
Job Description:
Your background
What you can expect
This role is in Counterparty Portfolio Management group for XVA Program. The program aims to deliver a flexible, scalable and robust Quartz-based platform, capable of computing the economic impact and associated risk for Credit Valuation Adjustment (CVA), Funding Valuation Adjustment (FVA) and Capital Valuation Adjustment (KVA), for all Over the Counter (OTC) derivatives across all asset classes, on a daily /overnight basis. You will be part of a global team working on a pricing system for various XVA measures, managing workflow solution that helps different lines of businesses to connect with CPM desk and building and supporting dashboards related to collateral. You will be working with the CPM and other line of business desk users to manage requirements and delivery of the final solution.
What you will do
About Bank of America
Our purpose as a firm is to make financial lives better, through the power of every connection. Across the world, we partner with leading corporate and institutional investors through our offices in more than 35 countries. In the U.S. alone, we serve almost all of the Fortune 500 companies and approximately 67 million consumer and small-business clients. We provide a full suite of financial products and services, from banking and investments to asset and risk management. We cover a broad range of asset classes, making us a global leader in corporate and investment banking, sales and trading.
Connecting Asia Pacific to the world
Our Asia Pacific team is spread across 19 cities in 12 markets. We are focused on connecting Asia to the world and the world to Asia, using our global expertise to ensure success is shared between us, our clients and our communities. Our regional footprint covers 12 currencies, more than a dozen languages and five time zones, placing us firmly among the region’s leading financial services companies.
Job Band:
H5Shift:
Hours Per Week:
40Weekly Schedule:
Referral Bonus Amount:
0Job Description:
Your background
What you can expect
This role is in Counterparty Portfolio Management group for XVA Program. The program aims to deliver a flexible, scalable and robust Quartz-based platform, capable of computing the economic impact and associated risk for Credit Valuation Adjustment (CVA), Funding Valuation Adjustment (FVA) and Capital Valuation Adjustment (KVA), for all Over the Counter (OTC) derivatives across all asset classes, on a daily /overnight basis. You will be part of a global team working on a pricing system for various XVA measures, managing workflow solution that helps different lines of businesses to connect with CPM desk and building and supporting dashboards related to collateral. You will be working with the CPM and other line of business desk users to manage requirements and delivery of the final solution.
What you will do
About Bank of America
Our purpose as a firm is to make financial lives better, through the power of every connection. Across the world, we partner with leading corporate and institutional investors through our offices in more than 35 countries. In the U.S. alone, we serve almost all of the Fortune 500 companies and approximately 67 million consumer and small-business clients. We provide a full suite of financial products and services, from banking and investments to asset and risk management. We cover a broad range of asset classes, making us a global leader in corporate and investment banking, sales and trading.
Connecting Asia Pacific to the world
Our Asia Pacific team is spread across 19 cities in 12 markets. We are focused on connecting Asia to the world and the world to Asia, using our global expertise to ensure success is shared between us, our clients and our communities. Our regional footprint covers 12 currencies, more than a dozen languages and five time zones, placing us firmly among the region’s leading financial services companies.
Learn more about this role