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

Credit Portfolio Group - XVA Pricing & Capital Solutions EMEA - Associate, London

Location:

London, United Kingdom

Job Category:

Finance

EU work permit required:

Yes

Job Reference:

450f02572598

Job Description:

Are you ready to advance your career in the dynamic world of credit and funding risk management? Join our Credit Portfolio Group at Morgan in London, where your expertise will contribute to innovative solutions and impactful projects. We offer unparalleled opportunities for career growth and a collaborative environment where you can thrive and make a significant impact.

As an Associate within the Credit Portfolio Group's XVA Pricing & Capital Solutions team, you will focus on managing credit and funding risks around client transactions. You will work closely with Sales, Trading, and other key stakeholders to facilitate efficient capital use and develop new risk measurement tools. Your role will involve analyzing, modeling, and pricing derivatives, supporting transaction structuring, and executing XVA hedges for client activities.

Job Responsibilities

• Analyze, model, and price material derivatives as part of trade execution.
• Determine XVA implications for credit-intensive or complex bilateral derivative transactions.
• Execute XVA hedges for onboarded client activities.
• Support transaction structuring for sensible risk/reward evaluation.
• Develop new risk measurement tools in partnership with Quantitative Research.

Required Qualifications, Capabilities, and Skills

• Strong partnership and communication skills: Ability to articulate views clearly and explain technical concepts to non-specialists.
• Credibility, influencing skills, and leadership: Confidence, commercial acumen, and sound risk judgment.
• Ability to become relatively self-sufficient within a reasonable period.

Preferred Qualifications, Capabilities, and Skills

• Experience in credit and funding risk management.
• Familiarity with derivative exposure methodology and modeling tools.
• Bachelor's degree in Finance, Economics, or a related field.

Please note that if you are NOT a passport holder of the country for the vacancy you might need a work permit.