JOBILY AI SUMMARY
What you'll do
- Structure and price derivatives and structured solutions, focusing on Equity and Interest Rate products.
- Develop tailored hedging and structured-product proposals with Sales for Corporate and Institutional clients.
- Execute structured-product and derivatives transactions in primary and secondary interbank markets.
- Analyse transaction economics and review derivatives valuations, pricing assumptions, models and market data.
- Calculate and incorporate XVA components, including CVA, FVA and MVA, into derivatives pricing.
- Monitor and manage market, counterparty and Desk exposure, including relevant sensitivities.
- Assess how collateral, CSA terms, netting and funding requirements affect pricing and counterparty exposure.
- Work with Sales and Trading across idea generation, structuring, pricing, execution and risk management.
- Follow financial markets, interest rates, equity markets, volatility and related market dynamics.
- Collaborate with internal stakeholders on valuation, collateral, documentation and risk management.
- Improve the Desk’s pricing, analytics and risk-management tools and processes.
- Support automation and digitalisation of pricing, analytics and product processes.
- Provide day-to-day support across Desk activities and build strong internal relationships.
Key requirements
- 3+ years' experience
- Derivatives structuring and pricing, including Equity products and Interest Rate products.
- Quantitative and analytical skills, with knowledge of Derivatives pricing models.
- XVA, Counterparty credit risk, and Collateral and funding.
- Financial markets, Financial-market data and analytics, and Market dynamics analysis.
- Transaction execution and Market and counterparty exposure management.
- Excel, Pricing and risk-management tools.
- Financial Engineering / Mathematics / Physics / Engineering / Computer Science / Economics / Finance
Benefits
- Competitive remuneration and hybrid work supporting work-life balance.
- Benefits include learning and development opportunities, health and life insurance, mental health support, a pension plan, wellbeing activities and potential extra annual leave.
- Additional benefits include partner discounts, staff pricing for banking products, and nursery and summer camp allowances.
About the job
We are seeking a Structuring & XVA Officer to join our Structuring & XVA Desk within Global Markets. The Structuring & XVA Desk sits at the intersection of Markets Sales, Trading and risk management, developing tailored investment and hedging solutions across asset classes while supporting the…
Eurobank
Company ProfileAbout the company
Workplace
Hybrid
Sector
Χρηματοοικονομικά
Employment Type
Permanent
Work Time
Full Time
Eurobank
Company Profile