Primarily drive the SA-CVA project along with other important XVA topics for regional and global team.
- Solid knowledge about derivative products (e.g., IRS, CCS, FX, etc);
- Strong analytical skills and technical background in mathematics, computer science or finance;
- Good understanding about CVA modelling & risk management, and SA-CVA / FRTB framework is a plus
- Hard working and self-motivated;
- Effective communication skills, ability and willingness to engage the business;
- Delivery focused and willingness to collaborate with other teams;