Group ALM-Risk Exposure Management, Collateral XVA Trader

Job description

City

London
Job Type

Full Time
Country / State

United Kingdom
Function Category

Trading
What we offer

Together. That's how we do things. We offer talented people around the world a supportive, stimulating and diverse working environment. We'll value your passion and commitment. And reward your performance.

Why UBS? Video
Take the next step

Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.
Disclaimer / Policy Statements

UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.

Your team

Risk Exposure Management (REM) is a Front Office Business Unit within Group ALM that manages credit and funding risks for OTC derivatives across Investment Banking, Wealth Management and Asset Management. The Collateral XVA Trader will be part of the Global ALM Risk Exposure Management Team.
About us

Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in almost 900 offices and more than 50 countries. Do you want to be one of us?

Desired profile

Your experience and skills

You have:
- Experience in derivative products
- Familiarity with CVA, FVA, Neg Rates VA, Close out Risk, Uncleared Bilateral Margin
- Knowledge of Basel III (RWAs and LRD), NSFR and other regulatory requirements

You are:
- Able to work with 3rd party clients and counterparties
- Familiar with derivatives multiple cost of funds discounting.