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The xVA Trader resides within U.S. Bank's Corporate Treasury Department and will include the following responsibilities: Perform pre-trade pricing of xVA for derivative transactions across commodities, rates and FX asset classes. Execute xVA hedges within prescribed market risk framework in accordance with the XVA desk's hedging strategy. Analyze and predict dynamic risk changes within the xVA portfolio. Build analytical tools to improve the efficiency and functionality of the desk across various pricing libraries, market data stores, and trade databases. Help develop and test new hedging strategies while measuring the impact on P&L /tail risk. Work closely with internal partners in middle office, market risk, credit risk, accounting and technology. Partner with sales teams to provide on-demand pricing with clear explanations. Help develop emerging pricing frameworks for capital and funding in accordance with the bank's accounting framework and management objectives. Contribute to multiple long-term project workstreams in xVA which are essential to expanding the desk's scope. Work independently to produce tangible tools and work within a team setting to contribute to project workstreams.
