XVA Process Officer

Job description

Join our team to deliver high-impact trade support to the Fixed Income XVA desk. In this role, you will be directly involved in portfolio compression and optimization across Rates, Credit, FX, and Equity asset classes. Your work directly enables the bank to mitigate counterparty credit risk and optimize regulatory capital efficiency.

Your future responsibilities will include: XVA Expertise: Developing and maintaining knowledge of XVA processes, supporting tools, workflows, and market practices Process Improvement: Contributing to process improvements by participating in reviews, helping establish new procedures, and supporting automation initiatives Portfolio Optimization/Compression: Performing daily controls and reconciliations, while supporting portfolio optimization and compression activities across various asset classes

Trade Support: Providing trade support, including trade back-loading, monitoring key controls, and investigating system and P&L-related issues Quality Control: Ensuring high-quality process execution through daily checks, exception management, and contribution to reporting dashboards and KPIs Collaboration: Cooperating with a wide range of stakeholders, including subject matter experts, and participating in governance meetings

External coordination: Partnering with external vendors involved in portfolio optimization and compression, managing data exchanges and reviewing their recommendations