XVA Trader Associate – London

Nomura Holdings, Inc.; Greater London; Hybrid; GBP 120,000 - 180,000; Full time

Job summary

Nomura Holdings, Inc. is seeking an Associate/VP in London for BRM XVA trading to optimise resources and support the corporate derivatives business across EMEA, Americas, and Asia ex-Japan.

The role requires deep XVA and derivatives knowledge, strong quantitative skills, and a proactive, business-focused mindset to drive capital relief and cost efficiency within a fast-paced global markets environment.

Qualifications

• Deep understanding of XVA metrics (CVA, DVA, FVA, KVA, MVA) and their drivers.
• Working knowledge of Basel III, SA-CCR, IMM and CVA capital charge.
• Strong quantitative skills to analyse portfolios and model resource consumption.
• Proficiency in Python/SQL for data extraction and automation; Excel/VBA for modelling.

Responsibilities

• Actively manage and optimise resources including balance sheet, capital and funding.
• Identify and structure optimisation opportunities across the portfolio; execute trades for capital relief.
• Coordinate multilateral optimisation with internal and external counterparties to reduce resource use.
• Partner with trading desks, structuring teams and business to drive optimisation strategies.

Skills

XVA & Derivatives Expertise

Regulatory Capital Frameworks

Quantitative & Analytical Ability

Programming & Data Analysis

Risk & Pricing Systems

Stakeholder Management

Commercial Acumen

Project Management

Collaboration & Negotiation

Educational Background

Education

Degree in Mathematics, Physics, Engineering, Finance, Economics or Computer Science

MSc or CFA desirable

Tools

Python

SQL

Excel/VBA

Job description

Nomura Holdings, Inc. is seeking an Associate/VP in London for BRM XVA trading to optimise resources and support the corporate derivatives business across EMEA, Americas, and Asia ex-Japan.

The role requires deep XVA and derivatives knowledge, strong quantitative skills, and a proactive, business-focused mindset to drive capital relief and cost efficiency within a fast-paced global markets environment.