XVA Collateral Optimisation Analyst

  • Location

    London, England

  • Sector:

    Banking & Financial Services

  • Job type:


  • Salary:

    £75000 - £85000 per annum + Plus Benefits

  • Contact:

    Maria Demetri

  • Contact email:


  • Job ref:


  • Published:

    6 months ago

  • Expiry date:


  • Startdate:


XVA Collateral Optimisation Analyst | London | Offering up to £85,000 Plus Benefits

Taylor Root are partnering with a reputable financial services organisation that is looking to expand its team. This position is an excellent opportunity for an individual that is looking for growth within their next role. You will be assisting the risk team with the development of data & analytics as well as engaging with stakeholders both internally and externally.

This position will play an integral part of the organisation and be key to helping develop the Securities & Collateral risk function. Reporting directly into the director for the division, you will gain exposure at board level with opportunities to present to clients.

The Opportunity…

  • Risk product development encompassing data & analytics for repo's, equities and collateral.
  • Research and development to improve current products based on external market developments and internal product changes.
  • Assisting with client pitches and presentations as well gathering feedback from them.
  • Validation should be algorithmic and the role of the analyst would be to design, enhance and provide value proposition to existing data and models.

Your Experience...

  • Excellent product knowledge in Short term Government markets, Repo and/or Securities Financing and Spot and Forward FX.
  • Possess comprehensive knowledge and practical experience of market risk concepts such as VaR (Value at Risk), sensitivities, market & liquidity stress testing & liquidity modelling & measurement.
  • Collateral and Risk Management, Data Development and UMR.
  • Client facing exposure, including ability to present to senior management externally and internally.

If this role sounds like what you're looking for then apply now!

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

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