Job Details:
Title: Middle Office Trade Analyst
Location: Charlotte, NC
Duration: 12 months of contract | Hybrid
Pay: $44/Hr. to $46/Hr.
Job Description:
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Risk Management: The CVA middle office is responsible for assessing and managing the credit risk associated with trading counterparties. This involves calculating the potential future exposure (PFE) and adjusting the valuation of trades to account for the credit risk.
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Model Development: They develop and implement quantitative models to accurately measure and manage CVA. This includes working with complex financial instruments and ensuring compliance with regulatory standards like the Fundamental Review of the Trading Book (FRTB) standard approach for CVA.
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Collaboration: The team collaborates closely with front office trading, risk oversight, technology, and model governance functions to ensure that the models and strategies are effectively integrated and meet the necessary requirements.
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