XVA Trader Interview

Dear Quantnet Community,

I have an incoming entry-level xva trader interview from a top BB bank. Even though it is the first-round interview, the interviewer is the MD. I am from the math-stats background with some exposure to BS model but had little experience in XVA. May I know the expectation of the interviewer and how do I prepare for the interview?

Many thanks and sincerely appreciate the time and help.
 
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