XVA Trader – Associate/VP, Resource Optimization

Nomura; Greater London; On-site; GBP 120,000 - 160,000; Full time

Job summary

Nomura in London is seeking an Associate for the BRM team to support XVA trading resources across EMEA, Americas, and Asia ex-Japan. You will proactively manage resources, analyse opportunities, and structure trades to optimise capital and reduce costs.

The role requires deep XVA/derivatives knowledge, Basel III experience, strong quantitative skills, and proficiency in Python/SQL. You will partner with traders, risk, and finance to deliver strategic resource solutions.

Qualifications

• Deep understanding of XVA metrics and derivatives products.
• Working knowledge of Basel III, SA-CCR, IMM, CVA capital and leverage.
• Strong quantitative skills to model resources and analyse portfolios.
• Proficiency in Python or SQL for data extraction and automation.
• Experience with front-office risk systems and XVA pricing platforms.

Responsibilities

• Active Resource Management & Optimisation – manage balance sheet, capital, funding and regulatory exposures.
• Opportunity Analysis & Trade Structuring – identify optimisation opportunities and structure trades.
• Multilateral Optimisation Execution – coordinate exercises with internal/external counterparties.
• Business Partnership & Resource Strategy – partner with trading desks and risk/finance teams.
• Regulatory Model Development – understand and enhance SA-CCR, IMM, CVA capital models.
• XVA Pricing Support – assist in pricing XVA components for complex transactions.

Skills

XVA & Derivatives

Regulatory Capital

Quantitative Analysis

Python/SQL

Risk Systems

Stakeholder Mgmt

Commercial Acumen

Project Mgmt

Negotiation

Detail-Oriented

Education

Quantitative discipline degree

Tools

Excel/VBA

Job description

Nomura in London is seeking an Associate for the BRM team to support XVA trading resources across EMEA, Americas, and Asia ex-Japan. You will proactively manage resources, analyse opportunities, and structure trades to optimise capital and reduce costs.

The role requires deep XVA/derivatives knowledge, Basel III experience, strong quantitative skills, and proficiency in Python/SQL. You will partner with traders, risk, and finance to deliver strategic resource solutions.