xVA Treasury Finance Manager

JR United Kingdom; London; On-site; GBP 70,000 - 100,000; Full time

Job summary

A leading financial institution is seeking an xVA Treasury Finance Manager to join their new Treasury Valuations team. This role offers the opportunity to enhance your model and valuation skills while providing oversight to the xVA desk and engaging with stakeholders across various projects. Ideal candidates will have experience in product control, IPV, and a strong analytical background.

Qualifications

• Experience in product control, IPV, or valuations.
• Strong communicator with numerical and analytical skills.
• Self-starter attitude.

Responsibilities

• Assist with strategy, execution, and delivery of financial control processes.
• Support new desk initiatives and projects.
• Monitor and review significant trade activity across asset classes.

Skills

Product control

IPV

Valuations

Analytical analysis

Communication

Job description

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Join us as an xVA Treasury Finance Manager

• If you have experience in product control, fair value, and IPV, and are looking to develop your model and valuation skills, this is a unique opportunity to join our newly formed Treasury Valuations team.
• We’ll look to you to support the xVA desk by providing oversight of our production team and supporting new initiatives and projects.
• You'll gain valuable cross-asset exposure, work on a variety of projects, and engage with stakeholders across the Market division and beyond.

What you'll do

As an xVA Treasury Finance Manager, you’ll be working as part of a global team, primarily assisting with the strategy, execution, and delivery of the xVA desk’s financial control processes.

You'll also be:

• Supporting new desk initiatives and projects as a finance representative in working groups.
• Supporting stress testing such as BoE and ECB.
• Monitoring and reviewing significant trade activity across asset classes.
• Participating in pre-trade review and approval.
• Supporting fair value levelling analysis.
• Reviewing methodology for IPV processes.
• Reviewing finance models, documentation, testing, and periodic evaluation.

The skills you'll need

To succeed in this role, you’ll need experience in Product Control, IPV, or Valuations, and be looking to broaden your horizons. You should be a strong communicator, confident in numerical and analytical analysis, and possess a self-starter attitude.

Additionally, you’ll demonstrate:

• A good cross-asset knowledge and understanding of xVA and risk management.
• A working knowledge of IPV, reserving, PruVal, and AVA approaches.
• Confidence in engaging with stakeholders such as trading desk heads.
• Effectiveness at working with teams across jurisdictions.