Senior XVA VP - Cross-Asset Pricing & Risk

Santander Consumer USA Inc.; New York (NY); On-site; USD 150,000 - 210,000; Full time

Job summary

Santander Consumer USA Inc. is seeking a seasoned XVA-IC4 professional to provide subject matter expertise in cross-asset XVA pricing, risk management and portfolio optimization for derivative transactions.

The role involves pricing CVA, DVA, FVA, MVA and ColVA, and collaborating with Trading, Sales, Structuring, Market Risk and XVA Quants. The incumbent will monitor XVA exposures, hedge risks, and ensure alignment with risk limits and regulatory standards, while supporting global XVA

Qualifications

• XVA pricing and risk management knowledge
• Cross-asset derivative experience
• Strong analytical and modeling skills
• Collaboration with Trading, Sales, Structuring and Risk teams

Responsibilities

• Price and assess cross-asset derivative transactions with CVA, DVA, FVA, MVA, ColVA
• Monitor, analyze, and hedge XVA exposures and associated risks
• Explain XVA impacts and support client activity with Trading and Structuring
• Ensure pricing and risk management align with risk limits and governance standards
• Collaborate with XVA Quants on pricing methodologies and model enhancements
• Provide pricing and hedging support during New York trading hours for US clients

Job description

Santander Consumer USA Inc. is seeking a seasoned XVA-IC4 professional to provide subject matter expertise in cross-asset XVA pricing, risk management and portfolio optimization for derivative transactions.

The role involves pricing CVA, DVA, FVA, MVA and ColVA, and collaborating with Trading, Sales, Structuring, Market Risk and XVA Quants. The incumbent will monitor XVA exposures, hedge risks, and ensure alignment with risk limits and regulatory standards, while supporting global XVA