Trainee - xVA Trader - Others - London, United Kingdom

Societe Generale · London, United Kingdom

ResponsibilitiesApply Advanced Mathematics to Real Trading DecisionsJoin a Front Office xVA Trading team and work alongside traders, quants and developers on derivatives pricing, exposure modelling and portfolio optimisation.Launch Your Career on a Front Office Trading DeskAre you passionate about quantitative finance, derivatives...

ResponsibilitiesApply Advanced Mathematics to Real Trading DecisionsJoin a Front Office xVA Trading team and work alongside traders, quants and developers on derivatives pricing, exposure modelling and portfolio optimisation.Launch Your Career on a Front Office Trading DeskAre you passionate about quantitative finance, derivatives pricing, and financial markets? Do you want to join a leading global investment bank and gain exposure to a highly specialised trading environment from day one?We are seeking an exceptional xVA Trader Trainee to join our Front Office team, working alongside experienced xVA traders within the Fixed Income & Currencies business. This is an outstanding opportunity for a highly analytical graduate to develop expertise in derivatives valuation, counterparty risk, capital optimisation, and quantitative modelling while contributing to real trading and pricing activities across global markets.You'll work at the intersection of trading, quantitative research, risk management, and technology, helping drive the development of sophisticated pricing tools and optimisation solutions used across multiple asset classes.What You'll Be DoingAs an Trainee, you will:Support xVA traders with daily pricing and trading activitiesAssist in the valuation of derivatives across interest rates, FX, credit and other asset classesHelp explain pricing methodologies and valuation assumptions to sales and trading teamsMonitor xVA workflows and collaborate with support functions to ensure efficient executionContribute to portfolio optimisation initiatives designed to reduce CVA, capital and funding costsPartner with Quantitative Research and Development teams to enhance pricing models and risk management toolsAssist in the implementation and monitoring of optimisation solutionsAnalyse counterparty exposures and valuation adjustments to support business decision-makingParticipate in strategic projects led by senior members of the teamProfile requiredWhat We're Looking ForWe're particularly interested in candidates with a strong quantitative academic background and a genuine interest in financial markets.EssentialMaster's degree (or equivalent) in a highly quantitative disciplineStrong academic background in:MathematicsApplied MathematicsFinancial MathematicsQuantitative FinanceFinancial EngineeringPhysicsStatisticsEngineeringExcellent analytical and problem-solving skillsStrong communication skillsAbility to work independently within a fast-paced Front Office environmentStrong attention to detail and intellectual curiosityHighly DesirableCoursework or specialisation in:Options PricingDerivatives ModellingStochastic CalculusQuantitative FinanceFinancial EngineeringMathematical FinanceRisk ManagementKnowledge of derivatives pricing concepts and valuation methodologiesUnderstanding of counterparty risk, exposure modelling or xVA conceptsFamiliarity with financial markets and productsExperience with Python, C++, R, MATLAB or similar quantitative programming languagesWhy Apply?This role offers a rare opportunity to:Work directly with Front Office traders and quantitative specialistsGain hands-on experience in derivatives pricing and risk managementDevelop expertise in xVA, a critical area of modern investment bankingContribute to cutting-edge pricing and optimisation projectsBuild a strong foundation for a career in Trading, Quantitative Research, Structuring or RiskWho Will Thrive Here?We're looking for intellectually curious individuals who enjoy tackling complex quantitative problems, are excited by financial markets, and want to apply advanced mathematical concepts to real-world trading challenges.If you've studied topics such as option pricing, stochastic processes, quantitative finance, financial engineering, mathematical modelling, or derivatives valuation, we'd love to hear from you.Applications are encouraged from candidates with Master's-level qualifications or equivalent advanced study in Mathematics, Quantitative Finance, Mathematical Finance, Financial Engineering, or closely related quantitative disciplines.Why join usPeople join for the impact they can have on us. They stay for the impact we have on them. A flatter structure offers visibility and exposure beyond that of our competitors, so you know our names, and we know yours. It's personable, human, and inspires success through passion. By encouraging open mindedness and a willingness to share ideas, we have adapted to market changes and thrived through innovation. Bringing words like “hard work” and “dedication” together with “community” and “respect” has enabled us to work collaboratively and build our future together. We call this Team Spirit and it's what makes us different. It's what makes you different.Business insightIf you feel you have the required experience and qualifications, then please apply to the SG Resourcing Team, and we will manage your application. At Société Générale, we believe our people are our strength and are core to the success of our business. As such, we search for, recruit and appoint the best available person on the basis of aptitude and ability, regardless of sex, marital or civil partnership status, race, colour, nationality, ethnic or national origins, pregnancy, disability, age, sexual orientation, religion, belief or gender identity.

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