XVA desk strategist for a major IB

The XVA Strat team at a major Investment Bank is seeking a highly motivated candidate at the Associate/VP level to join their New York team for the coverage of IR/Inflation projects with an emphasis on modeling/calibration. Please see details below.Responsibilities Supporting the desk’s daily trading and risk management activities such as pricing, hedging, etc Developing tools and analytics for the desk to price and risk manage positions Help traders and sales people understand the market and develop new businessSkills Good understanding of derivatives products in one or more asset classes, including rates, credit, foreign exchange, equities and commodities Good understanding of basic financial math of derivative pricing Excellent programming skills in C++ and Python or Matlab Excellent communicatorRequirements Advanced degree in Math/Physics/CS/Engineering or similar