Bulge Bracket Investment Banks

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**Credit Portfolio Group – XVA Pricing & Capital Solutions EMEA - Associate** As an Associate, you'll support XVA pricing and capital solutions within the Credit Portfolio Group. Key responsibilities involve trade-level analytics, risk monitoring, and stress scenario work, fostering partnerships across Sales, Trading, and control functions. You will contribute to efficient risk and capital usage, margin analytics, collateral mechanics, and stress/scenario analyses. Required skills and experience include a working knowledge of OTC derivatives, strong quantitative and analytical skills, and experience in derivatives, XVA, counterparty credit or market risk, product control, or valuation. Proficiency in Excel and Python is essential, as is the ability to run structured analyses and communicate results clearly. This role is suited to problem solvers with a collaborative mindset and proficiency in EMEA coverage, as well as strong communication skills. Joining our team offers the opportunity to grow expertise in derivatives and XVA, working cross-functionally to drive meaningful outcomes for our firm and clients.

Compensation: Not specified
City: London
Country: United Kingdom

Full Job Description

Location: LONDON, LONDON, United Kingdom

As an Associate in XVA Pricing & Capital Solutions within the Credit Portfolio Group, you will support derivative pricing and capital analysis, strengthening partnerships across Sales, Trading, and control functions. You will contribute to trade-level analytics, risk monitoring, and stress/scenario work, delivering consistent, well-documented solutions. In this role, you will build your derivatives and XVA expertise, work closely with cross-functional teams, and help drive meaningful outcomes for the firm and our clients.

Job responsibilities

Support pricing and structuring analysis for OTC derivatives with hedge funds, focusing on efficient risk and capital usage.

Produce and maintain trade-level margin analytics, analyze initial margin drivers, and assist with collateral mechanics under ISDA/CSA agreements.

Monitor risk appetite by translating limits and triggers into routine checks, running diagnostics, escalating issues, and supporting remediation activities.

Run stress and scenario analyses across portfolios and counterparties, summarizing outputs for review.

Support deal execution processes, prepare materials for risk and valuation discussions, and ensure clean handoffs to risk management and reporting teams.

Partner with Quantitative Research and technology to test and implement model and tooling enhancements for exposure and margin analytics.

Assist with documentation and collateral workflows, compiling analysis to support ISDA/CSA discussions for margin and capital efficiency.

Required qualifications, capabilities, and skills

Working knowledge of OTC derivatives and an interest in XVA, counterparty credit exposure, funding, and margin concepts.

Familiarity with ISDA/CSA collateral mechanics and a willingness to learn margin optimization approaches for hedge fund counterparties.

Strong quantitative and analytical skills, including advanced Excel and Python proficiency (or ability to build it quickly) for analytics and automation.

Ability to run structured analyses, document assumptions clearly, and communicate results succinctly.

Strong collaboration and communication skills; comfortable working across Sales, Trading, Risk, and Operations in a fast-paced environment.

Relevant experience in derivatives, XVA, counterparty credit or market risk, product control or valuation, quantitative analytics, or a related role.

Preferred qualifications, capabilities, and skills

Prior EMEA coverage and front-office partnership experience.

Ability to articulate technical concepts to non-specialists and drive collaborative solutions.

Ownership mentality and adaptability in fast-paced environments.

Demonstrated curiosity, ownership of deliverables, and comfort improving processes such as templates, checks, and automation.

This role encompasses the performance of UK regulated activity. The successful candidate will therefore be subject to meeting UK regulatory requirements in the assessment of fitness, propriety, knowledge and competence (as assessed by the Firm) and (where appropriate) approval by the UK Financial Conduct Authority and/or the Prudential Regulation Authority to carry out such activities.

Join us as an Associate in XVA Pricing & Capital Solutions, supporting derivative pricing and capital analysis while building your expertise in a collaborative team.

Full Job Description

Location: LONDON, LONDON, United Kingdom

Job responsibilities

Support pricing and structuring analysis for OTC derivatives with hedge funds, focusing on efficient risk and capital usage.

Produce and maintain trade-level margin analytics, analyze initial margin drivers, and assist with collateral mechanics under ISDA/CSA agreements.

Monitor risk appetite by translating limits and triggers into routine checks, running diagnostics, escalating issues, and supporting remediation activities.

Run stress and scenario analyses across portfolios and counterparties, summarizing outputs for review.

Support deal execution processes, prepare materials for risk and valuation discussions, and ensure clean handoffs to risk management and reporting teams.

Partner with Quantitative Research and technology to test and implement model and tooling enhancements for exposure and margin analytics.

Assist with documentation and collateral workflows, compiling analysis to support ISDA/CSA discussions for margin and capital efficiency.

Required qualifications, capabilities, and skills

Working knowledge of OTC derivatives and an interest in XVA, counterparty credit exposure, funding, and margin concepts.

Familiarity with ISDA/CSA collateral mechanics and a willingness to learn margin optimization approaches for hedge fund counterparties.

Strong quantitative and analytical skills, including advanced Excel and Python proficiency (or ability to build it quickly) for analytics and automation.

Ability to run structured analyses, document assumptions clearly, and communicate results succinctly.

Strong collaboration and communication skills; comfortable working across Sales, Trading, Risk, and Operations in a fast-paced environment.

Relevant experience in derivatives, XVA, counterparty credit or market risk, product control or valuation, quantitative analytics, or a related role.

Preferred qualifications, capabilities, and skills

Prior EMEA coverage and front-office partnership experience.

Ability to articulate technical concepts to non-specialists and drive collaborative solutions.

Ownership mentality and adaptability in fast-paced environments.

Demonstrated curiosity, ownership of deliverables, and comfort improving processes such as templates, checks, and automation.

Join us as an Associate in XVA Pricing & Capital Solutions, supporting derivative pricing and capital analysis while building your expertise in a collaborative team.

Credit Portfolio Group – XVA Pricing & Capital Solutions EMEA - Associate

Full Job Description

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