XVA Pricing in Brussel

XVA Pricing

Permanent contract 

Full time

Brussels

Your role & work environment

CVA Desk is part of Credit Exposure Management in Financial Markets. It is responsible for pricing and managing all Credit, Funding, Liquidity and Credit Capital cost within FM. The desk is taking over all counterparty related risks from the Trading Desks and manages these risks centrally. It acts as the central Funding and Liquidity Desk for Financial Markets.

Financial Markets operates in a high paced environment and is looking for candidates who are flexible, can learn quickly and are able to adapt to the rapidly changing market environment. You will work closely with the other trading team members and interact frequently  with the global Financial Markets Salesforce as well as IT and Risk Management.

Your key responsibilities

• Price XVA and PFE of all FX, IR, Commodity and Equity trades
• Interaction with the global Sales franchise to explain XVA and come up with new trading ideas
• Day to day reconciliation and checks of the XVA positions
• Monthly charging of the XVA to Trading desks
• Work closely with all stakeholders (Quants, IT, Risk, Finance, …) to improve the XVA reporting

We look for

A colleague with a talent for taking it on and making it happen, enthusiasm for helping others to be successful and a knack for always being a step ahead. In other words, you strive to bring fresh ideas to life and embrace challenges in a fast changing and complex environment. You are a naturally collaborative person who listens and invests in others to achieve common goals. You love to challenge the status quo and are eager to propose creative solutions to problems.

As a XVA trader, you also need :

• a master degree in finance, mathematics, applied sciences or engineering
• proven knowledge about XVA with a previous experience in Trading, Structuring or Risk Management
• proven knowledge in VBA programming
• proven knowledge and experience working with clients
• the ability to take risk decisions under pressure and maintain the highest level of accuracy in performing the relevant tasks
• to have a proactive behaviour with perpetual energy and drive to improve performance
• to be a genuine team player with good interpersonal and communication skills

We offer you 

A clear purpose, a unique offer and a range of flexible compensation and other benefits:

• personal growth & challenging work with plenty of opportunities to realise your ambitions
• a dynamic international working environment with innovative colleagues supporting your endeavours
• a progressive and agile way of working, where new ideas are valued ahead of convention

Furthermore, within Financial Markets, you can count on a range of opportunities to invest in your personal and professional growth with:

• the possibility to participate in courses and trainings
• challenging projects with quants and colleagues from sales and trading
• the possibility to grow in the trading and Financial Markets organization

We redefine banking. What about you?

There has never been a more interesting time to work at ING. We’re on a journey that’s centred around our customers, powered by technology and driven by smart, determined people. Our customers feel our people are empowering them to stay a step ahead in life and in business. We’re proud of that!