VP, CIB XVA — Cross-Asset Pricing & Risk Leadership

Banco Santander SA; New York (NY); On-site; USD 190,000 - 240,000; Full time

Benefits offered by this job

Santander Benefits

Job summary

Santander is seeking a high-level XVA expert to join CIB XVA-IC4 in the United States. You will price and manage XVA for cross-asset derivatives, coordinating with Trading, Sales, and Structuring to ensure accurate economics and robust risk controls.

The role emphasizes collaboration with risk teams, model development with quants, and coverage during US trading hours, with potential Europe exposure as needed.

Qualifications

• Bachelor's degree in finance, economics, math or related quantitative field; required
• Master's degree preferred
• 9+ years in banking/financial services or related field

Responsibilities

• Price and assess cross-asset derivative transactions with XVA components (CVA, DVA, FVA, MVA, ColVA).
• Monitor, analyze and hedge XVA exposures and related risks.
• Collaborate with Trading, Sales and Structuring to evaluate economics and support client activity.
• Ensure pricing and risk management align with risk limits and regulations.
• Support robust pricing methodologies and model enhancements with XVA quants.

Skills

XVA pricing

Risk management

Derivatives knowledge

Python

Education

Bachelor's Degree: Finance, Economics, Mathematics, Engineering, Physics, Computer Science or related quantitative field

Master's Degree: in related field

Tools

Murex

Sigma/Windfall

Bloomberg

Excel

Job description

Santander is seeking a high-level XVA expert to join CIB XVA-IC4 in the United States. You will price and manage XVA for cross-asset derivatives, coordinating with Trading, Sales, and Structuring to ensure accurate economics and robust risk controls.

The role emphasizes collaboration with risk teams, model development with quants, and coverage during US trading hours, with potential Europe exposure as needed.