Derivatives Risk Analyst

1 month ago


London, Greater London, United Kingdom Royal Bank of Canada Full time

Job Summary

We are seeking a highly skilled Derivatives Risk Analyst to join our Resource Management Group (RMG/XVA Desk). As a key member of our team, you will be responsible for trading, structuring, and pricing second-order counterparty related risks (CVA, FVA, KVA, and ColVA) for all derivative asset classes globally.

Key Responsibilities

  • Run on-desk processes related to derivative pricing and XVA/MCAD risk management
  • Collaborate with our Quant team to maximize practical utilization of available functionality
  • Develop and implement tactical processes to increase efficiency and improve risk management
  • Pricing of CVA, FVA, and KVA for all derivative asset classes in RBC's businesses globally

Requirements

  • Strong background in a highly numerate discipline, such as engineering, science, mathematics, or economics
  • Knowledge of XVA and derivative pricing, including related aspects of regulation (Basel III, etc.)
  • Basic programming skills in Python, VBA, or similar
  • Experience with Bloomberg or other trading floor systems

What We Offer

  • A comprehensive Total Rewards Program, including bonuses, flexible benefits, and competitive compensation
  • Leaders who support your development through coaching and managing opportunities
  • Opportunities to work with the best in the field
  • Ability to make a lasting impact and contribute to the growth of our team

Additional Information

We are committed to building an inclusive team and an equitable workplace for our employees to bring their true selves to work. We strive to provide an accessible candidate experience for our prospective employees with different abilities.



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