, work on variety of projects and engage with stakeholders across the Market division and beyond

What you'll do

As an xVA Treasury Finance Manager, you'll be working as part of a global team, principally assisting with the strategy, execution and delivery of the xVA desk's financial control processes.

You'll also be:

• Supporting with new desk initiatives projects as a finance representative in working groups
• Supporting with stress testing such as BoE and ECB
• Monitoring and reviewing significant trade activity across asset classes
• Participating in pre-trade review and approval
• Supporting with fair value levelling analysis
• Reviewing methodology for IPV process
• Reviewing finance model, documentation, testing and periodic evaluation

The skills you'll need

To succeed in this role, you'll need experience in Product control, IPV or Valuations and be looking to take the next steps to broaden your horizons. You will be a strong communicator, be confident in numerical and analytical analysis, and have a self-starter attitude.

On top of this, you'll demonstrate:

• A good cross-asset knowledge and understanding of xVA and risk management
• A working knowledge of IPV, reserving and PruVal and AVA approaches
• Be confident in engaging with stakeholders such as trading desk heads
• Effective at working with teams across jurisdictions